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 | |
|---|---|---|---|---|---|---|---|
401
BeOne Medicines Ltd
ONC
$46.5B
| $975K | 0.07% |
6,347
+4,619
| +267% | +$824K |
2018 Q1
1 quarter
|
|
|
MTOR
402
DELISTED
MERITOR, Inc.
MTOR
| $975K | 0.07% |
47,429
-124,330
| -72% | -$2.61M |
2017 Q3
3 quarters
|
|
403
Melco Resorts & Entertainment
MLCO
$1.61B
| $969K | 0.07% |
+34,636
| New | +$1.06M |
2018 Q2
0 quarters
|
|
404
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $969K | 0.07% |
22,051
+19,235
| +683% | +$926K |
2016 Q2
8 quarters
|
|
|
ZNGA
405
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $966K | 0.07% |
237,542
+127,393
| +116% | +$500K |
2017 Q3
3 quarters
|
|
|
SPN
406
DELISTED
Superior Energy Services, Inc.
SPN
| $959K | 0.07% |
9,855
-12,270
| -55% | -$1.26M |
2017 Q2
4 quarters
|
|
407
DELISTED
Avangrid, Inc.
AGR
| $954K | 0.07% |
18,030
+10,639
| +144% | +$550K |
2018 Q1
1 quarter
|
|
408
PetMed Express
PETS
$26.4M
| $953K | 0.06% |
21,657
+12,808
| +145% | +$496K |
2018 Q1
1 quarter
|
|
409
DELISTED
Juniper Networks
JNPR
| $951K | 0.06% |
+34,685
| New | +$903K |
2018 Q2
0 quarters
|
|
410
ICU Medical
ICUI
$4.3B
| $947K | 0.06% |
+3,228
| New | +$882K |
2018 Q2
0 quarters
|
|
411
Alphabet (Google) Class A
GOOGL
$3.5T
| $939K | 0.06% |
+16,640
| New | +$905K |
2018 Q2
0 quarters
|
|
412
DELISTED
Ultimate Software Group Inc
ULTI
| $938K | 0.06% |
+3,649
| New | +$937K |
2018 Q2
0 quarters
|
|
413
PNC Financial Services
PNC
$89.5B
| $934K | 0.06% |
6,916
+5,504
| +390% | +$803K |
2018 Q1
1 quarter
|
|
414
Enviri
NVRI
$672M
| $931K | 0.06% |
42,139
+14,672
| +53% | +$339K |
2017 Q1
5 quarters
|
|
415
TAL Education Group
TAL
$5.64B
| $923K | 0.06% |
25,088
-2,272
| -8% | -$89.3K |
2017 Q4
2 quarters
|
|
|
LHO
416
DELISTED
LaSalle Hotel Properties
LHO
| $918K | 0.06% |
+26,825
| New | +$867K |
2018 Q2
0 quarters
|
|
|
CASA
417
DELISTED
Casa Systems, Inc. Common Stock
CASA
| $917K | 0.06% |
56,197
+53,263
| +1,815% | +$1.21M |
2018 Q1
1 quarter
|
|
418
Ladder Capital
LADR
$1.12B
| $916K | 0.06% |
58,699
+47,523
| +425% | +$715K |
2017 Q1
5 quarters
|
|
419
DaVita
DVA
$12B
| $908K | 0.06% |
13,085
-42,192
| -76% | -$2.82M |
2018 Q1
1 quarter
|
|
420
Vistra
VST
$42.5B
| $904K | 0.06% |
+38,231
| New | +$879K |
2018 Q2
0 quarters
|
|
421
Jazz Pharmaceuticals
JAZZ
$15.1B
| $899K | 0.06% |
+5,221
| New | +$853K |
2018 Q2
0 quarters
|
|
422
DELISTED
WildHorse Resource Development
WRD
| $897K | 0.06% |
35,374
+30,346
| +604% | +$757K |
2018 Q1
1 quarter
|
|
|
TCF
423
DELISTED
TCF Financial Corporation
TCF
| $892K | 0.06% |
+36,242
| New | +$909K |
2018 Q2
0 quarters
|
|
424
WaFd
WAFD
$2.18B
| $880K | 0.06% |
+26,925
| New | +$885K |
2018 Q2
0 quarters
|
|
425
Western Alliance Bancorporation
WAL
$8.13B
| $877K | 0.06% |
15,503
+771
| +5% | +$46.2K |
2016 Q4
6 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.