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 | |
|---|---|---|---|---|---|---|---|
951
CoreCivic
CXW
$2.82B
| $62K | ﹤0.01% |
2,622
-20,896
| -89% | -$441K |
2016 Q3
7 quarters
|
|
|
MIK
952
DELISTED
Michaels Stores, Inc
MIK
| $62K | ﹤0.01% |
3,237
-54,653
| -94% | -$1.04M |
2018 Q1
1 quarter
|
|
|
I
953
DELISTED
INTELSAT S. A.
I
| $62K | ﹤0.01% |
+3,770
| New | +$48.8K |
2018 Q2
0 quarters
|
|
|
MTSC
954
DELISTED
MTS Systems Corp
MTSC
| $62K | ﹤0.01% |
+1,178
| New | +$61.9K |
2018 Q2
0 quarters
|
|
955
Casella Waste Systems
CWST
$6.27B
| $61K | ﹤0.01% |
+2,404
| New | +$59.3K |
2018 Q2
0 quarters
|
|
956
Graham Holdings Company
GHC
$5.07B
| $61K | ﹤0.01% |
105
+53
| +102% | +$31.8K |
2017 Q1
5 quarters
|
|
957
DELISTED
Liberty Broadband Class A
LBRDA
| $61K | ﹤0.01% |
814
+813
| +81,300% | +$61.2K |
2018 Q1
1 quarter
|
|
958
Sumitomo Mitsui Financial Group, Inc American Depositary Shares (each representing 1.2 shares of Common Stock)
SMFG
$155B
| $61K | ﹤0.01% |
+7,968
| New | +$66.2K |
2018 Q2
0 quarters
|
|
959
Veeco
VECO
$2.5B
| $61K | ﹤0.01% |
+4,314
| New | +$71.4K |
2018 Q2
0 quarters
|
|
960
Antero Midstream
AM
$9.46B
| $60K | ﹤0.01% |
3,228
-4,232
| -57% | -$75.1K |
2017 Q4
2 quarters
|
|
961
Cable One
CABO
$20.8M
| $60K | ﹤0.01% |
82
+13
| +19% | +$8.82K |
2018 Q1
1 quarter
|
|
962
Kayne Anderson Energy Infrastructure Fund
KYN
$2.35B
| $60K | ﹤0.01% |
+3,200
| New | +$58.2K |
2018 Q2
0 quarters
|
|
963
OneMain Financial
OMF
$6.34B
| $60K | ﹤0.01% |
1,830
-20,854
| -92% | -$675K |
2018 Q1
1 quarter
|
|
964
Customers Bancorp
CUBI
$2.84B
| $59K | ﹤0.01% |
2,106
+977
| +87% | +$29.2K |
2018 Q1
1 quarter
|
|
|
GLOG
965
DELISTED
GASLOG LTD
GLOG
| $59K | ﹤0.01% |
3,113
-7,903
| -72% | -$140K |
2018 Q1
1 quarter
|
|
966
American Assets Trust
AAT
$1.32B
| $57K | ﹤0.01% |
+1,505
| New | +$53.3K |
2018 Q2
0 quarters
|
|
967
DELISTED
NV5 Global
NVEE
| $57K | ﹤0.01% |
+3,308
| New | +$51.5K |
2018 Q2
0 quarters
|
|
968
Sabra Healthcare REIT
SBRA
$5.49B
| $57K | ﹤0.01% |
+2,646
| New | +$51.7K |
2018 Q2
0 quarters
|
|
|
CMO
969
DELISTED
Capstead Mortgage Corp.
CMO
| $56K | ﹤0.01% |
6,300
-96,320
| -94% | -$863K |
2017 Q2
4 quarters
|
|
970
CytomX Therapeutics
CTMX
$464M
| $55K | ﹤0.01% |
+2,439
| New | +$62.3K |
2018 Q2
0 quarters
|
|
971
Federal Signal
FSS
$7.11B
| $55K | ﹤0.01% |
+2,380
| New | +$55.4K |
2018 Q2
0 quarters
|
|
972
KB Financial Group
KB
$39.8B
| $55K | ﹤0.01% |
1,192
+672
| +129% | +$35.5K |
2018 Q1
1 quarter
|
|
|
QUOT
973
DELISTED
Quotient Technology Inc
QUOT
| $55K | ﹤0.01% |
4,205
-4,704
| -53% | -$62.7K |
2017 Q4
2 quarters
|
|
|
TECD
974
DELISTED
Tech Data Corp
TECD
| $55K | ﹤0.01% |
+676
| New | +$55.6K |
2018 Q2
0 quarters
|
|
975
Emergent Biosolutions
EBS
$311M
| $54K | ﹤0.01% |
+1,080
| New | +$56.3K |
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.