Quantbot Technologies Portfolio holdings
Quantbot Technologies runs computer-driven trading strategies, buying and selling stocks long and short and holding positions from a few seconds to a few days. The firm was founded in 2009 and also trades options, swaps and futures. It is hired to manage money for private funds, whose investors are institutional investors, high net worth individuals and employees. Paul White is its president and chief executive, and Ashar Mahboob is its chief investment officer.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Altria Group
MO
|
+$25.1M |
| 2 |
US Bancorp
USB
|
+$16.7M |
| 3 |
UnitedHealth
UNH
|
+$13M |
| 4 |
Paychex
PAYX
|
+$13M |
| 5 |
J.M. Smucker
SJM
|
+$12.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
S&P Global
SPGI
|
+$23.1M |
| 2 |
Merck
MRK
|
+$19.8M |
| 3 |
Starbucks
SBUX
|
+$17.8M |
| 4 |
Meta Platforms (Facebook)
META
|
+$17.1M |
| 5 |
Lowe's Companies
LOW
|
+$15.3M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 16.25% |
| 2 | Industrials | 13.13% |
| 3 | Consumer Discretionary | 12.55% |
| 4 | Healthcare | 12.19% |
| 5 | Consumer Staples | 11.84% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
526
ICU Medical
ICUI
$4.3B
| $311K | 0.03% |
2,040
-545
| -21% | -$79.7K |
2016 Q1
4 quarters
|
|
527
MFA Financial
MFA
$627K
| $311K | 0.03% |
9,641
+7,316
| +315% | +$233K |
2015 Q3
6 quarters
|
|
528
DELISTED
ENVESTNET, INC.
ENV
| $311K | 0.03% |
+9,648
| New | +$351K |
2017 Q1
0 quarters
|
|
529
Dover
DOV
$27.1B
| $309K | 0.03% |
4,769
+3,552
| +292% | +$226K |
2016 Q4
1 quarter
|
|
530
Flowers Foods
FLO
$1.42B
| $308K | 0.03% |
+15,897
| New | +$312K |
2017 Q1
0 quarters
|
|
531
American Homes 4 Rent
AMH
$11.8B
| $307K | 0.03% |
+13,384
| New | +$299K |
2017 Q1
0 quarters
|
|
|
LOGM
532
DELISTED
LogMein, Inc.
LOGM
| $303K | 0.03% |
+3,117
| New | +$310K |
2017 Q1
0 quarters
|
|
|
PF
533
DELISTED
Pinnacle Foods, Inc.
PF
| $303K | 0.03% |
+5,237
| New | +$291K |
2017 Q1
0 quarters
|
|
534
EPR Properties
EPR
$4.56B
| $302K | 0.03% |
+4,108
| New | +$303K |
2017 Q1
0 quarters
|
|
|
GNC
535
DELISTED
GNC Holdings, Inc.
GNC
| $302K | 0.03% |
+41,134
| New | +$354K |
2017 Q1
0 quarters
|
|
536
Gerdau
GGB
$8.59B
| $298K | 0.03% |
+108,875
| New | +$338K |
2017 Q1
0 quarters
|
|
537
Belden
BDC
$3.83B
| $296K | 0.03% |
+4,287
| New | +$315K |
2017 Q1
0 quarters
|
|
538
Hecla Mining
HL
$9.9B
| $294K | 0.03% |
+55,642
| New | +$321K |
2017 Q1
0 quarters
|
|
|
UMPQ
539
DELISTED
Umpqua Holdings Corp
UMPQ
| $293K | 0.03% |
16,564
-28,496
| -63% | -$524K |
2016 Q3
2 quarters
|
|
540
HealthEquity
HQY
$8.57B
| $292K | 0.03% |
6,883
+3,129
| +83% | +$138K |
2016 Q4
1 quarter
|
|
541
Valmont Industries
VMI
$7.74B
| $289K | 0.03% |
+1,862
| New | +$275K |
2017 Q1
0 quarters
|
|
542
Valero Energy
VLO
$96.6B
| $288K | 0.03% |
+4,352
| New | +$291K |
2017 Q1
0 quarters
|
|
|
VRE
543
DELISTED
Veris Residential
VRE
| $288K | 0.03% |
+10,699
| New | +$300K |
2017 Q1
0 quarters
|
|
|
EIGI
544
DELISTED
Endurance International Group Holdings, Inc.
EIGI
| $288K | 0.03% |
+36,769
| New | +$300K |
2017 Q1
0 quarters
|
|
545
Ambarella
AMBA
$2.58B
| $286K | 0.03% |
5,241
-1,944
| -27% | -$105K |
2016 Q4
1 quarter
|
|
546
DELISTED
Guess Inc
GES
| $285K | 0.03% |
25,612
+9,756
| +62% | +$120K |
2016 Q4
1 quarter
|
|
547
JOYY Inc
JOYY
$3.96B
| $285K | 0.03% |
+6,196
| New | +$275K |
2017 Q1
0 quarters
|
|
548
Semtech
SMTC
$9.6B
| $283K | 0.03% |
8,384
+5,636
| +205% | +$189K |
2016 Q3
2 quarters
|
|
549
BorgWarner
BWA
$9.8B
| $281K | 0.03% |
7,666
+3,014
| +65% | +$110K |
2016 Q3
2 quarters
|
|
550
LCI Industries
LCII
$2.38B
| $280K | 0.03% |
2,815
-148
| -5% | -$15.9K |
2016 Q3
2 quarters
|
|
Similar funds
Quantbot Technologies's Q1 2017 Portfolio in Review
As of Q1 2017, Quantbot Technologies held 1,582 positions worth $954M, up 5.7% from $902M the previous quarter. Its ten largest holdings account for 16% of the portfolio.
Quantbot Technologies deployed $40.9M of net new capital in Q1 2017, opening 556 new positions and adding to 283 existing holdings. Its largest new stake was Altria Group: 346,194 shares worth $24.7M.
By sector, the portfolio is most concentrated in Technology at 16% of assets, up from 10% a quarter earlier, followed by Industrials and Consumer Discretionary.
On the sell side, the largest reduction was S&P Global, an estimated $23.1M trimmed.
- Quantbot Technologies's largest Q1 2017 buy was Altria Group: 346,194 shares worth $24.7M.
- Quantbot Technologies added most to US Bancorp in Q1 2017, an estimated $16.7M increase.
- Quantbot Technologies's biggest Q1 2017 reduction was S&P Global, cutting an estimated $23.1M.
- Quantbot Technologies fully exited Starbucks in Q1 2017, selling an estimated $17.8M.
- Quantbot Technologies's ten largest holdings make up 16% of its $954M portfolio in Q1 2017.
- Quantbot Technologies opened 556 new positions and closed 482 in Q1 2017.
- Quantbot Technologies's portfolio value rose 5.7% quarter-over-quarter to $954M.
Based on Quantbot Technologies's 13F filing for Q1 2017, filed 10 May 2017.