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 | |
|---|---|---|---|---|---|---|---|
|
QTNA
1151
DELISTED
Quantenna Communications, Inc. Common Stock
QTNA
| $1K | ﹤0.01% |
+79
| New | +$1.18K |
2018 Q2
0 quarters
|
|
|
EBIX
1152
DELISTED
Ebix Inc
EBIX
| $1K | ﹤0.01% |
21
-1,341
| -98% | -$103K |
2018 Q1
1 quarter
|
|
1153
Alcoa
AA
$10.8B
| – | – |
-12,958
| Closed | -$582K | – |
|
1154
Arbor Realty Trust
ABR
$256M
| – | – |
-400
| Closed | -$3K | – |
|
1155
Acadia Pharmaceuticals
ACAD
$3.17B
| – | – |
-6,600
| Closed | -$148K | – |
|
1156
Arch Capital
ACGL
$35.5B
| – | – |
-40,596
| Closed | -$1.16M | – |
|
1157
Axcelis
ACLS
$3.43B
| – | – |
-13,303
| Closed | -$327K | – |
|
1158
Autodesk
ADSK
$54.3B
| – | – |
-38,820
| Closed | -$4.88M | – |
|
1159
Adtran
ADTN
$382M
| – | – |
-30,674
| Closed | -$476K | – |
|
1160
Ameren
AEE
$31.4B
| – | – |
-72,294
| Closed | -$4.09M | – |
|
1161
Aegon
AEG
$12.6B
| – | – |
-7,048
| Closed | -$38K | – |
|
1162
AES
AES
$10.6B
| – | – |
-4,403
| Closed | -$50K | – |
|
1163
Adecoagro
AGRO
$1.31B
| – | – |
-26,091
| Closed | -$196K | – |
|
1164
Assurant
AIZ
$15.9B
| – | – |
-12,499
| Closed | -$1.14M | – |
|
1165
Arthur J. Gallagher & Co
AJG
$72.3B
| – | – |
-2,074
| Closed | -$142K | – |
|
1166
Acadia Realty Trust
AKR
$2.78B
| – | – |
-9,952
| Closed | -$244K | – |
|
1167
DELISTED
Air Lease Corp
AL
| – | – |
-12,802
| Closed | -$545K | – |
|
1168
Albemarle
ALB
$11.3B
| – | – |
-11,445
| Closed | -$1.06M | – |
|
|
ALEX
1169
DELISTED
Alexander & Baldwin
ALEX
| – | – |
-11,296
| Closed | -$261K | – |
|
1170
Allegion
ALLE
$16.2B
| – | – |
-2,953
| Closed | -$251K | – |
|
1171
Alnylam Pharmaceuticals
ALNY
$21.4B
| – | – |
-2,682
| Closed | -$319K | – |
|
1172
Octave Specialty Group
OSG
$238M
| – | – |
-800
| Closed | -$12K | – |
|
1173
Ameriprise Financial
AMP
$45.1B
| – | – |
-24,331
| Closed | -$3.6M | – |
|
1174
America Movil
AMX
$77B
| – | – |
-1,883
| Closed | -$35K | – |
|
1175
Amazon
AMZN
$2.88T
| – | – |
-95,500
| Closed | -$6.91M | – |
|
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.