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 | |
|---|---|---|---|---|---|---|---|
|
HZN
551
DELISTED
Horizon Global Corporation
HZN
| $280K | 0.03% |
+20,233
| New | +$370K |
2017 Q1
0 quarters
|
|
552
FerroAtlántica
GSM
$478M
| $279K | 0.03% |
27,054
+16,184
| +149% | +$170K |
2016 Q3
2 quarters
|
|
|
AHL
553
DELISTED
ASPEN Insurance Holding Limited
AHL
| $279K | 0.03% |
5,375
+5,236
| +3,767% | +$290K |
2015 Q4
5 quarters
|
|
554
Wabash National
WNC
$444M
| $278K | 0.03% |
+13,452
| New | +$264K |
2017 Q1
0 quarters
|
|
555
Penske Automotive Group
PAG
$13.9B
| $277K | 0.03% |
5,938
+3,922
| +195% | +$200K |
2016 Q4
1 quarter
|
|
556
Aurinia Pharmaceuticals
AUPH
$2.21B
| $275K | 0.03% |
+37,554
| New | +$173K |
2017 Q1
0 quarters
|
|
557
Autohome
ATHM
$2.63B
| $272K | 0.03% |
+8,573
| New | +$274K |
2017 Q1
0 quarters
|
|
558
DELISTED
MRC Global
MRC
| $269K | 0.03% |
14,698
+2,919
| +25% | +$57.9K |
2016 Q4
1 quarter
|
|
559
Charles Schwab
SCHW
$158B
| $268K | 0.03% |
+6,578
| New | +$272K |
2017 Q1
0 quarters
|
|
560
Old Republic International
ORI
$9.5B
| $267K | 0.03% |
+13,059
| New | +$264K |
2017 Q1
0 quarters
|
|
561
Nutanix
NTNX
$15.8B
| $266K | 0.03% |
14,202
+5,673
| +67% | +$152K |
2016 Q4
1 quarter
|
|
562
Aegon
AEG
$12.1B
| $264K | 0.03% |
67,092
+64,492
| +2,480% | +$274K |
2015 Q4
5 quarters
|
|
|
SODA
563
DELISTED
SodaStream International Ltd
SODA
| $264K | 0.03% |
+5,469
| New | +$248K |
2017 Q1
0 quarters
|
|
|
HMHC
564
DELISTED
Houghton Mifflin Harcourt Company
HMHC
| $263K | 0.03% |
+25,982
| New | +$272K |
2017 Q1
0 quarters
|
|
565
Middleby
MIDD
$6.17B
| $261K | 0.03% |
1,913
-876
| -31% | -$119K |
2016 Q2
3 quarters
|
|
566
RenaissanceRe
RNR
$14B
| $259K | 0.03% |
+1,791
| New | +$256K |
2017 Q1
0 quarters
|
|
567
Wintrust Financial
WTFC
$10.2B
| $259K | 0.03% |
+3,760
| New | +$270K |
2017 Q1
0 quarters
|
|
|
SJR
568
DELISTED
Shaw Communications Inc.
SJR
| $259K | 0.03% |
+12,521
| New | +$263K |
2017 Q1
0 quarters
|
|
569
Axos Financial
AX
$5.26B
| $258K | 0.03% |
9,880
+6,669
| +208% | +$193K |
2016 Q4
1 quarter
|
|
570
Pentair
PNR
$10.9B
| $258K | 0.03% |
6,132
+2,094
| +52% | +$83.7K |
2016 Q4
1 quarter
|
|
|
LHO
571
DELISTED
LaSalle Hotel Properties
LHO
| $258K | 0.03% |
+8,933
| New | +$265K |
2017 Q1
0 quarters
|
|
|
IMPV
572
DELISTED
Imperva, Inc.
IMPV
| $256K | 0.03% |
6,254
+2,637
| +73% | +$110K |
2016 Q4
1 quarter
|
|
|
ABMD
573
DELISTED
Abiomed Inc
ABMD
| $253K | 0.03% |
2,026
-9,694
| -83% | -$1.12M |
2016 Q4
1 quarter
|
|
574
DELISTED
Coresite Realty Corporation
COR
| $253K | 0.03% |
+2,820
| New | +$245K |
2017 Q1
0 quarters
|
|
575
World Kinect Corp
WKC
$1.83B
| $250K | 0.03% |
+6,897
| New | +$280K |
2017 Q1
0 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.