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 | |
|---|---|---|---|---|---|---|---|
|
STMP
676
DELISTED
Stamps.com, Inc.
STMP
| $160K | 0.02% |
+1,352
| New | +$167K |
2017 Q1
0 quarters
|
|
677
Kohl's
KSS
$2.61B
| $159K | 0.02% |
4,013
-9,331
| -70% | -$381K |
2016 Q4
1 quarter
|
|
678
SEI Investments
SEIC
$12.5B
| $159K | 0.02% |
+3,169
| New | +$160K |
2017 Q1
0 quarters
|
|
|
FRED
679
DELISTED
Fred's Inc
FRED
| $159K | 0.02% |
12,208
-2,780
| -19% | -$43.8K |
2016 Q4
1 quarter
|
|
680
DELISTED
Esperion Therapeutics
ESPR
| $158K | 0.02% |
+4,493
| New | +$103K |
2017 Q1
0 quarters
|
|
681
Televisa
TV
$2.49B
| $158K | 0.02% |
+6,117
| New | +$145K |
2017 Q1
0 quarters
|
|
|
VER
682
DELISTED
VEREIT, Inc.
VER
| $157K | 0.02% |
3,701
-22,310
| -86% | -$962K |
2016 Q1
4 quarters
|
|
683
M/I Homes
MHO
$3.33B
| $156K | 0.02% |
+6,408
| New | +$157K |
2017 Q1
0 quarters
|
|
|
IBKC
684
DELISTED
IBERIABANK Corp
IBKC
| $156K | 0.02% |
1,984
-1,774
| -47% | -$145K |
2014 Q3
10 quarters
|
|
|
WUBA
685
DELISTED
58.com Inc
WUBA
| $155K | 0.02% |
+4,380
| New | +$145K |
2017 Q1
0 quarters
|
|
686
American Financial Group
AFG
$12.8B
| $154K | 0.02% |
+1,621
| New | +$149K |
2017 Q1
0 quarters
|
|
687
Everforth Inc
EFOR
$1.41B
| $154K | 0.02% |
+3,192
| New | +$148K |
2017 Q1
0 quarters
|
|
688
Prosperity Bancshares
PB
$8.6B
| $154K | 0.02% |
+2,212
| New | +$161K |
2017 Q1
0 quarters
|
|
689
Popular Inc
BPOP
$9.8B
| $153K | 0.02% |
3,773
-11,372
| -75% | -$490K |
2015 Q4
5 quarters
|
|
690
Grifois
GRFS
$5.74B
| $153K | 0.02% |
8,122
+3,774
| +87% | +$65.5K |
2016 Q1
4 quarters
|
|
691
Essent Group
ESNT
$5.7B
| $152K | 0.02% |
4,203
+2,735
| +186% | +$94.9K |
2016 Q2
3 quarters
|
|
692
DELISTED
Hologic
HOLX
| $152K | 0.02% |
3,579
-3,949
| -52% | -$161K |
2015 Q4
5 quarters
|
|
693
Sibanye-Stillwater
SBSW
$6.72B
| $152K | 0.02% |
18,388
-13,364
| -42% | -$106K |
2016 Q2
3 quarters
|
|
694
Tenet Healthcare
THC
$22.5B
| $152K | 0.02% |
8,599
-42,528
| -83% | -$789K |
2016 Q4
1 quarter
|
|
695
Owens Corning
OC
$9.36B
| $151K | 0.02% |
2,464
-11,297
| -82% | -$648K |
2016 Q4
1 quarter
|
|
696
Kilroy Realty
KRC
$4.17B
| $150K | 0.02% |
+2,084
| New | +$154K |
2017 Q1
0 quarters
|
|
|
NATI
697
DELISTED
National Instruments Corp
NATI
| $150K | 0.02% |
+4,623
| New | +$147K |
2017 Q1
0 quarters
|
|
|
CSII
698
DELISTED
Cardiovascular Systems, Inc.
CSII
| $150K | 0.02% |
5,323
+3,126
| +142% | +$83K |
2016 Q4
1 quarter
|
|
699
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $150K | 0.02% |
2,410
+187
| +8% | +$12.3K |
2016 Q2
3 quarters
|
|
700
DELISTED
SPX FLOW, Inc.
FLOW
| $150K | 0.02% |
4,348
-202
| -4% | -$6.9K |
2016 Q4
1 quarter
|
|
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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.