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 | |
|---|---|---|---|---|---|---|---|
1351
PepsiCo
PEP
$194B
| – | – |
-3,121
| Closed | -$326K | – |
|
1352
Principal Financial Group
PFG
$24.9B
| – | – |
-23,765
| Closed | -$1.38M | – |
|
1353
Performance Food Group
PFGC
$17.3B
| – | – |
-3,604
| Closed | -$86K | – |
|
1354
Progressive
PGR
$135B
| – | – |
-70,660
| Closed | -$2.51M | – |
|
1355
Parker-Hannifin
PH
$115B
| – | – |
-1,369
| Closed | -$191K | – |
|
1356
Impinj
PI
$4.97B
| – | – |
-481
| Closed | -$16K | – |
|
1357
POSCO
PKX
$15.6B
| – | – |
-5,362
| Closed | -$281K | – |
|
1358
Prologis
PLD
$122B
| – | – |
-50,298
| Closed | -$2.66M | – |
|
1359
Planet Fitness
PLNT
$4.52B
| – | – |
-157
| Closed | -$3K | – |
|
1360
Portland General Electric
POR
$5.48B
| – | – |
-3,049
| Closed | -$132K | – |
|
1361
Power Integrations
POWI
$2.17B
| – | – |
-3,152
| Closed | -$106K | – |
|
1362
Pilgrim's Pride
PPC
$6.91B
| – | – |
-6,516
| Closed | -$123K | – |
|
1363
PPG Industries
PPG
$27.2B
| – | – |
-24,198
| Closed | -$2.29M | – |
|
1364
PPL Corp
PPL
$27.1B
| – | – |
-45,837
| Closed | -$1.56M | – |
|
1365
DELISTED
ProAssurance
PRA
| – | – |
-556
| Closed | -$31K | – |
|
1366
Primerica
PRI
$8.89B
| – | – |
-931
| Closed | -$64K | – |
|
1367
Primoris Services
PRIM
$3.13B
| – | – |
-1,486
| Closed | -$33K | – |
|
1368
Prospect Capital
PSEC
$742M
| – | – |
-14,947
| Closed | -$124K | – |
|
1369
Pricesmart
PSMT
$5.03B
| – | – |
-6,245
| Closed | -$521K | – |
|
1370
PTC Therapeutics
PTCT
$5.49B
| – | – |
-6,538
| Closed | -$71K | – |
|
1371
Patterson-UTI
PTEN
$3.78B
| – | – |
-11,453
| Closed | -$308K | – |
|
1372
PayPal
PYPL
$49B
| – | – |
-25,440
| Closed | -$1M | – |
|
1373
Papa John's
PZZA
$655M
| – | – |
-6,890
| Closed | -$589K | – |
|
1374
Ryder
R
$10.3B
| – | – |
-3,296
| Closed | -$245K | – |
|
1375
RPC Inc
RES
$1.31B
| – | – |
-16,989
| Closed | -$336K | – |
|
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.