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 | |
|---|---|---|---|---|---|---|---|
1201
Equity Lifestyle Properties
ELS
$12.3B
| – | – |
-24,978
| Closed | -$900K | – |
|
1202
Eastman Chemical
EMN
$7.36B
| – | – |
-17,964
| Closed | -$1.35M | – |
|
1203
EnerSys
ENS
$5.3B
| – | – |
-3,143
| Closed | -$245K | – |
|
1204
EOG Resources
EOG
$77.2B
| – | – |
-45,681
| Closed | -$4.62M | – |
|
1205
EPAM Systems
EPAM
$8.22B
| – | – |
-1,709
| Closed | -$109K | – |
|
1206
Equinix
EQIX
$100B
| – | – |
-1,801
| Closed | -$643K | – |
|
1207
Equinor
EQNR
$99.4B
| – | – |
-23,313
| Closed | -$425K | – |
|
1208
Vivmark Residential
VMRK
$50.7B
| – | – |
-40,602
| Closed | -$2.61M | – |
|
1209
Empire State Realty Trust
ESRT
$894M
| – | – |
-10,319
| Closed | -$208K | – |
|
1210
Essex Property Trust
ESS
$17.5B
| – | – |
-5,658
| Closed | -$1.32M | – |
|
1211
Entergy
ETR
$52.8B
| – | – |
-82,656
| Closed | -$3.04M | – |
|
1212
Evertec
EVTC
$1.99B
| – | – |
-1,013
| Closed | -$17K | – |
|
1213
DELISTED
Exact Sciences
EXAS
| – | – |
-544
| Closed | -$7K | – |
|
1214
Expeditors International
EXPD
$23.8B
| – | – |
-37,535
| Closed | -$1.99M | – |
|
1215
Ezcorp Inc
EZPW
$1.75B
| – | – |
-3,564
| Closed | -$37K | – |
|
1216
Fortune Brands Innovations
FBIN
$5.74B
| – | – |
-69,978
| Closed | -$3.2M | – |
|
1217
Four Corners Property Trust
FCPT
$2.57B
| – | – |
-19,400
| Closed | -$398K | – |
|
1218
Del Monte Corp
DMC
$1.29B
| – | – |
-442
| Closed | -$26K | – |
|
1219
Franklin Electric
FELE
$4.16B
| – | – |
-5,765
| Closed | -$224K | – |
|
1220
Forum Energy Technologies
FET
$800M
| – | – |
-932
| Closed | -$410K | – |
|
1221
First Horizon
FHN
$10.9B
| – | – |
-39,884
| Closed | -$798K | – |
|
1222
Comfort Systems
FIX
$35.8B
| – | – |
-16,663
| Closed | -$554K | – |
|
1223
National Beverage
FIZZ
$3.48B
| – | – |
-5,236
| Closed | -$133K | – |
|
1224
DELISTED
Foot Locker
FL
| – | – |
-120,178
| Closed | -$8.52M | – |
|
1225
FMC
FMC
$876M
| – | – |
-9,878
| Closed | -$484K | – |
|
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.