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 | |
|---|---|---|---|---|---|---|---|
451
Netflix
NFLX
$260B
| $805K | 0.05% |
+20,590
| New | +$702K |
2018 Q2
0 quarters
|
|
452
British American Tobacco
BTI
$131B
| $801K | 0.05% |
+15,896
| New | +$837K |
2018 Q2
0 quarters
|
|
453
DELISTED
MINDBODY, Inc. Class A Common Stock
MB
| $800K | 0.05% |
20,732
+12,608
| +155% | +$496K |
2017 Q4
2 quarters
|
|
454
Hartford Financial Services
HIG
$35.8B
| $799K | 0.05% |
15,646
-102,748
| -87% | -$5.38M |
2018 Q1
1 quarter
|
|
455
ConocoPhillips
COP
$161B
| $794K | 0.05% |
+11,406
| New | +$760K |
2018 Q2
0 quarters
|
|
456
Canadian Solar
CSIQ
$755M
| $791K | 0.05% |
+64,700
| New | +$971K |
2018 Q2
0 quarters
|
|
|
ORBK
457
DELISTED
Orbotech Ltd
ORBK
| $789K | 0.05% |
+12,773
| New | +$789K |
2018 Q2
0 quarters
|
|
458
Cullen/Frost Bankers
CFR
$9.7B
| $788K | 0.05% |
+7,282
| New | +$822K |
2018 Q2
0 quarters
|
|
459
Progress Software
PRGS
$1.78B
| $786K | 0.05% |
20,260
-11,094
| -35% | -$421K |
2018 Q1
1 quarter
|
|
460
Tyler Technologies
TYL
$16.7B
| $786K | 0.05% |
+3,539
| New | +$796K |
2018 Q2
0 quarters
|
|
|
QVCGA
461
DELISTED
QVC Group Inc Series A
QVCGA
| $786K | 0.05% |
764
-750
| -50% | -$830K |
2017 Q4
2 quarters
|
|
462
Enpro
NPO
$5.47B
| $784K | 0.05% |
11,213
+5,312
| +90% | +$397K |
2017 Q3
3 quarters
|
|
463
Protolabs
PRLB
$1.57B
| $783K | 0.05% |
+6,589
| New | +$807K |
2018 Q2
0 quarters
|
|
464
Skywest
SKYW
$3.02B
| $780K | 0.05% |
15,038
+9,841
| +189% | +$550K |
2018 Q1
1 quarter
|
|
|
465
HP
HPQ
$25.7B
| $778K | 0.05% |
34,331
-439,502
| -93% | -$9.8M |
2017 Q4
2 quarters
|
|
466
Ulta Beauty
ULTA
$27.6B
| $775K | 0.05% |
+3,320
| New | +$802K |
2018 Q2
0 quarters
|
|
|
VSM
467
DELISTED
Versum Materials, Inc.
VSM
| $774K | 0.05% |
20,840
+8,385
| +67% | +$320K |
2018 Q1
1 quarter
|
|
|
SEND
468
DELISTED
SendGrid, Inc.
SEND
| $768K | 0.05% |
+28,989
| New | +$785K |
2018 Q2
0 quarters
|
|
469
LendingTree
TREE
$520M
| $765K | 0.05% |
+3,579
| New | +$992K |
2018 Q2
0 quarters
|
|
470
Principal Financial Group
PFG
$23.6B
| $763K | 0.05% |
+14,419
| New | +$838K |
2018 Q2
0 quarters
|
|
|
TVTY
471
DELISTED
Tivity Health, Inc. Common Stock
TVTY
| $759K | 0.05% |
21,580
+8,780
| +69% | +$324K |
2017 Q2
4 quarters
|
|
472
BGC Group
BGC
$4.9B
| $758K | 0.05% |
104,151
+21,464
| +26% | +$172K |
2017 Q3
3 quarters
|
|
473
Ares Capital
ARCC
$13.8B
| $757K | 0.05% |
+46,019
| New | +$756K |
2018 Q2
0 quarters
|
|
474
Patrick Industries
PATK
$2.53B
| $757K | 0.05% |
+19,976
| New | +$786K |
2018 Q2
0 quarters
|
|
475
Boot Barn
BOOT
$3.92B
| $748K | 0.05% |
36,063
+30,361
| +532% | +$640K |
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.