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 | |
|---|---|---|---|---|---|---|---|
76
Restaurant Brands International
QSR
$26.9B
| $3.71M | 0.32% |
65,185
+49,714
| +321% | +$2.95M |
2017 Q4
1 quarter
|
|
77
Hilton Worldwide Holdings Inc. Common Stock
HLT
$83.4B
| $3.7M | 0.32% |
+46,952
| New | +$3.86M |
2018 Q1
0 quarters
|
|
78
Lowe's Companies
LOW
$130B
| $3.66M | 0.32% |
+41,724
| New | +$3.95M |
2018 Q1
0 quarters
|
|
79
DaVita
DVA
$11.3B
| $3.64M | 0.31% |
+55,277
| New | +$4.06M |
2018 Q1
0 quarters
|
|
80
Vertex Pharmaceuticals
VRTX
$139B
| $3.64M | 0.31% |
+22,318
| New | +$3.65M |
2018 Q1
0 quarters
|
|
81
Ameriprise Financial
AMP
$45.2B
| $3.6M | 0.31% |
+24,331
| New | +$3.97M |
2018 Q1
0 quarters
|
|
82
FMC
FMC
$877M
| $3.57M | 0.31% |
+53,727
| New | +$4.01M |
2018 Q1
0 quarters
|
|
|
WCG
83
DELISTED
Wellcare Health Plans, Inc.
WCG
| $3.55M | 0.31% |
18,319
+14,171
| +342% | +$2.84M |
2016 Q4
5 quarters
|
|
84
CenterPoint Energy
CNP
$27.2B
| $3.54M | 0.3% |
+129,182
| New | +$3.52M |
2018 Q1
0 quarters
|
|
|
MTOR
85
DELISTED
MERITOR, Inc.
MTOR
| $3.53M | 0.3% |
171,759
+89,934
| +110% | +$2.18M |
2017 Q3
2 quarters
|
|
86
Unum
UNM
$12.5B
| $3.46M | 0.3% |
72,789
+53,218
| +272% | +$2.78M |
2017 Q4
1 quarter
|
|
87
Royal Caribbean
RCL
$90.3B
| $3.46M | 0.3% |
29,385
-19,512
| -40% | -$2.47M |
2017 Q1
4 quarters
|
|
88
PG&E
PCG
$29B
| $3.44M | 0.3% |
+78,298
| New | +$3.32M |
2018 Q1
0 quarters
|
|
89
PPL Corp
PPL
$26.8B
| $3.43M | 0.29% |
121,132
-8,160
| -6% | -$243K |
2017 Q4
1 quarter
|
|
90
Jack in the Box
JACK
$278M
| $3.38M | 0.29% |
39,653
+32,796
| +478% | +$2.94M |
2017 Q4
1 quarter
|
|
91
LKQ Corp
LKQ
$5.12B
| $3.34M | 0.29% |
88,090
+79,730
| +954% | +$3.24M |
2017 Q4
1 quarter
|
|
92
Williams Companies
WMB
$84.4B
| $3.34M | 0.29% |
134,183
+90,162
| +205% | +$2.66M |
2016 Q4
5 quarters
|
|
93
Lamb Weston
LW
$7.87B
| $3.3M | 0.28% |
+56,754
| New | +$3.21M |
2018 Q1
0 quarters
|
|
94
Nebius Group N.V.
NBIS
$36.3B
| $3.3M | 0.28% |
83,608
+55,613
| +199% | +$2.18M |
2017 Q4
1 quarter
|
|
95
Cigna
CI
$79.1B
| $3.21M | 0.28% |
19,159
-22,419
| -54% | -$4.36M |
2017 Q4
1 quarter
|
|
96
Trimble
TRMB
$12.5B
| $3.2M | 0.28% |
+89,184
| New | +$3.59M |
2018 Q1
0 quarters
|
|
97
Lockheed Martin
LMT
$139B
| $3.17M | 0.27% |
9,378
+4,136
| +79% | +$1.41M |
2017 Q4
1 quarter
|
|
|
MON
98
DELISTED
Monsanto Co
MON
| $3.14M | 0.27% |
26,923
+21,864
| +432% | +$2.63M |
2017 Q2
3 quarters
|
|
99
Intuitive Surgical
ISRG
$155B
| $3.12M | 0.27% |
22,650
+4,506
| +25% | +$629K |
2017 Q4
1 quarter
|
|
100
Hasbro
HAS
$16.8B
| $3.1M | 0.27% |
36,743
+15,407
| +72% | +$1.43M |
2017 Q3
2 quarters
|
|
Similar funds
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.