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 | |
|---|---|---|---|---|---|---|---|
1251
Cirrus Logic
CRUS
$6.07B
| – | – |
-25,987
| Closed | -$1.06M | – |
|
1252
Carlisle Companies
CSL
$15.4B
| – | – |
-1,364
| Closed | -$142K | – |
|
1253
Caesarstone
CSTE
$44.3M
| – | – |
-3,984
| Closed | -$78K | – |
|
1254
Cintas
CTAS
$90.2B
| – | – |
-4,052
| Closed | -$172K | – |
|
1255
Cognizant
CTSH
$28.8B
| – | – |
-56,790
| Closed | -$4.57M | – |
|
1256
Cavco Industries
CVCO
$4.96B
| – | – |
-16
| Closed | -$2K | – |
|
1257
CVS Health
CVS
$115B
| – | – |
-1,670
| Closed | -$103K | – |
|
1258
Camping World
CWH
$461M
| – | – |
-65,539
| Closed | -$2.11M | – |
|
1259
Cemex
CX
$15.4B
| – | – |
-34,000
| Closed | -$225K | – |
|
|
1260
DuPont de Nemours
DD
$20.6B
| – | – |
-82,541
| Closed | -$13.3M | – |
|
1261
Douglas Emmett
DEI
$1.68B
| – | – |
-27,309
| Closed | -$1M | – |
|
1262
Dollar General
DG
$30.3B
| – | – |
-45,005
| Closed | -$4.21M | – |
|
1263
Healthpeak Properties
DOC
$14.1B
| $0 | ﹤0.01% |
8
-29,676
| -100% | -$700K |
2017 Q4
2 quarters
|
|
1264
Dover
DOV
$28.3B
| – | – |
-4,898
| Closed | -$388K | – |
|
1265
Diamondrock Hospitality Co
DRH
$3B
| – | – |
-875
| Closed | -$9K | – |
|
1266
Darden Restaurants
DRI
$25.9B
| – | – |
-32,527
| Closed | -$2.77M | – |
|
1267
Devon Energy
DVN
$51.2B
| – | – |
-45,575
| Closed | -$1.45M | – |
|
1268
Everest Group
EG
$15.7B
| – | – |
-6,029
| Closed | -$1.55M | – |
|
1269
EastGroup Properties
EGP
$10.6B
| – | – |
-1,326
| Closed | -$109K | – |
|
1270
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
| $0 | ﹤0.01% |
+108
| New | +$292 |
2018 Q2
0 quarters
|
|
1271
Elevance Health
ELV
$92.8B
| – | – |
-33,171
| Closed | -$7.29M | – |
|
1272
Enel Chile
ENIC
$5.82B
| $0 | ﹤0.01% |
+200
| New | +$1.16K |
2018 Q2
0 quarters
|
|
1273
Enovis
ENOV
$1.65B
| – | – |
-15,905
| Closed | -$873K | – |
|
1274
Energizer
ENR
$1.66B
| – | – |
-1,727
| Closed | -$102K | – |
|
1275
EnerSys
ENS
$5.33B
| – | – |
-477
| Closed | -$33K | – |
|
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.