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 | |
|---|---|---|---|---|---|---|---|
726
Bright Horizons
BFAM
$2.57B
| $135K | 0.01% |
1,873
-3,794
| -67% | -$266K |
2016 Q2
3 quarters
|
|
|
GBT
727
DELISTED
Global Blood Therapeutics, Inc.
GBT
| $135K | 0.01% |
3,664
-206
| -5% | -$5.19K |
2016 Q3
2 quarters
|
|
728
Astec Industries
ASTE
$822M
| $134K | 0.01% |
2,182
+1,144
| +110% | +$75.7K |
2016 Q4
1 quarter
|
|
729
AZZ Inc
AZZ
$3.76B
| $134K | 0.01% |
2,255
+1,769
| +364% | +$104K |
2016 Q4
1 quarter
|
|
|
VR
730
DELISTED
Validus Hold Ltd
VR
| $134K | 0.01% |
2,385
-6,600
| -73% | -$376K |
2016 Q3
2 quarters
|
|
731
Ormat Technologies
ORA
$5.65B
| $133K | 0.01% |
2,334
+1,101
| +89% | +$61K |
2016 Q4
1 quarter
|
|
732
Callaway Golf Company
CALY
$3B
| $131K | 0.01% |
11,892
-20,359
| -63% | -$223K |
2016 Q4
1 quarter
|
|
|
MBT
733
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
| $130K | 0.01% |
+11,823
| New | +$123K |
2017 Q1
0 quarters
|
|
734
Imperial Oil
IMO
$58.9B
| $129K | 0.01% |
+4,242
| New | +$137K |
2017 Q1
0 quarters
|
|
735
LTC Properties
LTC
$2.52B
| $129K | 0.01% |
2,705
-5,539
| -67% | -$259K |
2015 Q3
6 quarters
|
|
736
DELISTED
Array Biopharma Inc
ARRY
| $129K | 0.01% |
14,523
+1,423
| +11% | +$15.1K |
2016 Q4
1 quarter
|
|
737
Cracker Barrel
CBRL
$1.45B
| $127K | 0.01% |
+803
| New | +$129K |
2017 Q1
0 quarters
|
|
738
3D Systems Corp
DDD
$291M
| $127K | 0.01% |
8,550
-7,771
| -48% | -$122K |
2016 Q3
2 quarters
|
|
|
ISCA
739
DELISTED
International Speedway Corp
ISCA
| $127K | 0.01% |
3,446
+2,146
| +165% | +$79.3K |
2016 Q4
1 quarter
|
|
|
SBNY
740
DELISTED
Signature Bank
SBNY
| $127K | 0.01% |
+856
| New | +$133K |
2017 Q1
0 quarters
|
|
741
Capitol Federal Financial
CFFN
$1.04B
| $126K | 0.01% |
+8,647
| New | +$133K |
2017 Q1
0 quarters
|
|
742
Trex
TREX
$5.51B
| $126K | 0.01% |
7,276
-12,960
| -64% | -$223K |
2016 Q3
2 quarters
|
|
743
Ternium
TX
$9.7B
| $126K | 0.01% |
4,833
-1,956
| -29% | -$48.6K |
2014 Q4
9 quarters
|
|
744
WIX.com
WIX
$3.18B
| $126K | 0.01% |
1,861
-4,414
| -70% | -$259K |
2016 Q3
2 quarters
|
|
|
ATH
745
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
| $126K | 0.01% |
+2,538
| New | +$126K |
2017 Q1
0 quarters
|
|
746
DELISTED
Big 5 Sporting Goods
BGFV
| $125K | 0.01% |
+8,316
| New | +$126K |
2017 Q1
0 quarters
|
|
747
PRA Group
PRAA
$486M
| $125K | 0.01% |
+3,789
| New | +$142K |
2017 Q1
0 quarters
|
|
748
SFL Corp
SFL
$1.52B
| $124K | 0.01% |
+8,487
| New | +$126K |
2017 Q1
0 quarters
|
|
749
Tvardi Therapeutics
TVRD
$12.8M
| $124K | 0.01% |
+188
| New | +$100K |
2017 Q1
0 quarters
|
|
|
AFSI
750
DELISTED
AmTrust Financial Services, Inc.
AFSI
| $121K | 0.01% |
+6,568
| New | +$160K |
2017 Q1
0 quarters
|
|
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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.