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 | |
|---|---|---|---|---|---|---|---|
1301
First Solar
FSLR
$19.1B
| – | – |
-5,623
| Closed | -$399K | – |
|
1302
H.B. Fuller
FUL
$2.73B
| – | – |
-9,281
| Closed | -$461K | – |
|
1303
Liberty Media Corporation Series A Common Stock
FWONA
$27B
| – | – |
-4,309
| Closed | -$120K | – |
|
1304
Forward Air
FWRD
$582M
| – | – |
-11,160
| Closed | -$589K | – |
|
1305
Green Dot
GDOT
$672M
| – | – |
-9,627
| Closed | -$617K | – |
|
1306
GDS Holdings
GDS
$4.53B
| – | – |
-4,632
| Closed | -$127K | – |
|
1307
Greif
GEF
$4.12B
| – | – |
-4,491
| Closed | -$234K | – |
|
1308
CGI
GIB
$16.6B
| – | – |
-424
| Closed | -$24K | – |
|
1309
General Mills
GIS
$18.3B
| – | – |
-23,544
| Closed | -$1.06M | – |
|
1310
Golar LNG
GLNG
$4.37B
| – | – |
-3,470
| Closed | -$94K | – |
|
1311
Corning
GLW
$104B
| – | – |
-224,499
| Closed | -$6.26M | – |
|
1312
Crescent Biopharma
CBIO
$548M
| – | – |
-12
| Closed | -$19K | – |
|
1313
DELISTED
GMS Inc
GMS
| – | – |
-5,881
| Closed | -$179K | – |
|
1314
Global Net Lease
GNL
$1.5B
| – | – |
-16,849
| Closed | -$284K | – |
|
1315
Generac Holdings
GNRC
$11.4B
| – | – |
-1,898
| Closed | -$87K | – |
|
1316
Green Plains
GPRE
$960M
| – | – |
-541
| Closed | -$9K | – |
|
1317
GoPro
GPRO
$127M
| – | – |
-6,204
| Closed | -$29K | – |
|
1318
Goodyear
GT
$1.16B
| – | – |
-38,884
| Closed | -$1.03M | – |
|
1319
Hasbro
HAS
$17.3B
| – | – |
-36,743
| Closed | -$3.1M | – |
|
1320
HDFC Bank
HDB
$134B
| – | – |
-40,508
| Closed | -$1M | – |
|
1321
DELISTED
H&E Equipment Services
HEES
| – | – |
-960
| Closed | -$36K | – |
|
1322
HEICO Corp Class A
HEI.A
$36.5B
| – | – |
-1,419
| Closed | -$80K | – |
|
1323
Heritage Financial
HFWA
$1.14B
| – | – |
-5,996
| Closed | -$183K | – |
|
1324
Highwoods Properties
HIW
$3.44B
| – | – |
-23,651
| Closed | -$1.04M | – |
|
1325
Houlihan Lokey
HLI
$10.1B
| – | – |
-1,262
| Closed | -$56K | – |
|
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.