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 | |
|---|---|---|---|---|---|---|---|
1051
J&J Snack Foods
JJSF
$1.68B
| $10K | ﹤0.01% |
76
-17
| -18% | -$2.24K |
2016 Q1
4 quarters
|
|
1052
Kinross Gold
KGC
$26.2B
| $10K | ﹤0.01% |
+3,122
| New | +$11.2K |
2017 Q1
0 quarters
|
|
1053
Ladder Capital
LADR
$1.12B
| $10K | ﹤0.01% |
+700
| New | +$9.9K |
2017 Q1
0 quarters
|
|
1054
Matthews International
MATW
$603M
| $10K | ﹤0.01% |
154
-394
| -72% | -$27.3K |
2016 Q4
1 quarter
|
|
1055
DELISTED
Flexion Therapeutics, Inc.
FLXN
| $10K | ﹤0.01% |
390
-828
| -68% | -$16.9K |
2016 Q4
1 quarter
|
|
1056
DELISTED
Sears Holding Corporation
SHLD
| $10K | ﹤0.01% |
881
+750
| +573% | +$6.27K |
2016 Q3
2 quarters
|
|
1057
Arch Capital
ACGL
$35B
| $9K | ﹤0.01% |
297
-5,451
| -95% | -$167K |
2016 Q4
1 quarter
|
|
1058
Ashford Hospitality Trust
AHT
$15.3M
| $9K | ﹤0.01% |
+2
| New | +$14K |
2017 Q1
0 quarters
|
|
1059
Cerus
CERS
$408M
| $9K | ﹤0.01% |
2,113
-800
| -27% | -$3.39K |
2016 Q3
2 quarters
|
|
1060
Littelfuse
LFUS
$9.04B
| $9K | ﹤0.01% |
+58
| New | +$9.19K |
2017 Q1
0 quarters
|
|
1061
First Merchants
FRME
$2.56B
| $7K | ﹤0.01% |
+185
| New | +$7.21K |
2017 Q1
0 quarters
|
|
1062
Main Street Capital
MAIN
$5.33B
| $7K | ﹤0.01% |
194
-642
| -77% | -$23.7K |
2016 Q4
1 quarter
|
|
1063
Simmons First National
SFNC
$3.37B
| $7K | ﹤0.01% |
262
-1,456
| -85% | -$42.8K |
2016 Q4
1 quarter
|
|
1064
DELISTED
Bankrate Inc
RATE
| $7K | ﹤0.01% |
+827
| New | +$8.95K |
2017 Q1
0 quarters
|
|
|
FNBC
1065
DELISTED
First NBC Bank Holding Company
FNBC
| $7K | ﹤0.01% |
1,781
+1,631
| +1,087% | +$7.97K |
2016 Q3
2 quarters
|
|
1066
DELISTED
Golden Ocean Group
GOGL
| $6K | ﹤0.01% |
+800
| New | +$5.01K |
2017 Q1
0 quarters
|
|
1067
Heron Therapeutics
HRTX
$55.6M
| $6K | ﹤0.01% |
459
-6,432
| -93% | -$89K |
2016 Q4
1 quarter
|
|
1068
MidCap Financial Investment
MFIC
$845M
| $6K | ﹤0.01% |
311
-11,920
| -97% | -$221K |
2016 Q4
1 quarter
|
|
1069
National CineMedia
NCMI
$149M
| $6K | ﹤0.01% |
+50
| New | +$6.74K |
2017 Q1
0 quarters
|
|
1070
Sun Communities
SUI
$14.4B
| $6K | ﹤0.01% |
+78
| New | +$6.22K |
2017 Q1
0 quarters
|
|
1071
Telkom Indonesia
TLK
$10.9B
| $6K | ﹤0.01% |
+209
| New | +$6.18K |
2017 Q1
0 quarters
|
|
1072
AXT Inc
AXTI
$2.55B
| $5K | ﹤0.01% |
+1,020
| New | +$6.33K |
2017 Q1
0 quarters
|
|
1073
FormFactor
FORM
$6.36B
| $5K | ﹤0.01% |
+453
| New | +$5.25K |
2017 Q1
0 quarters
|
|
1074
SouthState Bank Corp
SSB
$10.1B
| $5K | ﹤0.01% |
58
+49
| +544% | +$4.33K |
2016 Q4
1 quarter
|
|
|
CRR
1075
DELISTED
Carbo Ceramics Inc.
CRR
| $5K | ﹤0.01% |
+426
| New | +$5.45K |
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.