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 | |
|---|---|---|---|---|---|---|---|
126
Kinder Morgan
KMI
$71.3B
| $2.59M | 0.22% |
171,788
-187
| -0.1% | -$3.24K |
2017 Q4
1 quarter
|
|
127
Ovintiv
OVV
$17.4B
| $2.56M | 0.22% |
+46,618
| New | +$2.77M |
2018 Q1
0 quarters
|
|
128
US Bancorp
USB
$94.2B
| $2.55M | 0.22% |
50,580
-31,129
| -38% | -$1.7M |
2016 Q4
5 quarters
|
|
129
Hilton Grand Vacations
HGV
$3.33B
| $2.54M | 0.22% |
+59,167
| New | +$2.59M |
2018 Q1
0 quarters
|
|
130
Comcast
CMCSA
$88.1B
| $2.54M | 0.22% |
+74,474
| New | +$2.89M |
2018 Q1
0 quarters
|
|
|
XEC
131
DELISTED
CIMAREX ENERGY CO
XEC
| $2.51M | 0.22% |
26,851
+20,722
| +338% | +$2.21M |
2017 Q4
1 quarter
|
|
132
State Street
STT
$47.3B
| $2.5M | 0.22% |
25,115
+485
| +2% | +$50.8K |
2017 Q3
2 quarters
|
|
133
Peabody Energy
BTU
$2.12B
| $2.5M | 0.21% |
68,379
+52,778
| +338% | +$2.1M |
2017 Q2
3 quarters
|
|
|
ATH
134
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
| $2.47M | 0.21% |
+51,751
| New | +$2.58M |
2018 Q1
0 quarters
|
|
135
Applied Materials
AMAT
$302B
| $2.42M | 0.21% |
43,563
-36,304
| -45% | -$2.02M |
2017 Q4
1 quarter
|
|
136
Target
TGT
$73.1B
| $2.41M | 0.21% |
+34,697
| New | +$2.53M |
2018 Q1
0 quarters
|
|
137
DELISTED
Marathon Oil Corporation
MRO
| $2.39M | 0.21% |
148,226
-32,447
| -18% | -$539K |
2017 Q1
4 quarters
|
|
138
DELISTED
Spirit AeroSystems
SPR
| $2.39M | 0.21% |
+28,536
| New | +$2.61M |
2018 Q1
0 quarters
|
|
139
Shopify
SHOP
$189B
| $2.36M | 0.2% |
189,320
+158,350
| +511% | +$2.05M |
2017 Q3
2 quarters
|
|
140
Carter's
CRI
$1.24B
| $2.35M | 0.2% |
+22,574
| New | +$2.63M |
2018 Q1
0 quarters
|
|
141
DELISTED
Patterson Companies, Inc.
PDCO
| $2.33M | 0.2% |
104,665
+79,114
| +310% | +$2.46M |
2017 Q4
1 quarter
|
|
142
Dana Inc
DAN
$2.32B
| $2.31M | 0.2% |
89,793
+86,253
| +2,437% | +$2.55M |
2017 Q4
1 quarter
|
|
143
T-Mobile US
TMUS
$181B
| $2.3M | 0.2% |
37,737
-1,297
| -3% | -$81.1K |
2017 Q2
3 quarters
|
|
144
Openlane
OPLN
$4.22B
| $2.3M | 0.2% |
111,875
+78,348
| +234% | +$1.58M |
2017 Q4
1 quarter
|
|
145
Wynn Resorts
WYNN
$8.55B
| $2.24M | 0.19% |
12,274
+10,810
| +738% | +$1.87M |
2017 Q1
4 quarters
|
|
146
Deckers Outdoor
DECK
$11.3B
| $2.21M | 0.19% |
+147,522
| New | +$2.22M |
2018 Q1
0 quarters
|
|
147
Eli Lilly
LLY
$1.27T
| $2.18M | 0.19% |
28,135
-10,572
| -27% | -$851K |
2017 Q4
1 quarter
|
|
148
Burlington
BURL
$15.8B
| $2.16M | 0.19% |
+16,205
| New | +$2M |
2018 Q1
0 quarters
|
|
|
GRA
149
DELISTED
W.R. Grace & Co.
GRA
| $2.14M | 0.18% |
35,039
+8,976
| +34% | +$615K |
2017 Q4
1 quarter
|
|
150
Prudential Financial
PRU
$42B
| $2.14M | 0.18% |
20,623
-1,464
| -7% | -$165K |
2016 Q4
5 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.