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 | |
|---|---|---|---|---|---|---|---|
701
Pembina Pipeline
PBA
$29B
| $253K | 0.02% |
+7,327
| New | +$245K |
2018 Q2
0 quarters
|
|
702
Acco Brands
ACCO
$492M
| $251K | 0.02% |
18,145
+9,680
| +114% | +$124K |
2017 Q3
3 quarters
|
|
703
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
| $251K | 0.02% |
+9,740
| New | +$271K |
2018 Q2
0 quarters
|
|
704
DELISTED
Carnival PLC
CUK
| $250K | 0.02% |
+4,338
| New | +$279K |
2018 Q2
0 quarters
|
|
705
Zumiez
ZUMZ
$219M
| $250K | 0.02% |
10,006
+7,666
| +328% | +$191K |
2017 Q4
2 quarters
|
|
706
AMC Global Media
AMCX
$395M
| $247K | 0.02% |
+3,976
| New | +$227K |
2018 Q2
0 quarters
|
|
707
Graco
GGG
$11.7B
| $247K | 0.02% |
+5,466
| New | +$251K |
2018 Q2
0 quarters
|
|
708
OraSure Technologies
OSUR
$246M
| $247K | 0.02% |
15,041
-10,651
| -41% | -$180K |
2017 Q3
3 quarters
|
|
709
Balchem Corp
BCPC
$5.52B
| $247K | 0.02% |
+2,523
| New | +$235K |
2018 Q2
0 quarters
|
|
710
Integer Holdings
ITGR
$4.31B
| $245K | 0.02% |
+3,799
| New | +$236K |
2018 Q2
0 quarters
|
|
711
DELISTED
Amedisys
AMED
| $244K | 0.02% |
+2,856
| New | +$210K |
2018 Q2
0 quarters
|
|
|
QTS
712
DELISTED
QTS REALTY TRUST, INC.
QTS
| $241K | 0.02% |
6,107
+926
| +18% | +$34.2K |
2018 Q1
1 quarter
|
|
713
National Health Investors
NHI
$3.24B
| $240K | 0.02% |
+3,267
| New | +$231K |
2018 Q2
0 quarters
|
|
714
DELISTED
Altair Engineering Inc
ALTR
| $240K | 0.02% |
7,036
+4,105
| +140% | +$134K |
2018 Q1
1 quarter
|
|
715
Monolithic Power Systems
MPWR
$72.1B
| $238K | 0.02% |
+1,787
| New | +$228K |
2018 Q2
0 quarters
|
|
716
DELISTED
Light & Wonder
LNW
| $237K | 0.02% |
4,827
+2,668
| +124% | +$141K |
2017 Q4
2 quarters
|
|
717
M/I Homes
MHO
$3.25B
| $235K | 0.02% |
8,900
+7,490
| +531% | +$223K |
2017 Q4
2 quarters
|
|
718
Landstar System
LSTR
$4.97B
| $232K | 0.02% |
+2,131
| New | +$234K |
2018 Q2
0 quarters
|
|
719
Grand Canyon Education
LOPE
$3B
| $230K | 0.02% |
2,067
-316
| -13% | -$34.7K |
2018 Q1
1 quarter
|
|
720
Motorcar Parts of America
MPAA
$145M
| $226K | 0.02% |
12,103
+11,403
| +1,629% | +$238K |
2018 Q1
1 quarter
|
|
721
Vistance Networks Inc
VISN
$827M
| $225K | 0.02% |
+7,713
| New | +$254K |
2018 Q2
0 quarters
|
|
722
Synchrony
SYF
$22.4B
| $225K | 0.02% |
+6,763
| New | +$232K |
2018 Q2
0 quarters
|
|
723
DELISTED
Tallgrass Energy, LP Class A Shares
TGE
| $221K | 0.02% |
9,998
+9,167
| +1,103% | +$194K |
2018 Q1
1 quarter
|
|
|
AYX
724
DELISTED
Alteryx Inc
AYX
| $219K | 0.01% |
+5,754
| New | +$201K |
2018 Q2
0 quarters
|
|
|
DF
725
DELISTED
Dean Foods Company
DF
| $219K | 0.01% |
20,925
+14,889
| +247% | +$141K |
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.