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 | |
|---|---|---|---|---|---|---|---|
1001
Prudential
PUK
$31.5B
| $47K | ﹤0.01% |
+1,065
| New | +$52K |
2018 Q2
0 quarters
|
|
|
CORE
1002
DELISTED
Core Mark Holding Co., Inc.
CORE
| $47K | ﹤0.01% |
2,076
+1,706
| +461% | +$35.1K |
2017 Q4
2 quarters
|
|
1003
Advanced Energy
AEIS
$9.38B
| $46K | ﹤0.01% |
793
-15,328
| -95% | -$969K |
2016 Q4
6 quarters
|
|
1004
BlackLine
BL
$1.57B
| $46K | ﹤0.01% |
1,067
-4,824
| -82% | -$204K |
2018 Q1
1 quarter
|
|
1005
Badger Meter
BMI
$4.6B
| $46K | ﹤0.01% |
+1,041
| New | +$46.1K |
2018 Q2
0 quarters
|
|
1006
Del Monte Corp
DMC
$1.31B
| $46K | ﹤0.01% |
+1,034
| New | +$48.3K |
2018 Q2
0 quarters
|
|
1007
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
| $46K | ﹤0.01% |
+1,500
| New | +$43.4K |
2018 Q2
0 quarters
|
|
1008
Banco Macro
BMA
$3.66B
| $45K | ﹤0.01% |
772
-605
| -44% | -$51.9K |
2017 Q4
2 quarters
|
|
1009
DELISTED
TPI Composites
TPIC
| $45K | ﹤0.01% |
+1,555
| New | +$39.3K |
2018 Q2
0 quarters
|
|
|
EXTN
1010
DELISTED
Exterran Corporation
EXTN
| $45K | ﹤0.01% |
+1,809
| New | +$50.9K |
2018 Q2
0 quarters
|
|
|
MNTA
1011
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
| $45K | ﹤0.01% |
+2,231
| New | +$47.9K |
2018 Q2
0 quarters
|
|
|
RTEC
1012
DELISTED
Rudolph Technologies Inc
RTEC
| $45K | ﹤0.01% |
1,549
+965
| +165% | +$29.3K |
2018 Q1
1 quarter
|
|
1013
Eagle Bancorp
EGBN
$1.05B
| $44K | ﹤0.01% |
722
-50
| -6% | -$3.04K |
2018 Q1
1 quarter
|
|
|
BRS
1014
DELISTED
Bristow Group, Inc.
BRS
| $44K | ﹤0.01% |
3,172
-1,089
| -26% | -$16.3K |
2018 Q1
1 quarter
|
|
1015
Lithia Motors
LAD
$6.75B
| $43K | ﹤0.01% |
465
+175
| +60% | +$17.3K |
2018 Q1
1 quarter
|
|
1016
NatWest
NWG
$62.8B
| $43K | ﹤0.01% |
+5,961
| New | +$48K |
2018 Q2
0 quarters
|
|
1017
Safehold
SAFE
$733M
| $43K | ﹤0.01% |
833
-814
| -49% | -$41.9K |
2016 Q2
8 quarters
|
|
1018
Spotify
SPOT
$125B
| $43K | ﹤0.01% |
+256
| New | +$40.9K |
2018 Q2
0 quarters
|
|
|
ROCC
1019
DELISTED
Ranger Oil Corporation Class A Common Stock
ROCC
| $43K | ﹤0.01% |
507
-787
| -61% | -$47.2K |
2018 Q1
1 quarter
|
|
1020
Smart Sand
SND
$190M
| $42K | ﹤0.01% |
+8,015
| New | +$50.9K |
2018 Q2
0 quarters
|
|
1021
DELISTED
Coresite Realty Corporation
COR
| $42K | ﹤0.01% |
+386
| New | +$40.8K |
2018 Q2
0 quarters
|
|
1022
Gogo Inc
GOGO
$501M
| $41K | ﹤0.01% |
8,471
-582
| -6% | -$3.89K |
2018 Q1
1 quarter
|
|
1023
Intellia Therapeutics
NTLA
$1.6B
| $41K | ﹤0.01% |
1,506
+220
| +17% | +$5.33K |
2017 Q4
2 quarters
|
|
|
VCRA
1024
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
| $41K | ﹤0.01% |
1,394
-3,182
| -70% | -$84.5K |
2018 Q1
1 quarter
|
|
|
SIR
1025
DELISTED
SELECT INCOME REIT
SIR
| $41K | ﹤0.01% |
+4,218
| New | +$37.9K |
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.