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 | |
|---|---|---|---|---|---|---|---|
651
DELISTED
Pioneer Natural Resource Co.
PXD
| $364K | 0.02% |
1,926
+122
| +7% | +$23.4K |
2018 Q1
1 quarter
|
|
652
Pool Corp
POOL
$7.71B
| $363K | 0.02% |
2,402
-58
| -2% | -$8.51K |
2016 Q2
8 quarters
|
|
653
Empire State Realty Trust
ESRT
$828M
| $361K | 0.02% |
21,167
-9,646
| -31% | -$163K |
2018 Q1
1 quarter
|
|
654
Upbound Group
UPBD
$1.47B
| $357K | 0.02% |
+24,300
| New | +$263K |
2018 Q2
0 quarters
|
|
655
Moelis & Co
MC
$4.16B
| $352K | 0.02% |
+6,018
| New | +$346K |
2018 Q2
0 quarters
|
|
656
DELISTED
Southwestern Energy Company
SWN
| $349K | 0.02% |
+65,867
| New | +$305K |
2018 Q2
0 quarters
|
|
657
Helios Technologies
HLIO
$1.57B
| $346K | 0.02% |
7,193
+5,573
| +344% | +$282K |
2018 Q1
1 quarter
|
|
658
Quad
QUAD
$385M
| $345K | 0.02% |
16,582
+15,757
| +1,910% | +$344K |
2018 Q1
1 quarter
|
|
659
Wolfspeed
WOLF
$1.48B
| $335K | 0.02% |
8,074
+3,285
| +69% | +$144K |
2018 Q1
1 quarter
|
|
|
SHPG
660
DELISTED
Shire pic
SHPG
| $324K | 0.02% |
+1,925
| New | +$310K |
2018 Q2
0 quarters
|
|
661
Antero Resources
AR
$11.7B
| $322K | 0.02% |
15,096
-19,435
| -56% | -$381K |
2017 Q4
2 quarters
|
|
662
DELISTED
Infinera Corporation Common Stock
INFN
| $322K | 0.02% |
32,440
+660
| +2% | +$6.86K |
2017 Q4
2 quarters
|
|
|
DRE
663
DELISTED
Duke Realty Corp.
DRE
| $322K | 0.02% |
+11,116
| New | +$307K |
2018 Q2
0 quarters
|
|
|
INXN
664
DELISTED
Interxion Holding N.V.
INXN
| $322K | 0.02% |
+5,170
| New | +$331K |
2018 Q2
0 quarters
|
|
665
AutoZone
AZO
$52.1B
| $321K | 0.02% |
479
-2,675
| -85% | -$1.73M |
2018 Q1
1 quarter
|
|
666
AptarGroup
ATR
$9.07B
| $320K | 0.02% |
3,436
+728
| +27% | +$67.8K |
2018 Q1
1 quarter
|
|
667
Cato Corp
CATO
$45.2M
| $320K | 0.02% |
13,014
+12,014
| +1,201% | +$237K |
2018 Q1
1 quarter
|
|
668
Federated Hermes
FHI
$4.78B
| $320K | 0.02% |
+13,746
| New | +$367K |
2018 Q2
0 quarters
|
|
669
Maximus
MMS
$3.42B
| $319K | 0.02% |
5,148
-4,528
| -47% | -$293K |
2018 Q1
1 quarter
|
|
|
SNP
670
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
| $314K | 0.02% |
+3,505
| New | +$335K |
2018 Q2
0 quarters
|
|
671
e.l.f. Beauty
ELF
$7.01B
| $313K | 0.02% |
+20,586
| New | +$390K |
2018 Q2
0 quarters
|
|
|
TRTN
672
DELISTED
Triton International Limited
TRTN
| $313K | 0.02% |
10,221
+8,025
| +365% | +$266K |
2017 Q3
3 quarters
|
|
|
CLGX
673
DELISTED
Corelogic, Inc.
CLGX
| $310K | 0.02% |
+5,991
| New | +$301K |
2018 Q2
0 quarters
|
|
674
Semtech
SMTC
$11.7B
| $309K | 0.02% |
+6,572
| New | +$295K |
2018 Q2
0 quarters
|
|
675
Idacorp
IDA
$8.65B
| $304K | 0.02% |
+3,305
| New | +$297K |
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.