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 | |
|---|---|---|---|---|---|---|---|
1101
Acco Brands
ACCO
$467M
| – | – |
-12,431
| Closed | -$162K | – |
|
1102
Aecom
ACM
$8.59B
| – | – |
-17,227
| Closed | -$626K | – |
|
1103
Accenture
ACN
$159B
| – | – |
-921
| Closed | -$107K | – |
|
1104
Adobe
ADBE
$93.1B
| – | – |
-3,998
| Closed | -$411K | – |
|
1105
Autodesk
ADSK
$54.7B
| – | – |
-12,887
| Closed | -$953K | – |
|
1106
American Electric Power
AEP
$68.9B
| – | – |
-14,284
| Closed | -$899K | – |
|
1107
Alamos Gold
AGI
$13.3B
| – | – |
-3,152
| Closed | -$21K | – |
|
1108
Argan
AGX
$3.89B
| – | – |
-247
| Closed | -$17K | – |
|
1109
DELISTED
Allete
ALE
| – | – |
-6,092
| Closed | -$391K | – |
|
1110
Alamo Group
ALG
$1.63B
| – | – |
-320
| Closed | -$24K | – |
|
1111
Align Technology
ALGN
$11.8B
| – | – |
-21,413
| Closed | -$2.06M | – |
|
1112
Amkor Technology
AMKR
$8.13B
| – | – |
-14,484
| Closed | -$152K | – |
|
1113
Ameriprise Financial
AMP
$43.5B
| – | – |
-15,280
| Closed | -$1.7M | – |
|
1114
Amphastar Pharmaceuticals
AMPH
$1.21B
| – | – |
-127
| Closed | -$2K | – |
|
1115
American Tower
AMT
$87.6B
| – | – |
-21,291
| Closed | -$2.25M | – |
|
1116
DELISTED
American Woodmark
AMWD
| – | – |
-387
| Closed | -$29K | – |
|
1117
Amazon
AMZN
$2.8T
| – | – |
-127,060
| Closed | -$4.76M | – |
|
1118
Aon
AON
$71B
| – | – |
-34,767
| Closed | -$3.88M | – |
|
1119
A.O. Smith
AOS
$8.67B
| – | – |
-45,110
| Closed | -$2.14M | – |
|
1120
APA Corp
APA
$15.6B
| – | – |
-34,944
| Closed | -$2.22M | – |
|
1121
Amphenol
APH
$184B
| – | – |
-119,000
| Closed | -$999K | – |
|
1122
Aptiv
APTV
$7.98B
| – | – |
-23,959
| Closed | -$1.61M | – |
|
1123
ArcBest
ARCB
$2.82B
| – | – |
-6,299
| Closed | -$174K | – |
|
1124
Alexandria Real Estate Equities
ARE
$7.8B
| – | – |
-3,797
| Closed | -$421K | – |
|
1125
Armour Residential REIT
ARR
$1.78B
| – | – |
-205
| Closed | -$22K | – |
|
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.