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 | |
|---|---|---|---|---|---|---|---|
1376
MBIA
MBI
$241M
| – | – |
-5,918
| Closed | -$54K | – |
|
1377
Moody's
MCO
$88.8B
| – | – |
-5,276
| Closed | -$851K | – |
|
1378
Madrigal Pharmaceuticals
MDGL
$10.1B
| – | – |
-541
| Closed | -$63K | – |
|
1379
Medifast
MED
$147M
| – | – |
-38
| Closed | -$3K | – |
|
1380
MGE Energy Inc
MGEE
$3.01B
| – | – |
-872
| Closed | -$48K | – |
|
1381
Mohawk Industries
MHK
$8.87B
| – | – |
-8,066
| Closed | -$1.87M | – |
|
1382
Kestrel Group
KG
$33.4M
| – | – |
-130
| Closed | -$16K | – |
|
1383
Mueller Industries
MLI
$12B
| – | – |
-26,752
| Closed | -$174K | – |
|
1384
MillerKnoll
MLKN
$1.5B
| – | – |
-3,789
| Closed | -$121K | – |
|
1385
3M
MMM
$97.4B
| – | – |
-212
| Closed | -$38K | – |
|
1386
Modine Manufacturing
MOD
$5.67B
| – | – |
-1,979
| Closed | -$41K | – |
|
1387
Morningstar
MORN
$9.23B
| – | – |
-700
| Closed | -$66K | – |
|
1388
DELISTED
MRC Global
MRC
| – | – |
-20,188
| Closed | -$331K | – |
|
1389
Marvell Technology
MRVL
$152B
| – | – |
-19,688
| Closed | -$413K | – |
|
1390
Mine Safety
MSA
$6.79B
| – | – |
-1,319
| Closed | -$109K | – |
|
1391
MSCI
MSCI
$47.3B
| – | – |
-19,479
| Closed | -$2.91M | – |
|
1392
Motorola Solutions
MSI
$88.5B
| – | – |
-25,323
| Closed | -$2.67M | – |
|
1393
Strategy Inc
MSTR
$51.8B
| – | – |
-550
| Closed | -$7K | – |
|
1394
Mettler-Toledo International
MTD
$34.8B
| – | – |
-2,415
| Closed | -$1.39M | – |
|
1395
Vail Resorts
MTN
$5.52B
| – | – |
-2,044
| Closed | -$453K | – |
|
1396
MACOM Technology Solutions
MTSI
$19.1B
| – | – |
-36,446
| Closed | -$605K | – |
|
1397
Mitsubishi UFJ Financial
MUFG
$247B
| – | – |
-1,500
| Closed | -$9K | – |
|
1398
Mueller Water Products
MWA
$3.77B
| – | – |
-45,215
| Closed | -$491K | – |
|
1399
Myriad Genetics
MYGN
$549M
| – | – |
-2,420
| Closed | -$71K | – |
|
1400
Nordic American Tanker
NAT
$1.42B
| $0 | ﹤0.01% |
250
-600
| -71% | -$1.32K |
2017 Q2
4 quarters
|
|
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.