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 | |
|---|---|---|---|---|---|---|---|
101
Healthcare Services Group
HCSG
$1.71B
| $3.09M | 0.27% |
+71,006
| New | +$3.47M |
2018 Q1
0 quarters
|
|
102
Owens Corning
OC
$9.28B
| $3.06M | 0.26% |
+38,075
| New | +$3.32M |
2018 Q1
0 quarters
|
|
103
Western Digital
WDC
$116B
| $3.05M | 0.26% |
43,733
-9,023
| -17% | -$607K |
2017 Q2
3 quarters
|
|
104
Microsoft
MSFT
$3.87T
| $3.03M | 0.26% |
+33,215
| New | +$3.04M |
2018 Q1
0 quarters
|
|
105
DELISTED
Splunk Inc
SPLK
| $3.03M | 0.26% |
+30,764
| New | +$2.94M |
2018 Q1
0 quarters
|
|
106
Aflac
AFL
$62.3B
| $2.94M | 0.25% |
+67,309
| New | +$2.98M |
2018 Q1
0 quarters
|
|
107
CME Group
CME
$112B
| $2.92M | 0.25% |
18,036
-1,865
| -9% | -$297K |
2017 Q4
1 quarter
|
|
108
Patterson-UTI
PTEN
$3.95B
| $2.91M | 0.25% |
166,476
+161,689
| +3,378% | +$3.38M |
2017 Q4
1 quarter
|
|
109
MSCI
MSCI
$47.7B
| $2.91M | 0.25% |
19,479
+4,801
| +33% | +$688K |
2017 Q2
3 quarters
|
|
110
Skyworks Solutions
SWKS
$20.1B
| $2.91M | 0.25% |
29,022
+3,631
| +14% | +$378K |
2017 Q1
4 quarters
|
|
111
Bank of America
BAC
$349B
| $2.89M | 0.25% |
+96,367
| New | +$3.03M |
2018 Q1
0 quarters
|
|
112
Coca-Cola
KO
$416B
| $2.84M | 0.24% |
65,380
+42,540
| +186% | +$1.91M |
2017 Q4
1 quarter
|
|
113
CDW
CDW
$21.8B
| $2.84M | 0.24% |
+40,338
| New | +$2.94M |
2018 Q1
0 quarters
|
|
114
Rockwell Automation
ROK
$45.3B
| $2.82M | 0.24% |
+16,184
| New | +$3.07M |
2018 Q1
0 quarters
|
|
115
Darden Restaurants
DRI
$25.6B
| $2.77M | 0.24% |
+32,527
| New | +$3.08M |
2018 Q1
0 quarters
|
|
116
Quanta Services
PWR
$92B
| $2.77M | 0.24% |
80,582
+79,425
| +6,865% | +$2.88M |
2017 Q1
4 quarters
|
|
117
Quest Diagnostics
DGX
$28.6B
| $2.73M | 0.24% |
27,249
-1,593
| -6% | -$163K |
2017 Q3
2 quarters
|
|
|
SIVB
118
DELISTED
SVB Financial Group
SIVB
| $2.73M | 0.24% |
+11,380
| New | +$2.86M |
2018 Q1
0 quarters
|
|
119
Celanese
CE
$5.58B
| $2.73M | 0.23% |
27,235
+26,174
| +2,467% | +$2.76M |
2017 Q4
1 quarter
|
|
120
Knight Transportation
KNX
$10.1B
| $2.69M | 0.23% |
+58,535
| New | +$2.77M |
2018 Q1
0 quarters
|
|
121
Motorola Solutions
MSI
$87.7B
| $2.67M | 0.23% |
25,323
-20,570
| -45% | -$2.1M |
2017 Q3
2 quarters
|
|
122
VF Corp
VFC
$8.11B
| $2.62M | 0.23% |
+37,593
| New | +$2.72M |
2018 Q1
0 quarters
|
|
123
KLA
KLAC
$207B
| $2.62M | 0.23% |
240,340
+7,840
| +3% | +$87.2K |
2017 Q4
1 quarter
|
|
124
Flex
FLEX
$29.8B
| $2.59M | 0.22% |
+210,862
| New | +$2.88M |
2018 Q1
0 quarters
|
|
125
Fortune Brands Innovations
FBIN
$5.79B
| $2.59M | 0.22% |
51,485
-13,686
| -21% | -$763K |
2017 Q4
1 quarter
|
|
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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.