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 | |
|---|---|---|---|---|---|---|---|
|
XL
826
DELISTED
XL Group Ltd.
XL
| $81K | 0.01% |
+2,034
| New | +$79.8K |
2017 Q1
0 quarters
|
|
827
Cabot Corp
CBT
$3.65B
| $80K | 0.01% |
1,348
-5,770
| -81% | -$328K |
2016 Q1
4 quarters
|
|
828
DELISTED
Veren
VRN
| $80K | 0.01% |
7,433
+5,434
| +272% | +$63K |
2016 Q2
3 quarters
|
|
|
CMD
829
DELISTED
Cantel Medical Corporation
CMD
| $80K | 0.01% |
1,000
-1,133
| -53% | -$90K |
2016 Q3
2 quarters
|
|
|
SINA
830
DELISTED
Sina Corp
SINA
| $80K | 0.01% |
1,114
-21,958
| -95% | -$1.55M |
2016 Q1
4 quarters
|
|
|
PTLA
831
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
| $80K | 0.01% |
2,042
+1,858
| +1,010% | +$59.2K |
2016 Q4
1 quarter
|
|
|
MYCC
832
DELISTED
ClubCorp Holdings, Inc.
MYCC
| $80K | 0.01% |
+5,044
| New | +$82.8K |
2017 Q1
0 quarters
|
|
833
Liberty Global Class C
LBTYK
$3.23B
| $79K | 0.01% |
+2,275
| New | +$78.4K |
2017 Q1
0 quarters
|
|
|
HSNI
834
DELISTED
HSN, Inc.
HSNI
| $79K | 0.01% |
2,138
-7,527
| -78% | -$269K |
2016 Q3
2 quarters
|
|
835
Controladora Vuela Compania de Aviacion
VLRS
$912M
| $78K | 0.01% |
+5,598
| New | +$75.2K |
2017 Q1
0 quarters
|
|
|
PSB
836
DELISTED
PS Business Parks, Inc.
PSB
| $78K | 0.01% |
688
+604
| +719% | +$69.5K |
2016 Q3
2 quarters
|
|
837
DELISTED
Iconix Brand Group, Inc.
ICON
| $78K | 0.01% |
+1,044
| New | +$92K |
2017 Q1
0 quarters
|
|
838
Archrock
AROC
$4.83B
| $77K | 0.01% |
+6,233
| New | +$87.5K |
2017 Q1
0 quarters
|
|
839
Tyson Foods
TSN
$21B
| $77K | 0.01% |
1,248
-7,703
| -86% | -$485K |
2016 Q3
2 quarters
|
|
|
TRTN
840
DELISTED
Triton International Limited
TRTN
| $77K | 0.01% |
+2,997
| New | +$69.6K |
2017 Q1
0 quarters
|
|
|
CATM
841
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $76K | 0.01% |
+1,636
| New | +$80.4K |
2017 Q1
0 quarters
|
|
842
Corcept Therapeutics
CORT
$7.87B
| $75K | 0.01% |
+6,898
| New | +$60.6K |
2017 Q1
0 quarters
|
|
843
NatWest
NWG
$61.5B
| $75K | 0.01% |
11,538
-1,950
| -14% | -$12.3K |
2015 Q1
8 quarters
|
|
|
SA
844
Seabridge Gold
SA
$2.84B
| $74K | 0.01% |
6,745
-3,574
| -35% | -$37.2K |
2016 Q4
1 quarter
|
|
845
Vanda Pharmaceuticals
VNDA
$231M
| $74K | 0.01% |
5,304
-1,532
| -22% | -$21.8K |
2016 Q3
2 quarters
|
|
|
ESND
846
DELISTED
Essendant Inc.
ESND
| $74K | 0.01% |
+4,900
| New | +$91.1K |
2017 Q1
0 quarters
|
|
847
Assurant
AIZ
$15.1B
| $73K | 0.01% |
+771
| New | +$74.6K |
2017 Q1
0 quarters
|
|
848
Black Hills Corp
BKH
$6.47B
| $73K | 0.01% |
+1,113
| New | +$70.4K |
2017 Q1
0 quarters
|
|
849
Darling Ingredients
DAR
$7.92B
| $73K | 0.01% |
5,070
+3,057
| +152% | +$40.3K |
2016 Q4
1 quarter
|
|
850
Altisource Portfolio Solutions
ASPS
$66.9M
| $72K | 0.01% |
247
-123
| -33% | -$27.3K |
2016 Q2
3 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.