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 | |
|---|---|---|---|---|---|---|---|
|
AAIC
1126
DELISTED
Arlington Asset Investment Corp.
AAIC
| $6K | ﹤0.01% |
625
-11,132
| -95% | -$124K |
2018 Q1
1 quarter
|
|
1127
Oaktree Specialty Lending
OCSL
$1.09B
| $5K | ﹤0.01% |
389
| – | – |
2017 Q4
2 quarters
|
|
1128
High Templar Tech Ltd
HTT
$266M
| $5K | ﹤0.01% |
670
-26,653
| -98% | -$268K |
2017 Q4
2 quarters
|
|
1129
Simply Good Foods
SMPL
$1.1B
| $5K | ﹤0.01% |
+400
| New | +$5.36K |
2018 Q2
0 quarters
|
|
1130
DELISTED
Atrion Corp
ATRI
| $5K | ﹤0.01% |
+10
| New | +$6.01K |
2018 Q2
0 quarters
|
|
|
CRR
1131
DELISTED
Carbo Ceramics Inc.
CRR
| $5K | ﹤0.01% |
578
-94
| -14% | -$844 |
2017 Q4
2 quarters
|
|
|
MEET
1132
DELISTED
The Meet Group, Inc. Common Stock
MEET
| $5K | ﹤0.01% |
1,183
-3,300
| -74% | -$10.4K |
2017 Q3
3 quarters
|
|
1133
Loma Negra
LOMA
$1.03B
| $4K | ﹤0.01% |
+447
| New | +$7.36K |
2018 Q2
0 quarters
|
|
1134
Photronics
PLAB
$1.71B
| $4K | ﹤0.01% |
542
+342
| +171% | +$2.83K |
2017 Q4
2 quarters
|
|
1135
Vericel Corp
VCEL
$3.03B
| $4K | ﹤0.01% |
+449
| New | +$5.59K |
2018 Q2
0 quarters
|
|
1136
DELISTED
Revance Therapeutics, Inc.
RVNC
| $4K | ﹤0.01% |
+175
| New | +$5.26K |
2018 Q2
0 quarters
|
|
|
MGI
1137
DELISTED
MoneyGram International, Inc. New
MGI
| $4K | ﹤0.01% |
609
-1,991
| -77% | -$15K |
2018 Q1
1 quarter
|
|
|
PES
1138
DELISTED
Pioneer Energy Services Corp.
PES
| $4K | ﹤0.01% |
698
-3,002
| -81% | -$13.4K |
2016 Q4
6 quarters
|
|
|
GNBC
1139
DELISTED
Green Bancorp, Inc
GNBC
| $4K | ﹤0.01% |
+195
| New | +$4.47K |
2018 Q2
0 quarters
|
|
1140
NeoGenomics
NEO
$2.18B
| $3K | ﹤0.01% |
+300
| New | +$3.3K |
2018 Q2
0 quarters
|
|
1141
Vicor
VICR
$7.76B
| $3K | ﹤0.01% |
+81
| New | +$3.13K |
2018 Q2
0 quarters
|
|
1142
Pampa Energía
PAM
$3.41B
| $2K | ﹤0.01% |
67
-701
| -91% | -$36.1K |
2017 Q4
2 quarters
|
|
|
HLG
1143
DELISTED
Hailiang Education Group Inc. American Depositary Shares
HLG
| $2K | ﹤0.01% |
+26
| New | +$2.07K |
2018 Q2
0 quarters
|
|
|
VSI
1144
DELISTED
Vitamin Shoppe Inc.
VSI
| $2K | ﹤0.01% |
+400
| New | +$2.18K |
2018 Q2
0 quarters
|
|
|
FRED
1145
DELISTED
Fred's Inc
FRED
| $2K | ﹤0.01% |
900
| – | – |
2016 Q4
6 quarters
|
|
|
BOJA
1146
DELISTED
Bojangles', Inc. Common Stock
BOJA
| $2K | ﹤0.01% |
200
-1,110
| -85% | -$16.4K |
2018 Q1
1 quarter
|
|
1147
Lincoln Electric
LECO
$15.6B
| $1K | ﹤0.01% |
+16
| New | +$1.42K |
2018 Q2
0 quarters
|
|
1148
Ryerson Holding Corp
RYZ
$1.58B
| $1K | ﹤0.01% |
100
| – | – |
2017 Q2
4 quarters
|
|
1149
DELISTED
Intra-Cellular Therapies Inc.
ITCI
| $1K | ﹤0.01% |
82
-5,616
| -99% | -$114K |
2017 Q2
4 quarters
|
|
|
DS
1150
DELISTED
Drive Shack Inc.
DS
| $1K | ﹤0.01% |
+200
| New | +$1.21K |
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.