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 |
Caterpillar
CAT
|
+$16.8M |
| 2 |
Air Products & Chemicals
APD
|
+$15.2M |
| 3 |
Broadcom
AVGO
|
+$14.4M |
| 4 |
AABA
Altaba Inc
AABA
|
+$14.2M |
| 5 |
Progressive
PGR
|
+$13.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Cisco
CSCO
|
+$16.6M |
| 2 |
DuPont de Nemours
DD
|
+$13.3M |
| 3 |
PayPal
PYPL
|
+$11.5M |
| 4 |
PepsiCo
PEP
|
+$10.4M |
| 5 |
HP
HPQ
|
+$9.8M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Industrials | 16.94% |
| 2 | Technology | 15.71% |
| 3 | Consumer Discretionary | 15.41% |
| 4 | Healthcare | 12.01% |
| 5 | Financials | 11.38% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
251
Trimble
TRMB
$12.4B
| $1.8M | 0.12% |
54,675
-34,509
| -39% | -$1.2M |
2018 Q1
1 quarter
|
|
252
Bank of America
BAC
$341B
| $1.79M | 0.12% |
63,653
-32,714
| -34% | -$976K |
2018 Q1
1 quarter
|
|
253
Franco-Nevada
FNV
$49.2B
| $1.78M | 0.12% |
+24,359
| New | +$1.73M |
2018 Q2
0 quarters
|
|
254
Five Below
FIVE
$13.2B
| $1.77M | 0.12% |
+18,165
| New | +$1.46M |
2018 Q2
0 quarters
|
|
255
Ambarella
AMBA
$2.58B
| $1.76M | 0.12% |
+45,606
| New | +$2.16M |
2018 Q2
0 quarters
|
|
256
G-III Apparel Group
GIII
$1.35B
| $1.76M | 0.12% |
+39,631
| New | +$1.61M |
2018 Q2
0 quarters
|
|
257
Openlane
OPLN
$4.17B
| $1.76M | 0.12% |
84,716
-27,159
| -24% | -$553K |
2017 Q4
2 quarters
|
|
258
First Hawaiian
FHB
$3.04B
| $1.76M | 0.12% |
60,508
+56,163
| +1,293% | +$1.62M |
2018 Q1
1 quarter
|
|
259
Booking.com
BKNG
$119B
| $1.75M | 0.12% |
21,600
+7,775
| +56% | +$655K |
2018 Q1
1 quarter
|
|
260
Hyatt Hotels
H
$17.2B
| $1.75M | 0.12% |
22,681
+1,643
| +8% | +$131K |
2018 Q1
1 quarter
|
|
261
NorthWestern Energy
NWE
$5.09B
| $1.73M | 0.12% |
30,209
+29,322
| +3,306% | +$1.59M |
2018 Q1
1 quarter
|
|
262
Duke Energy
DUK
$100B
| $1.71M | 0.12% |
21,663
+14,029
| +184% | +$1.08M |
2017 Q3
3 quarters
|
|
263
Xenia Hotels & Resorts
XHR
$1.97B
| $1.7M | 0.12% |
69,638
+67,586
| +3,294% | +$1.54M |
2018 Q1
1 quarter
|
|
264
Cheniere Energy
LNG
$56.8B
| $1.69M | 0.12% |
25,978
-2,331
| -8% | -$143K |
2018 Q1
1 quarter
|
|
265
Universal Health Services
UHS
$11.5B
| $1.69M | 0.11% |
+15,152
| New | +$1.78M |
2018 Q2
0 quarters
|
|
|
WP
266
DELISTED
Worldpay, Inc.
WP
| $1.68M | 0.11% |
20,580
+9,046
| +78% | +$739K |
2018 Q1
1 quarter
|
|
|
AGN
267
DELISTED
Allergan plc
AGN
| $1.68M | 0.11% |
+10,078
| New | +$1.62M |
2018 Q2
0 quarters
|
|
268
PG&E
PCG
$28.6B
| $1.68M | 0.11% |
39,428
-38,870
| -50% | -$1.69M |
2018 Q1
1 quarter
|
|
269
Biogen
BIIB
$36.7B
| $1.68M | 0.11% |
5,774
+2,746
| +91% | +$772K |
2016 Q4
6 quarters
|
|
270
Avery Dennison
AVY
$14.1B
| $1.67M | 0.11% |
16,346
-34,288
| -68% | -$3.63M |
2018 Q1
1 quarter
|
|
271
Herbalife
HLF
$1.6B
| $1.67M | 0.11% |
31,022
-6,060
| -16% | -$319K |
2017 Q4
2 quarters
|
|
272
IDEX
IEX
$16.7B
| $1.65M | 0.11% |
+12,077
| New | +$1.69M |
2018 Q2
0 quarters
|
|
273
Pilgrim's Pride
PPC
$6.79B
| $1.65M | 0.11% |
81,876
+13,298
| +19% | +$286K |
2017 Q2
4 quarters
|
|
274
Ventas
VTR
$46.9B
| $1.64M | 0.11% |
28,831
-55,539
| -66% | -$2.91M |
2018 Q1
1 quarter
|
|
275
Cenovus Energy
CVE
$49.6B
| $1.64M | 0.11% |
+157,795
| New | +$1.59M |
2018 Q2
0 quarters
|
|
Similar funds
Quantbot Technologies's Q2 2018 Portfolio in Review
As of Q2 2018, Quantbot Technologies held 1,716 positions worth $1.47B, up 26% from $1.16B the previous quarter. Its ten largest holdings account for 9.3% of the portfolio.
Quantbot Technologies deployed $322M of net new capital in Q2 2018, opening 531 new positions and adding to 367 existing holdings. Its largest new stake was Altaba Inc: 189,286 shares worth $13.9M.
By sector, the portfolio is most concentrated in Industrials at 17% of assets, up from 12% a quarter earlier, followed by Technology and Consumer Discretionary.
On the sell side, the largest reduction was Cisco, an estimated $16.6M trimmed.
- Quantbot Technologies's largest Q2 2018 buy was Altaba Inc: 189,286 shares worth $13.9M.
- Quantbot Technologies added most to Caterpillar in Q2 2018, an estimated $16.8M increase.
- Quantbot Technologies's biggest Q2 2018 reduction was Cisco, cutting an estimated $16.6M.
- Quantbot Technologies fully exited DuPont de Nemours in Q2 2018, selling an estimated $13.3M.
- Quantbot Technologies's ten largest holdings make up 9.3% of its $1.47B portfolio in Q2 2018.
- Quantbot Technologies opened 531 new positions and closed 551 in Q2 2018.
- Quantbot Technologies's portfolio value rose 26% quarter-over-quarter to $1.47B.
Based on Quantbot Technologies's 13F filing for Q2 2018, filed 13 Aug 2018.