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 | |
|---|---|---|---|---|---|---|---|
376
DELISTED
Masimo
MASI
| $1.09M | 0.07% |
+11,142
| New | +$1.06M |
2018 Q2
0 quarters
|
|
377
Extreme Networks
EXTR
$3.15B
| $1.09M | 0.07% |
136,615
+103,614
| +314% | +$994K |
2018 Q1
1 quarter
|
|
378
Apple Hospitality REIT
APLE
$4.46B
| $1.08M | 0.07% |
60,661
+27,682
| +84% | +$506K |
2018 Q1
1 quarter
|
|
379
MSC Industrial Direct
MSM
$6.33B
| $1.08M | 0.07% |
12,768
+10,597
| +488% | +$960K |
2018 Q1
1 quarter
|
|
380
DELISTED
TEGNA Inc
TGNA
| $1.08M | 0.07% |
99,275
+87,178
| +721% | +$945K |
2018 Q1
1 quarter
|
|
381
EQT Corp
EQT
$30.9B
| $1.07M | 0.07% |
35,719
-185,831
| -84% | -$5.19M |
2018 Q1
1 quarter
|
|
382
LGI Homes
LGIH
$1.06B
| $1.07M | 0.07% |
+18,574
| New | +$1.2M |
2018 Q2
0 quarters
|
|
383
Bausch Health
BHC
$3.06B
| $1.06M | 0.07% |
+45,839
| New | +$948K |
2018 Q2
0 quarters
|
|
384
Rollins
ROL
$18.3B
| $1.05M | 0.07% |
45,034
+1,964
| +5% | +$44.6K |
2017 Q4
2 quarters
|
|
|
SC
385
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $1.04M | 0.07% |
54,217
+32,473
| +149% | +$592K |
2017 Q2
4 quarters
|
|
386
Paycom
PAYC
$10.5B
| $1.03M | 0.07% |
10,447
+6,962
| +200% | +$751K |
2018 Q1
1 quarter
|
|
387
Ambev
ABEV
$43B
| $1.03M | 0.07% |
+222,846
| New | +$1.31M |
2018 Q2
0 quarters
|
|
388
Affiliated Managers Group
AMG
$9.39B
| $1.03M | 0.07% |
+6,911
| New | +$1.14M |
2018 Q2
0 quarters
|
|
389
Keysight
KEYS
$46.3B
| $1.03M | 0.07% |
+17,408
| New | +$967K |
2018 Q2
0 quarters
|
|
390
Capri Holdings
CPRI
$2.12B
| $1.02M | 0.07% |
15,334
-3,967
| -21% | -$259K |
2017 Q4
2 quarters
|
|
391
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $1.01M | 0.07% |
10,929
+6,814
| +166% | +$632K |
2017 Q1
5 quarters
|
|
392
Genpact
G
$7.07B
| $1.01M | 0.07% |
34,848
+19,031
| +120% | +$589K |
2018 Q1
1 quarter
|
|
393
SL Green Realty
SLG
$3.6B
| $1.01M | 0.07% |
+10,345
| New | +$977K |
2018 Q2
0 quarters
|
|
394
EchoStar
ECHO
$27.5B
| $1M | 0.07% |
27,870
+5,226
| +23% | +$213K |
2016 Q1
9 quarters
|
|
395
Brookfield
BN
$92.4B
| $995K | 0.07% |
68,810
+45,088
| +190% | +$644K |
2018 Q1
1 quarter
|
|
396
Brinker International
EAT
$8.58B
| $993K | 0.07% |
+20,862
| New | +$924K |
2018 Q2
0 quarters
|
|
397
Arista Networks
ANET
$216B
| $991K | 0.07% |
61,632
-70,000
| -53% | -$1.14M |
2018 Q1
1 quarter
|
|
398
Kilroy Realty
KRC
$4.17B
| $989K | 0.07% |
+13,076
| New | +$958K |
2018 Q2
0 quarters
|
|
|
CERN
399
DELISTED
Cerner Corp
CERN
| $986K | 0.07% |
+16,500
| New | +$976K |
2018 Q2
0 quarters
|
|
400
VICI Properties
VICI
$27.3B
| $983K | 0.07% |
47,645
-22,190
| -32% | -$428K |
2018 Q1
1 quarter
|
|
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.