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 | |
|---|---|---|---|---|---|---|---|
|
HRG
701
DELISTED
HRG Group, Inc.
HRG
| $149K | 0.02% |
+7,717
| New | +$135K |
2017 Q1
0 quarters
|
|
702
SPX Corp
SPXC
$7.15B
| $148K | 0.02% |
+6,136
| New | +$152K |
2017 Q1
0 quarters
|
|
703
Energous
WATT
$41.7M
| $148K | 0.02% |
16
+13
| +433% | +$125K |
2016 Q4
1 quarter
|
|
704
DELISTED
Enerplus Corporation
ERF
| $148K | 0.02% |
+18,473
| New | +$162K |
2017 Q1
0 quarters
|
|
|
RESI
705
DELISTED
Front Yard Residential Corporation Common Stock
RESI
| $148K | 0.02% |
9,758
+8,878
| +1,009% | +$116K |
2016 Q2
3 quarters
|
|
706
Enviri
NVRI
$672M
| $147K | 0.02% |
+11,546
| New | +$154K |
2017 Q1
0 quarters
|
|
|
SWIR
707
DELISTED
Sierra Wireless
SWIR
| $147K | 0.02% |
+5,572
| New | +$128K |
2017 Q1
0 quarters
|
|
|
ZOES
708
DELISTED
Zoe's Kitchen, Inc.
ZOES
| $147K | 0.02% |
7,950
+7,229
| +1,003% | +$148K |
2016 Q3
2 quarters
|
|
709
Tronox
TROX
$401M
| $144K | 0.02% |
7,849
-9,113
| -54% | -$135K |
2016 Q3
2 quarters
|
|
710
DELISTED
American Equity Investment Life Holding Company
AEL
| $144K | 0.02% |
+6,128
| New | +$152K |
2017 Q1
0 quarters
|
|
|
AXE
711
DELISTED
Anixter International Inc
AXE
| $144K | 0.02% |
+1,818
| New | +$148K |
2017 Q1
0 quarters
|
|
712
America Movil
AMX
$76.8B
| $142K | 0.01% |
+10,089
| New | +$132K |
2017 Q1
0 quarters
|
|
713
Insteel Industries
IIIN
$518M
| $142K | 0.01% |
3,930
-207
| -5% | -$7.45K |
2016 Q4
1 quarter
|
|
714
Adamas Trust
ADAM
$514M
| $142K | 0.01% |
+5,758
| New | +$149K |
2017 Q1
0 quarters
|
|
|
ACOR
715
DELISTED
Acorda Therapeutics
ACOR
| $142K | 0.01% |
56
-66
| -54% | -$190K |
2016 Q2
3 quarters
|
|
716
UFP Industries
UFPI
$4.36B
| $140K | 0.01% |
4,275
+1,380
| +48% | +$46.1K |
2016 Q4
1 quarter
|
|
717
Zebra Technologies
ZBRA
$15.2B
| $140K | 0.01% |
+1,538
| New | +$133K |
2017 Q1
0 quarters
|
|
718
Flagstar Bank National Association
FLG
$4.37B
| $140K | 0.01% |
+3,361
| New | +$151K |
2017 Q1
0 quarters
|
|
719
JetBlue
JBLU
$1.38B
| $138K | 0.01% |
+6,699
| New | +$137K |
2017 Q1
0 quarters
|
|
|
CNCE
720
DELISTED
Concert Pharmaceuticals, Inc.
CNCE
| $138K | 0.01% |
+8,131
| New | +$97.5K |
2017 Q1
0 quarters
|
|
721
WPP
WPP
$5.88B
| $137K | 0.01% |
+1,256
| New | +$141K |
2017 Q1
0 quarters
|
|
722
Compañía de Minas Buenaventura
BVN
$7.11B
| $136K | 0.01% |
11,348
-19,460
| -63% | -$250K |
2016 Q2
3 quarters
|
|
723
Sociedad Química y Minera de Chile
SQM
$16.4B
| $136K | 0.01% |
+3,957
| New | +$129K |
2017 Q1
0 quarters
|
|
724
Shutterstock
SSTK
$110M
| $136K | 0.01% |
3,301
-36
| -1% | -$1.72K |
2016 Q4
1 quarter
|
|
|
DST
725
DELISTED
DST Systems Inc.
DST
| $136K | 0.01% |
2,228
-3,628
| -62% | -$211K |
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.