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 | |
|---|---|---|---|---|---|---|---|
151
Valero Energy
VLO
$97.8B
| $2.13M | 0.18% |
+22,981
| New | +$2.15M |
2018 Q1
0 quarters
|
|
152
Brink's
BCO
$4.8B
| $2.12M | 0.18% |
29,782
+21,954
| +280% | +$1.69M |
2017 Q4
1 quarter
|
|
|
TWTR
153
DELISTED
Twitter, Inc.
TWTR
| $2.12M | 0.18% |
73,247
-12,588
| -15% | -$369K |
2017 Q3
2 quarters
|
|
154
Camping World
CWH
$453M
| $2.11M | 0.18% |
+65,539
| New | +$2.66M |
2018 Q1
0 quarters
|
|
155
VeriSign
VRSN
$27.4B
| $2.1M | 0.18% |
+17,740
| New | +$2.05M |
2018 Q1
0 quarters
|
|
156
Arista Networks
ANET
$234B
| $2.1M | 0.18% |
+131,632
| New | +$2.22M |
2018 Q1
0 quarters
|
|
157
Aramark
ARMK
$14.4B
| $2.1M | 0.18% |
73,463
+72,488
| +7,435% | +$2.22M |
2017 Q4
1 quarter
|
|
158
General Dynamics
GD
$99.3B
| $2.08M | 0.18% |
9,408
+7,328
| +352% | +$1.59M |
2016 Q4
5 quarters
|
|
159
Pultegroup
PHM
$25.9B
| $2.06M | 0.18% |
69,696
-7,681
| -10% | -$238K |
2017 Q4
1 quarter
|
|
160
AutoZone
AZO
$51.8B
| $2.04M | 0.18% |
+3,154
| New | +$2.26M |
2018 Q1
0 quarters
|
|
161
Centene
CNC
$34.7B
| $2.04M | 0.18% |
38,282
+38,132
| +25,421% | +$1.99M |
2017 Q4
1 quarter
|
|
162
Microchip Technology
MCHP
$32.8B
| $2.03M | 0.17% |
44,408
-4,148
| -9% | -$191K |
2017 Q1
4 quarters
|
|
163
Willis Towers Watson
WTW
$30.7B
| $2.03M | 0.17% |
13,322
-8,051
| -38% | -$1.26M |
2017 Q4
1 quarter
|
|
164
Adobe
ADBE
$92.1B
| $2M | 0.17% |
9,270
+5,482
| +145% | +$1.11M |
2017 Q3
2 quarters
|
|
165
East-West Bancorp
EWBC
$17.9B
| $1.98M | 0.17% |
31,752
+30,139
| +1,869% | +$1.98M |
2017 Q4
1 quarter
|
|
166
Nucor
NUE
$58.2B
| $1.98M | 0.17% |
32,476
+12,526
| +63% | +$830K |
2016 Q4
5 quarters
|
|
167
Terex
TEX
$6.52B
| $1.97M | 0.17% |
+52,742
| New | +$2.29M |
2018 Q1
0 quarters
|
|
168
Chubb
CB
$141B
| $1.97M | 0.17% |
+14,398
| New | +$2.09M |
2018 Q1
0 quarters
|
|
|
XLNX
169
DELISTED
Xilinx Inc
XLNX
| $1.97M | 0.17% |
27,240
-41,489
| -60% | -$2.99M |
2017 Q4
1 quarter
|
|
170
Republic Services
RSG
$75.4B
| $1.94M | 0.17% |
+29,373
| New | +$1.97M |
2018 Q1
0 quarters
|
|
|
PF
171
DELISTED
Pinnacle Foods, Inc.
PF
| $1.89M | 0.16% |
34,968
+18,177
| +108% | +$1.05M |
2017 Q1
4 quarters
|
|
172
TransUnion
TRU
$15.6B
| $1.88M | 0.16% |
33,056
+32,171
| +3,635% | +$1.86M |
2017 Q4
1 quarter
|
|
173
Mohawk Industries
MHK
$9.1B
| $1.87M | 0.16% |
8,066
-8,459
| -51% | -$2.18M |
2017 Q3
2 quarters
|
|
|
SPN
174
DELISTED
Superior Energy Services, Inc.
SPN
| $1.86M | 0.16% |
22,125
-5,429
| -20% | -$535K |
2017 Q2
3 quarters
|
|
175
Bank of New York Mellon
BNY
$102B
| $1.86M | 0.16% |
36,059
-44,496
| -55% | -$2.48M |
2017 Q3
2 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.