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 | |
|---|---|---|---|---|---|---|---|
801
Pathward Financial
CASH
$1.56B
| $144K | 0.01% |
4,437
-486
| -10% | -$17.6K |
2017 Q3
3 quarters
|
|
802
Lakefront Biotherapeutics American Depositary Shares
LKFT
$2.2B
| $144K | 0.01% |
1,563
+418
| +37% | +$40.6K |
2017 Q3
3 quarters
|
|
803
argenx
ARGX
$61.5B
| $143K | 0.01% |
1,735
-1
| -0.1% | -$89 |
2017 Q4
2 quarters
|
|
804
Hawaiian Electric Industries
HE
$1.54B
| $143K | 0.01% |
+4,195
| New | +$143K |
2018 Q2
0 quarters
|
|
805
QuinStreet
QNST
$1.11B
| $142K | 0.01% |
+11,246
| New | +$142K |
2018 Q2
0 quarters
|
|
806
Ezcorp Inc
EZPW
$1.74B
| $140K | 0.01% |
11,664
-7,045
| -38% | -$92.3K |
2018 Q1
1 quarter
|
|
807
TXNM Energy Inc
TXNM
$6.48B
| $139K | 0.01% |
+3,596
| New | +$138K |
2018 Q2
0 quarters
|
|
808
United Community Banks
UCB
$4.48B
| $139K | 0.01% |
4,563
-13,898
| -75% | -$453K |
2017 Q4
2 quarters
|
|
809
Diversified Healthcare Trust
DHC
$1.78B
| $138K | 0.01% |
7,669
-38,912
| -84% | -$643K |
2018 Q1
1 quarter
|
|
810
Voyager Therapeutics
VYGR
$110M
| $138K | 0.01% |
7,095
+4,549
| +179% | +$89.9K |
2017 Q4
2 quarters
|
|
811
Bilibili
BILI
$5.58B
| $136K | 0.01% |
+9,724
| New | +$133K |
2018 Q2
0 quarters
|
|
|
AKCA
812
DELISTED
Akcea Therapeutics Inc
AKCA
| $136K | 0.01% |
5,751
+1,662
| +41% | +$39.7K |
2018 Q1
1 quarter
|
|
813
Moog Inc Class A
MOG.A
$11B
| $135K | 0.01% |
1,742
+1,559
| +852% | +$128K |
2018 Q1
1 quarter
|
|
814
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
| $135K | 0.01% |
+6,101
| New | +$143K |
2018 Q2
0 quarters
|
|
|
ENIA
815
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
| $135K | 0.01% |
+15,417
| New | +$162K |
2018 Q2
0 quarters
|
|
816
DELISTED
American Woodmark
AMWD
| $134K | 0.01% |
1,467
-10,051
| -87% | -$928K |
2018 Q1
1 quarter
|
|
817
Lands' End
LE
$273M
| $134K | 0.01% |
+4,825
| New | +$107K |
2018 Q2
0 quarters
|
|
818
PennyMac Mortgage Investment
PMT
$651M
| $134K | 0.01% |
7,064
+5,243
| +288% | +$96.1K |
2018 Q1
1 quarter
|
|
|
CAJ
819
DELISTED
Canon, Inc.
CAJ
| $134K | 0.01% |
+4,100
| New | +$142K |
2018 Q2
0 quarters
|
|
|
BID
820
DELISTED
Sotheby's
BID
| $134K | 0.01% |
+2,467
| New | +$136K |
2018 Q2
0 quarters
|
|
821
AnaptysBio
ANAB
$1.46B
| $133K | 0.01% |
1,874
+614
| +49% | +$51.5K |
2017 Q4
2 quarters
|
|
822
Ollie's Bargain Outlet
OLLI
$5.66B
| $133K | 0.01% |
1,839
-5,658
| -75% | -$382K |
2018 Q1
1 quarter
|
|
823
Enphase Energy
ENPH
$3.74B
| $132K | 0.01% |
+19,684
| New | +$102K |
2018 Q2
0 quarters
|
|
824
Gold Fields
GFI
$33.2B
| $132K | 0.01% |
37,230
-5,300
| -12% | -$19.8K |
2016 Q3
7 quarters
|
|
825
Bank of N.T. Butterfield & Son
NTB
$2.24B
| $131K | 0.01% |
2,868
+855
| +42% | +$40.4K |
2017 Q1
5 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.