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 | |
|---|---|---|---|---|---|---|---|
1401
Sempra
SRE
$52.2B
| – | – |
-20,658
| Closed | -$1.04M | – |
|
1402
Sasol
SSL
$9.7B
| – | – |
-2,368
| Closed | -$67K | – |
|
1403
Steel Dynamics
STLD
$34.1B
| – | – |
-93,165
| Closed | -$3.31M | – |
|
1404
State Street
STT
$47.2B
| – | – |
-39,360
| Closed | -$3.06M | – |
|
1405
Stanley Black & Decker
SWK
$17.9B
| – | – |
-76,948
| Closed | -$8.82M | – |
|
1406
Southwest Gas
SWX
$6.69B
| – | – |
-1,704
| Closed | -$130K | – |
|
1407
Synchrony
SYF
$24.4B
| – | – |
-6,610
| Closed | -$239K | – |
|
1408
Texas Capital Bancshares
TCBI
$4.48B
| – | – |
-3,453
| Closed | -$270K | – |
|
1409
TransDigm Group
TDG
$67.3B
| – | – |
-6,873
| Closed | -$1.71M | – |
|
1410
Telephone and Data Systems
TDS
$3.73B
| – | – |
-4,749
| Closed | -$137K | – |
|
1411
Teledyne Technologies
TDY
$29.3B
| – | – |
-929
| Closed | -$114K | – |
|
1412
Atlassian
TEAM
$46.4B
| – | – |
-7,461
| Closed | -$179K | – |
|
1413
Teck Resources
TECK
$29.4B
| – | – |
-36,414
| Closed | -$729K | – |
|
1414
Teradyne
TER
$33.2B
| – | – |
-33,842
| Closed | -$859K | – |
|
1415
Gentherm
THRM
$1.69B
| – | – |
-641
| Closed | -$21K | – |
|
1416
TJX Companies
TJX
$152B
| – | – |
-163,318
| Closed | -$6.14M | – |
|
1417
Turkcell
TKC
$4B
| – | – |
-1,640
| Closed | -$11K | – |
|
1418
Tilly's
TLYS
$134M
| – | – |
-400
| Closed | -$5K | – |
|
1419
Tennant Co
TNC
$1.24B
| – | – |
-2,273
| Closed | -$161K | – |
|
1420
trivago
TRVG
$251M
| $0 | ﹤0.01% |
+12
| New | +$726 |
2017 Q1
0 quarters
|
|
1421
TSMC
TSM
$1.83T
| – | – |
-172,970
| Closed | -$4.97M | – |
|
1422
Toro Company
TTC
$10.2B
| – | – |
-9,333
| Closed | -$522K | – |
|
1423
United Airlines
UAL
$35.9B
| – | – |
-7,414
| Closed | -$540K | – |
|
1424
Urban Edge Properties
UE
$2.67B
| – | – |
-4,754
| Closed | -$130K | – |
|
1425
UMB Financial
UMBF
$10.5B
| – | – |
-2,740
| Closed | -$211K | – |
|
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.