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 | |
|---|---|---|---|---|---|---|---|
776
DELISTED
MINDBODY, Inc. Class A Common Stock
MB
| $107K | 0.01% |
3,932
+1,929
| +96% | +$49.6K |
2016 Q4
1 quarter
|
|
|
PHH
777
DELISTED
PHH Corporation
PHH
| $107K | 0.01% |
8,408
+6,790
| +420% | +$92.3K |
2016 Q1
4 quarters
|
|
778
Core Laboratories
CLB
$405M
| $106K | 0.01% |
+923
| New | +$107K |
2017 Q1
0 quarters
|
|
779
Ryanair
RYAAY
$30.7B
| $106K | 0.01% |
+3,220
| New | +$107K |
2017 Q1
0 quarters
|
|
780
United Parks & Resorts
PRKS
$1.81B
| $106K | 0.01% |
5,838
-9,188
| -61% | -$171K |
2016 Q4
1 quarter
|
|
|
BBBY
781
DELISTED
Bed Bath & Beyond Inc
BBBY
| $106K | 0.01% |
+2,701
| New | +$108K |
2017 Q1
0 quarters
|
|
782
Genesco
GCO
$390M
| $105K | 0.01% |
+1,895
| New | +$113K |
2017 Q1
0 quarters
|
|
783
Louisiana-Pacific
LPX
$5.27B
| $105K | 0.01% |
4,237
-31,213
| -88% | -$690K |
2016 Q3
2 quarters
|
|
784
Regeneron Pharmaceuticals
REGN
$93.6B
| $105K | 0.01% |
272
-425
| -61% | -$158K |
2016 Q4
1 quarter
|
|
785
Viasat
VSAT
$8.81B
| $105K | 0.01% |
+1,657
| New | +$109K |
2017 Q1
0 quarters
|
|
|
PACW
786
DELISTED
PacWest Bancorp
PACW
| $105K | 0.01% |
1,983
-9,378
| -83% | -$514K |
2016 Q3
2 quarters
|
|
787
BWX Technologies
BWXT
$11B
| $104K | 0.01% |
2,205
-11,551
| -84% | -$504K |
2016 Q1
4 quarters
|
|
788
Methanex
MEOH
$5.13B
| $104K | 0.01% |
2,228
+647
| +41% | +$31K |
2016 Q4
1 quarter
|
|
789
Visteon
VC
$1.87B
| $103K | 0.01% |
1,059
-1,900
| -64% | -$175K |
2015 Q1
8 quarters
|
|
790
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
| $102K | 0.01% |
24,843
-8,732
| -26% | -$36.2K |
2016 Q4
1 quarter
|
|
791
Precision Drilling
PDS
$1.16B
| $102K | 0.01% |
+1,082
| New | +$113K |
2017 Q1
0 quarters
|
|
792
Embraer S.A. ADS
EMBJ
$13.2B
| $101K | 0.01% |
+4,612
| New | +$105K |
2017 Q1
0 quarters
|
|
793
Golar LNG
GLNG
$4.4B
| $101K | 0.01% |
3,644
+557
| +18% | +$14.9K |
2016 Q3
2 quarters
|
|
794
DELISTED
Blueprint Medicines
BPMC
| $99K | 0.01% |
2,482
-1,372
| -36% | -$49.1K |
2016 Q4
1 quarter
|
|
|
APFH
795
DELISTED
AdvancePierre Foods Holdings
APFH
| $99K | 0.01% |
3,182
-456
| -13% | -$13.2K |
2016 Q4
1 quarter
|
|
796
The Marzetti Company
MZTI
$2.86B
| $98K | 0.01% |
767
-2,175
| -74% | -$292K |
2016 Q4
1 quarter
|
|
797
Energizer
ENR
$1.63B
| $96K | 0.01% |
+1,725
| New | +$90.9K |
2017 Q1
0 quarters
|
|
798
Artisan Partners
APAM
$2.78B
| $95K | 0.01% |
3,471
+2,673
| +335% | +$76.7K |
2016 Q4
1 quarter
|
|
799
Pinnacle West Capital
PNW
$12.6B
| $95K | 0.01% |
+1,141
| New | +$91.2K |
2017 Q1
0 quarters
|
|
800
DELISTED
Sage Therapeutics
SAGE
| $95K | 0.01% |
1,348
-740
| -35% | -$43.3K |
2016 Q4
1 quarter
|
|
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.