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 |
Cisco
CSCO
|
+$16.1M |
| 2 |
Dominion Energy
D
|
+$12.1M |
| 3 |
PayPal
PYPL
|
+$11M |
| 4 |
PepsiCo
PEP
|
+$10.9M |
| 5 |
eBay
EBAY
|
+$10.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Costco
COST
|
+$11.9M |
| 2 |
Meta Platforms (Facebook)
META
|
+$10.7M |
| 3 |
Johnson & Johnson
JNJ
|
+$10.5M |
| 4 |
Trane Technologies
TT
|
+$10.4M |
| 5 |
Boston Scientific
BSX
|
+$9.32M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 16.26% |
| 2 | Consumer Discretionary | 14.8% |
| 3 | Healthcare | 14.46% |
| 4 | Industrials | 12% |
| 5 | Financials | 11.82% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
ESRX
51
DELISTED
Express Scripts Holding Company
ESRX
| $4.64M | 0.4% |
+67,098
| New | +$5.12M |
2018 Q1
0 quarters
|
|
52
Mondelez International
MDLZ
$84.1B
| $4.63M | 0.4% |
110,961
+105,016
| +1,766% | +$4.56M |
2017 Q4
1 quarter
|
|
53
Home Depot
HD
$350B
| $4.59M | 0.4% |
+25,779
| New | +$4.84M |
2018 Q1
0 quarters
|
|
54
Cognizant
CTSH
$29B
| $4.57M | 0.39% |
56,790
+12,309
| +28% | +$973K |
2017 Q4
1 quarter
|
|
55
Dell
DELL
$208B
| $4.54M | 0.39% |
220,971
-63,044
| -22% | -$1.36M |
2016 Q4
5 quarters
|
|
56
Las Vegas Sands
LVS
$26.2B
| $4.5M | 0.39% |
62,654
-7,388
| -11% | -$542K |
2017 Q3
2 quarters
|
|
57
Check Point Software Technologies
CHKP
$14.7B
| $4.35M | 0.37% |
43,788
+27,420
| +168% | +$2.82M |
2017 Q4
1 quarter
|
|
58
NRG Energy
NRG
$20.2B
| $4.35M | 0.37% |
+142,417
| New | +$3.95M |
2018 Q1
0 quarters
|
|
59
Amgen
AMGN
$250B
| $4.32M | 0.37% |
25,347
+11,344
| +81% | +$2.08M |
2016 Q2
7 quarters
|
|
60
Dollar General
DG
$30.1B
| $4.21M | 0.36% |
45,005
+37,365
| +489% | +$3.59M |
2017 Q4
1 quarter
|
|
61
Aptiv
APTV
$7.96B
| $4.2M | 0.36% |
49,388
+28,325
| +134% | +$2.57M |
2017 Q3
2 quarters
|
|
62
Ventas
VTR
$47.2B
| $4.18M | 0.36% |
+84,370
| New | +$4.42M |
2018 Q1
0 quarters
|
|
63
Ameren
AEE
$31.5B
| $4.09M | 0.35% |
72,294
+48,221
| +200% | +$2.67M |
2017 Q1
4 quarters
|
|
64
Tyson Foods
TSN
$21.6B
| $4.06M | 0.35% |
55,412
+14,879
| +37% | +$1.14M |
2016 Q3
6 quarters
|
|
65
Synopsys
SNPS
$87.9B
| $4.03M | 0.35% |
48,390
-28,253
| -37% | -$2.48M |
2017 Q2
3 quarters
|
|
66
Bunge Global
BG
$19.2B
| $3.95M | 0.34% |
53,382
+29,924
| +128% | +$2.26M |
2017 Q1
4 quarters
|
|
|
MXIM
67
DELISTED
Maxim Integrated Products
MXIM
| $3.94M | 0.34% |
65,496
+25,556
| +64% | +$1.51M |
2016 Q2
7 quarters
|
|
68
TJX Companies
TJX
$150B
| $3.94M | 0.34% |
96,654
+81,108
| +522% | +$3.21M |
2017 Q3
2 quarters
|
|
69
DELISTED
Dun & Bradstreet
DNB
| $3.92M | 0.34% |
33,547
+29,232
| +677% | +$3.56M |
2017 Q4
1 quarter
|
|
70
Masco
MAS
$16.3B
| $3.92M | 0.34% |
+96,964
| New | +$4.16M |
2018 Q1
0 quarters
|
|
71
Zoetis
ZTS
$33.2B
| $3.89M | 0.34% |
46,626
+8,566
| +23% | +$675K |
2017 Q3
2 quarters
|
|
72
Parker-Hannifin
PH
$120B
| $3.85M | 0.33% |
+22,539
| New | +$4.27M |
2018 Q1
0 quarters
|
|
|
CDK
73
DELISTED
CDK Global, Inc.
CDK
| $3.82M | 0.33% |
+60,331
| New | +$4.22M |
2018 Q1
0 quarters
|
|
74
AbbVie
ABBV
$519B
| $3.8M | 0.33% |
+40,191
| New | +$4.42M |
2018 Q1
0 quarters
|
|
75
UGI
UGI
$8.06B
| $3.8M | 0.33% |
+85,597
| New | +$3.84M |
2018 Q1
0 quarters
|
|
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Quantbot Technologies's Q1 2018 Portfolio in Review
As of Q1 2018, Quantbot Technologies held 1,722 positions worth $1.16B, up 7.6% from $1.08B the previous quarter. Its ten largest holdings account for 10% of the portfolio.
Quantbot Technologies deployed $132M of net new capital in Q1 2018, opening 560 new positions and adding to 298 existing holdings. Its largest new stake was Cisco: 379,103 shares worth $16.3M.
By sector, the portfolio is most concentrated in Technology at 16% of assets, up from 15% a quarter earlier, followed by Consumer Discretionary and Healthcare.
On the sell side, the largest reduction was Johnson & Johnson, an estimated $10.5M trimmed.
- Quantbot Technologies's largest Q1 2018 buy was Cisco: 379,103 shares worth $16.3M.
- Quantbot Technologies added most to PayPal in Q1 2018, an estimated $11M increase.
- Quantbot Technologies's biggest Q1 2018 reduction was Johnson & Johnson, cutting an estimated $10.5M.
- Quantbot Technologies fully exited Costco in Q1 2018, selling an estimated $11.9M.
- Quantbot Technologies's ten largest holdings make up 10% of its $1.16B portfolio in Q1 2018.
- Quantbot Technologies opened 560 new positions and closed 537 in Q1 2018.
- Quantbot Technologies's portfolio value rose 7.6% quarter-over-quarter to $1.16B.
Based on Quantbot Technologies's 13F filing for Q1 2018, filed 11 May 2018.