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 | |
|---|---|---|---|---|---|---|---|
301
Amgen
AMGN
$249B
| $1.49M | 0.1% |
8,071
-17,276
| -68% | -$3.06M |
2016 Q2
8 quarters
|
|
302
Alliant Energy
LNT
$18.8B
| $1.48M | 0.1% |
+35,065
| New | +$1.44M |
2018 Q2
0 quarters
|
|
303
AB InBev
BUD
$165B
| $1.48M | 0.1% |
+14,666
| New | +$1.45M |
2018 Q2
0 quarters
|
|
|
PDCE
304
DELISTED
PDC Energy, Inc.
PDCE
| $1.47M | 0.1% |
+24,275
| New | +$1.4M |
2018 Q2
0 quarters
|
|
305
DELISTED
Discover Financial Services
DFS
| $1.46M | 0.1% |
20,812
-43,693
| -68% | -$3.2M |
2018 Q1
1 quarter
|
|
306
Coca-Cola Europacific Partners
CCEP
$51B
| $1.46M | 0.1% |
+35,918
| New | +$1.42M |
2018 Q2
0 quarters
|
|
307
AXIS Capital
AXS
$7.6B
| $1.45M | 0.1% |
+26,116
| New | +$1.49M |
2018 Q2
0 quarters
|
|
308
Cal-Maine
CALM
$3.02B
| $1.45M | 0.1% |
+31,573
| New | +$1.53M |
2018 Q2
0 quarters
|
|
309
Fortinet
FTNT
$87.3B
| $1.44M | 0.1% |
+115,610
| New | +$1.37M |
2018 Q2
0 quarters
|
|
310
Applied Materials
AMAT
$264B
| $1.44M | 0.1% |
31,152
-12,411
| -28% | -$640K |
2017 Q4
2 quarters
|
|
311
DELISTED
Vital Energy
VTLE
| $1.44M | 0.1% |
7,459
+6,636
| +806% | +$1.24M |
2017 Q4
2 quarters
|
|
312
LyondellBasell Industries
LYB
$19.6B
| $1.42M | 0.1% |
+12,977
| New | +$1.42M |
2018 Q2
0 quarters
|
|
313
Liberty Global Class C
LBTYK
$3.23B
| $1.42M | 0.1% |
+53,380
| New | +$1.56M |
2018 Q2
0 quarters
|
|
314
Qualcomm
QCOM
$177B
| $1.42M | 0.1% |
+25,306
| New | +$1.41M |
2018 Q2
0 quarters
|
|
|
HOME
315
DELISTED
At Home Group Inc.
HOME
| $1.42M | 0.1% |
+36,241
| New | +$1.3M |
2018 Q2
0 quarters
|
|
316
SEI Investments
SEIC
$12.5B
| $1.41M | 0.1% |
+22,593
| New | +$1.5M |
2018 Q2
0 quarters
|
|
317
Prologis
PLD
$121B
| $1.41M | 0.1% |
21,488
+8,209
| +62% | +$528K |
2018 Q1
1 quarter
|
|
|
CLDR
318
DELISTED
Cloudera, Inc.
CLDR
| $1.41M | 0.1% |
+103,441
| New | +$1.58M |
2018 Q2
0 quarters
|
|
319
Wolverine World Wide
WWW
$1.75B
| $1.4M | 0.1% |
+40,215
| New | +$1.3M |
2018 Q2
0 quarters
|
|
320
VeriSign
VRSN
$27.7B
| $1.38M | 0.09% |
10,064
-7,676
| -43% | -$984K |
2018 Q1
1 quarter
|
|
321
Bruker
BRKR
$9.36B
| $1.38M | 0.09% |
47,575
+19,973
| +72% | +$607K |
2017 Q4
2 quarters
|
|
322
Valero Energy
VLO
$96.6B
| $1.37M | 0.09% |
12,372
-10,609
| -46% | -$1.19M |
2018 Q1
1 quarter
|
|
323
Berkshire Hathaway Class B
BRK.B
$1.22T
| $1.36M | 0.09% |
+7,305
| New | +$1.42M |
2018 Q2
0 quarters
|
|
324
Silgan Holdings
SLGN
$4.34B
| $1.36M | 0.09% |
50,609
+37,813
| +296% | +$1.04M |
2018 Q1
1 quarter
|
|
325
A.O. Smith
AOS
$8.67B
| $1.35M | 0.09% |
+22,871
| New | +$1.44M |
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.