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 | |
|---|---|---|---|---|---|---|---|
|
NEX
676
DELISTED
NexTier Oilfield Solutions Inc.
NEX
| $304K | 0.02% |
22,307
-53,697
| -71% | -$804K |
2017 Q3
3 quarters
|
|
677
Liberty Global Class A
LBTYA
$3.54B
| $303K | 0.02% |
+11,020
| New | +$332K |
2018 Q2
0 quarters
|
|
678
Clearway Energy Class C
CWEN
$4.16B
| $302K | 0.02% |
17,575
+11,200
| +176% | +$196K |
2018 Q1
1 quarter
|
|
|
TMX
679
DELISTED
Terminix Global Holdings, Inc.
TMX
| $302K | 0.02% |
+7,583
| New | +$282K |
2018 Q2
0 quarters
|
|
680
CareTrust REIT
CTRE
$9.9B
| $298K | 0.02% |
17,888
+10,460
| +141% | +$157K |
2017 Q4
2 quarters
|
|
681
Granite Construction
GVA
$5.58B
| $297K | 0.02% |
5,337
+1,042
| +24% | +$58.9K |
2018 Q1
1 quarter
|
|
682
Installed Building Products
IBP
$5.57B
| $296K | 0.02% |
5,244
+2,091
| +66% | +$124K |
2018 Q1
1 quarter
|
|
683
Howard Hughes
HHH
$5.01B
| $294K | 0.02% |
+2,330
| New | +$297K |
2018 Q2
0 quarters
|
|
684
Sun Communities
SUI
$14.1B
| $293K | 0.02% |
3,003
+1,523
| +103% | +$143K |
2017 Q1
5 quarters
|
|
685
First American
FAF
$6.84B
| $290K | 0.02% |
5,620
-8,933
| -61% | -$476K |
2017 Q4
2 quarters
|
|
686
Kulicke & Soffa
KLIC
$3.83B
| $290K | 0.02% |
+12,188
| New | +$289K |
2018 Q2
0 quarters
|
|
687
Essex Property Trust
ESS
$17.6B
| $289K | 0.02% |
+1,212
| New | +$289K |
2018 Q2
0 quarters
|
|
688
Interface
TILE
$1.83B
| $286K | 0.02% |
+12,467
| New | +$295K |
2018 Q2
0 quarters
|
|
689
Cannae Holdings
CNNE
$732M
| $285K | 0.02% |
+15,401
| New | +$307K |
2018 Q2
0 quarters
|
|
690
Builders FirstSource
BLDR
$6.71B
| $278K | 0.02% |
15,212
+1,477
| +11% | +$28.2K |
2018 Q1
1 quarter
|
|
|
VER
691
DELISTED
VEREIT, Inc.
VER
| $278K | 0.02% |
+7,492
| New | +$263K |
2018 Q2
0 quarters
|
|
692
DELISTED
Array Biopharma Inc
ARRY
| $273K | 0.02% |
+16,309
| New | +$259K |
2018 Q2
0 quarters
|
|
693
Mammoth Energy Services
TUSK
$155M
| $272K | 0.02% |
8,010
+5,037
| +169% | +$177K |
2018 Q1
1 quarter
|
|
|
HRG
694
DELISTED
HRG Group, Inc.
HRG
| $265K | 0.02% |
+20,308
| New | +$271K |
2018 Q2
0 quarters
|
|
695
Editas Medicine
EDIT
$367M
| $262K | 0.02% |
7,335
+5,356
| +271% | +$190K |
2018 Q1
1 quarter
|
|
696
Dine Brands
DIN
$457M
| $261K | 0.02% |
+3,492
| New | +$253K |
2018 Q2
0 quarters
|
|
697
Spire
SR
$5.22B
| $260K | 0.02% |
+3,684
| New | +$260K |
2018 Q2
0 quarters
|
|
698
Navient Holdings, Inc. Common Stock
NAVI
$555M
| $259K | 0.02% |
+19,911
| New | +$271K |
2018 Q2
0 quarters
|
|
|
PRTY
699
DELISTED
Party City Holdco Inc.
PRTY
| $258K | 0.02% |
16,952
-42,995
| -72% | -$660K |
2017 Q4
2 quarters
|
|
700
Summit Hotel Properties
INN
$786M
| $255K | 0.02% |
17,873
+16,715
| +1,443% | +$243K |
2017 Q3
3 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.