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 | |
|---|---|---|---|---|---|---|---|
|
HDS
201
DELISTED
HD Supply Holdings, Inc.
HDS
| $1.66M | 0.14% |
43,765
+2,010
| +5% | +$75.7K |
2017 Q1
4 quarters
|
|
202
Churchill Downs
CHDN
$6.9B
| $1.64M | 0.14% |
+40,338
| New | +$1.72M |
2018 Q1
0 quarters
|
|
203
Murphy Oil
MUR
$5.15B
| $1.62M | 0.14% |
62,552
+23,565
| +60% | +$682K |
2017 Q4
1 quarter
|
|
204
Hyatt Hotels
H
$17.8B
| $1.6M | 0.14% |
+21,038
| New | +$1.65M |
2018 Q1
0 quarters
|
|
205
Etsy
ETSY
$7.62B
| $1.58M | 0.14% |
+56,488
| New | +$1.27M |
2018 Q1
0 quarters
|
|
206
Gilead Sciences
GILD
$211B
| $1.58M | 0.14% |
21,013
+4,526
| +27% | +$360K |
2016 Q2
7 quarters
|
|
207
Everpure Inc
P
$35.5B
| $1.58M | 0.14% |
79,403
-15,911
| -17% | -$312K |
2017 Q4
1 quarter
|
|
208
Charles Schwab
SCHW
$160B
| $1.58M | 0.14% |
30,345
+27,083
| +830% | +$1.45M |
2017 Q4
1 quarter
|
|
209
CBRE Group
CBRE
$38.8B
| $1.56M | 0.13% |
+33,085
| New | +$1.51M |
2018 Q1
0 quarters
|
|
210
DELISTED
Comerica
CMA
| $1.56M | 0.13% |
16,286
+3,438
| +27% | +$328K |
2017 Q4
1 quarter
|
|
211
Welltower
WELL
$181B
| $1.56M | 0.13% |
+28,701
| New | +$1.62M |
2018 Q1
0 quarters
|
|
|
WRI
212
DELISTED
Weingarten Realty Investors
WRI
| $1.55M | 0.13% |
+55,343
| New | +$1.59M |
2018 Q1
0 quarters
|
|
213
Everest Group
EG
$15.7B
| $1.55M | 0.13% |
+6,029
| New | +$1.45M |
2018 Q1
0 quarters
|
|
214
Constellation Brands
STZ
$24.4B
| $1.55M | 0.13% |
+6,793
| New | +$1.5M |
2018 Q1
0 quarters
|
|
215
DELISTED
Ansys
ANSS
| $1.54M | 0.13% |
+9,855
| New | +$1.58M |
2018 Q1
0 quarters
|
|
216
Voya Financial
VOYA
$9.26B
| $1.52M | 0.13% |
30,200
-11,191
| -27% | -$578K |
2017 Q1
4 quarters
|
|
217
DELISTED
Gramercy Property Trust
GPT
| $1.52M | 0.13% |
69,894
+53,781
| +334% | +$1.28M |
2017 Q4
1 quarter
|
|
|
WAGE
218
DELISTED
WageWorks, Inc.
WAGE
| $1.52M | 0.13% |
+33,541
| New | +$1.83M |
2018 Q1
0 quarters
|
|
219
Teck Resources
TECK
$31.3B
| $1.51M | 0.13% |
+58,807
| New | +$1.66M |
2018 Q1
0 quarters
|
|
220
Cheniere Energy
LNG
$62.2B
| $1.51M | 0.13% |
+28,309
| New | +$1.56M |
2018 Q1
0 quarters
|
|
221
Lazard
LAZ
$4.5B
| $1.51M | 0.13% |
28,751
+19,742
| +219% | +$1.1M |
2017 Q3
2 quarters
|
|
222
AutoNation
AN
$5.99B
| $1.48M | 0.13% |
31,629
+22,402
| +243% | +$1.2M |
2017 Q4
1 quarter
|
|
223
Diamondback Energy
FANG
$50.5B
| $1.48M | 0.13% |
+11,679
| New | +$1.47M |
2018 Q1
0 quarters
|
|
224
Bristol-Myers Squibb
BMY
$129B
| $1.46M | 0.13% |
23,154
+15,167
| +190% | +$976K |
2016 Q2
7 quarters
|
|
225
Regions Financial
RF
$24.3B
| $1.46M | 0.13% |
78,480
+12,269
| +19% | +$232K |
2017 Q4
1 quarter
|
|
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.