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 | |
|---|---|---|---|---|---|---|---|
726
Inogen
INGN
$150M
| $218K | 0.01% |
+1,173
| New | +$195K |
2018 Q2
0 quarters
|
|
727
Outfront Media
OUT
$5.93B
| $218K | 0.01% |
11,429
-31,295
| -73% | -$595K |
2017 Q4
2 quarters
|
|
728
UMB Financial
UMBF
$10.2B
| $217K | 0.01% |
+2,847
| New | +$219K |
2018 Q2
0 quarters
|
|
729
Acadian Asset Management
AAMI
$3.43B
| $216K | 0.01% |
15,176
+3,021
| +25% | +$46.2K |
2017 Q2
4 quarters
|
|
730
Flex
FLEX
$29.2B
| $214K | 0.01% |
20,200
-190,662
| -90% | -$2.14M |
2018 Q1
1 quarter
|
|
731
Entegris
ENTG
$23.6B
| $213K | 0.01% |
+6,299
| New | +$223K |
2018 Q2
0 quarters
|
|
732
Dauch Corp
DCH
$1.1B
| $211K | 0.01% |
+13,591
| New | +$218K |
2018 Q2
0 quarters
|
|
733
Steven Madden
SHOO
$3.13B
| $211K | 0.01% |
5,987
-9,988
| -63% | -$335K |
2018 Q1
1 quarter
|
|
734
DELISTED
Vector Group Ltd.
VGR
| $208K | 0.01% |
16,957
+8,140
| +92% | +$103K |
2018 Q1
1 quarter
|
|
735
Compass Minerals
CMP
$969M
| $203K | 0.01% |
+3,092
| New | +$206K |
2018 Q2
0 quarters
|
|
|
TWNK
736
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
| $203K | 0.01% |
+14,981
| New | +$206K |
2018 Q2
0 quarters
|
|
|
SYNT
737
DELISTED
Syntel Inc
SYNT
| $203K | 0.01% |
+6,339
| New | +$189K |
2018 Q2
0 quarters
|
|
738
SPX Corp
SPXC
$7.71B
| $201K | 0.01% |
+5,748
| New | +$195K |
2018 Q2
0 quarters
|
|
739
John Wiley & Sons Class A
WLY
$2.6B
| $200K | 0.01% |
3,217
+1,912
| +147% | +$127K |
2018 Q1
1 quarter
|
|
|
CVG
740
DELISTED
Convergys
CVG
| $200K | 0.01% |
8,200
+3,278
| +67% | +$78.1K |
2017 Q4
2 quarters
|
|
|
LXFT
741
DELISTED
Luxoft Holding, Inc.
LXFT
| $197K | 0.01% |
5,352
-5,098
| -49% | -$197K |
2017 Q3
3 quarters
|
|
742
DELISTED
Equity Commonwealth
EQC
| $196K | 0.01% |
+6,245
| New | +$193K |
2018 Q2
0 quarters
|
|
743
Constellium
CSTM
$3.1B
| $195K | 0.01% |
19,023
+17,811
| +1,470% | +$207K |
2017 Q4
2 quarters
|
|
744
DELISTED
Premier
PINC
| $194K | 0.01% |
+5,341
| New | +$177K |
2018 Q2
0 quarters
|
|
745
IMAX
IMAX
$2.69B
| $193K | 0.01% |
8,750
-9,246
| -51% | -$206K |
2017 Q4
2 quarters
|
|
746
Canada Goose Holdings
GOOS
$806M
| $192K | 0.01% |
+3,270
| New | +$138K |
2018 Q2
0 quarters
|
|
747
Coca-Cola Femsa
KOF
$25.4B
| $191K | 0.01% |
3,389
+1,953
| +136% | +$119K |
2017 Q2
4 quarters
|
|
748
JELD-WEN Holding
JELD
$91.1M
| $189K | 0.01% |
+6,641
| New | +$192K |
2018 Q2
0 quarters
|
|
749
DELISTED
Triumph Group
TGI
| $188K | 0.01% |
+9,639
| New | +$223K |
2018 Q2
0 quarters
|
|
750
CoStar Group
CSGP
$12.2B
| $183K | 0.01% |
+4,450
| New | +$171K |
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.