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 | |
|---|---|---|---|---|---|---|---|
1351
James River Group Holdings
JRVR
$150M
| – | – |
-948
| Closed | -$33K | – |
|
1352
DELISTED
Nordstrom
JWN
| – | – |
-9,644
| Closed | -$466K | – |
|
1353
Kadant
KAI
$3.57B
| – | – |
-12
| Closed | -$1K | – |
|
1354
KB Home
KBH
$3.04B
| – | – |
-14,578
| Closed | -$414K | – |
|
1355
Korea Electric Power
KEP
$14.6B
| – | – |
-214
| Closed | -$3K | – |
|
1356
KeyCorp
KEY
$22.6B
| – | – |
-58,939
| Closed | -$1.15M | – |
|
1357
Korn Ferry
KFY
$4.26B
| – | – |
-1,713
| Closed | -$88K | – |
|
1358
The Kraft Heinz Company
KHC
$28.7B
| – | – |
-1,461
| Closed | -$91K | – |
|
1359
Kimberly-Clark
KMB
$66.8B
| – | – |
-6,663
| Closed | -$733K | – |
|
1360
Knowles
KN
$2.86B
| – | – |
-56,826
| Closed | -$715K | – |
|
1361
Kodak
KODK
$844M
| – | – |
-1,076
| Closed | -$5K | – |
|
1362
KT
KT
$8.83B
| – | – |
-12,579
| Closed | -$172K | – |
|
1363
Quaker Houghton
KWR
$2.68B
| – | – |
-19
| Closed | -$2K | – |
|
1364
Lamar Advertising Co
LAMR
$16.5B
| – | – |
-10,963
| Closed | -$697K | – |
|
1365
Liberty Energy
LBRT
$2.11B
| – | – |
-1,300
| Closed | -$21K | – |
|
1366
Lennar Class A
LEN
$20.5B
| – | – |
-30,568
| Closed | -$1.74M | – |
|
1367
Lennar Class B
LEN.B
$20B
| – | – |
-628
| Closed | -$28K | – |
|
1368
Lumentum
LITE
$58.8B
| – | – |
-4,218
| Closed | -$269K | – |
|
1369
Lantheus
LNTH
$6.64B
| – | – |
-4,936
| Closed | -$78K | – |
|
1370
Louisiana-Pacific
LPX
$5.32B
| – | – |
-40,154
| Closed | -$1.16M | – |
|
1371
Lattice Semiconductor
LSCC
$17.5B
| – | – |
-4,819
| Closed | -$26K | – |
|
1372
Las Vegas Sands
LVS
$26.1B
| – | – |
-62,654
| Closed | -$4.5M | – |
|
1373
Mastercard
MA
$576B
| – | – |
-10,453
| Closed | -$1.83M | – |
|
1374
Mid-America Apartment Communities
MAA
$13.7B
| – | – |
-4,218
| Closed | -$384K | – |
|
1375
Masco
MAS
$16.4B
| – | – |
-96,964
| Closed | -$3.92M | – |
|
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.