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 | |
|---|---|---|---|---|---|---|---|
1276
Enanta Pharmaceuticals
ENTA
$338M
| – | – |
-7,256
| Closed | -$587K | – |
|
1277
The Ensign Group
ENSG
$10.9B
| – | – |
-4,276
| Closed | -$105K | – |
|
1278
Eversource Energy
ES
$26.6B
| – | – |
-1,559
| Closed | -$91K | – |
|
1279
Elbit Systems
ESLT
$34B
| $0 | ﹤0.01% |
+7
| New | +$831 |
2018 Q2
0 quarters
|
|
1280
DELISTED
Esperion Therapeutics
ESPR
| – | – |
-1,588
| Closed | -$114K | – |
|
1281
Ethan Allen Interiors
ETD
$463M
| – | – |
-2,372
| Closed | -$54K | – |
|
1282
Etsy
ETSY
$7.62B
| – | – |
-56,488
| Closed | -$1.58M | – |
|
1283
Entravision Communication
EVC
$920M
| $0 | ﹤0.01% |
+100
| New | +$460 |
2018 Q2
0 quarters
|
|
1284
Evolent Health
EVH
$564M
| – | – |
-10,815
| Closed | -$154K | – |
|
1285
Extra Space Storage
EXR
$33.2B
| – | – |
-11,032
| Closed | -$963K | – |
|
1286
Diamondback Energy
FANG
$50.5B
| – | – |
-11,679
| Closed | -$1.48M | – |
|
1287
Fate Therapeutics
FATE
$195M
| $0 | ﹤0.01% |
74
-10,910
| -99% | -$120K |
2018 Q1
1 quarter
|
|
1288
Freeport-McMoran
FCX
$89.1B
| – | – |
-26,601
| Closed | -$467K | – |
|
1289
FirstEnergy
FE
$26.9B
| – | – |
-17,948
| Closed | -$610K | – |
|
1290
Forum Energy Technologies
FET
$869M
| – | – |
-290
| Closed | -$63K | – |
|
1291
Fiserv Inc
FISV
$34B
| – | – |
-3,081
| Closed | -$219K | – |
|
1292
Fidelity National Information Services
FIS
$15.6B
| – | – |
-66,506
| Closed | -$6.4M | – |
|
1293
National Beverage
FIZZ
$3.44B
| – | – |
-8,420
| Closed | -$374K | – |
|
1294
FMC
FMC
$879M
| – | – |
-53,727
| Closed | -$3.57M | – |
|
1295
Fomento Económico Mexicano
FMX
$45.2B
| – | – |
-2,833
| Closed | -$259K | – |
|
1296
Fidelity National Financial
FNF
$11.8B
| – | – |
-14,173
| Closed | -$545K | – |
|
1297
FormFactor
FORM
$7.49B
| – | – |
-17,287
| Closed | -$235K | – |
|
1298
First Merchants
FRME
$2.57B
| – | – |
-2,189
| Closed | -$91K | – |
|
1299
Frontline
FRO
$10.1B
| – | – |
-2,978
| Closed | -$13K | – |
|
1300
Federal Realty Investment Trust
FRT
$9.7B
| – | – |
-482
| Closed | -$55K | – |
|
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.