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 | |
|---|---|---|---|---|---|---|---|
476
Chemours
CC
$2.07B
| $738K | 0.05% |
16,658
-3,801
| -19% | -$189K |
2018 Q1
1 quarter
|
|
477
Onto Innovation
ONTO
$10.6B
| $736K | 0.05% |
+20,797
| New | +$712K |
2018 Q2
0 quarters
|
|
478
JBG SMITH
JBGS
$703M
| $734K | 0.05% |
+20,143
| New | +$729K |
2018 Q2
0 quarters
|
|
479
Choice Hotels
CHH
$5.34B
| $731K | 0.05% |
+9,673
| New | +$776K |
2018 Q2
0 quarters
|
|
480
Penske Automotive Group
PAG
$14.1B
| $725K | 0.05% |
15,496
-10,024
| -39% | -$473K |
2017 Q3
3 quarters
|
|
481
MGIC Investment
MTG
$5.54B
| $720K | 0.05% |
+67,189
| New | +$731K |
2018 Q2
0 quarters
|
|
482
Hexcel
HXL
$6.17B
| $718K | 0.05% |
+10,824
| New | +$738K |
2018 Q2
0 quarters
|
|
|
SJI
483
DELISTED
South Jersey Industries, Inc.
SJI
| $717K | 0.05% |
21,444
+8,453
| +65% | +$265K |
2018 Q1
1 quarter
|
|
484
Toll Brothers
TOL
$13.9B
| $712K | 0.05% |
19,267
-5,923
| -24% | -$243K |
2018 Q1
1 quarter
|
|
|
RDC
485
DELISTED
Rowan Companies Plc
RDC
| $710K | 0.05% |
+43,782
| New | +$658K |
2018 Q2
0 quarters
|
|
|
LGF.A
486
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
| $708K | 0.05% |
28,538
+5,763
| +25% | +$143K |
2017 Q3
3 quarters
|
|
|
CATM
487
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $707K | 0.05% |
+29,241
| New | +$758K |
2018 Q2
0 quarters
|
|
488
Optimum Communications Inc
OPTU
$265M
| $705K | 0.05% |
+41,374
| New | +$764K |
2018 Q2
0 quarters
|
|
489
Service Corp International
SCI
$10.2B
| $705K | 0.05% |
19,700
+140
| +0.7% | +$5.19K |
2018 Q1
1 quarter
|
|
490
ResMed
RMD
$33.6B
| $704K | 0.05% |
+6,801
| New | +$688K |
2018 Q2
0 quarters
|
|
491
Southwest Gas
SWX
$6.72B
| $693K | 0.05% |
9,087
+4,867
| +115% | +$355K |
2017 Q4
2 quarters
|
|
492
Coeur Mining
CDE
$15.4B
| $688K | 0.05% |
+90,580
| New | +$731K |
2018 Q2
0 quarters
|
|
493
Penguin Solutions Inc
PENG
$2.99B
| $688K | 0.05% |
43,204
+42,310
| +4,733% | +$906K |
2018 Q1
1 quarter
|
|
|
UFS
494
DELISTED
DOMTAR CORPORATION (New)
UFS
| $685K | 0.05% |
14,349
+12,122
| +544% | +$562K |
2018 Q1
1 quarter
|
|
495
American Financial Group
AFG
$13.3B
| $680K | 0.05% |
6,339
-1,304
| -17% | -$144K |
2018 Q1
1 quarter
|
|
496
Wheaton Precious Metals
WPM
$61.6B
| $676K | 0.05% |
30,679
+12,646
| +70% | +$272K |
2018 Q1
1 quarter
|
|
497
Healthcare Services Group
HCSG
$1.7B
| $673K | 0.05% |
15,602
-55,404
| -78% | -$2.2M |
2018 Q1
1 quarter
|
|
498
Equity Lifestyle Properties
ELS
$12.1B
| $670K | 0.05% |
14,592
+12,598
| +632% | +$563K |
2018 Q1
1 quarter
|
|
499
AMC Entertainment Holdings
AMC
$3.05B
| $666K | 0.05% |
4,190
+3,470
| +482% | +$559K |
2018 Q1
1 quarter
|
|
500
Loews
L
$22.6B
| $662K | 0.05% |
+13,724
| New | +$690K |
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.