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 | |
|---|---|---|---|---|---|---|---|
1401
New Mountain Finance
NMFC
$639M
| – | – |
-1,236
| Closed | -$16K | – |
|
1402
NMI Holdings
NMIH
$2.91B
| – | – |
-7,659
| Closed | -$126K | – |
|
1403
Newmark Group
NMRK
$2.04B
| – | – |
-3,150
| Closed | -$47K | – |
|
1404
Nelnet
NNI
$4.45B
| – | – |
-2,000
| Closed | -$104K | – |
|
1405
Novanta
NOVT
$4.66B
| – | – |
-3,806
| Closed | -$198K | – |
|
1406
Insight Enterprises
NSIT
$4.88B
| – | – |
-1,095
| Closed | -$38K | – |
|
1407
Nutanix
NTNX
$16.4B
| – | – |
-12,377
| Closed | -$607K | – |
|
1408
Nutrien
NTR
$34B
| – | – |
-12,505
| Closed | -$590K | – |
|
1409
Northern Trust
NTRS
$32.4B
| – | – |
-1,622
| Closed | -$167K | – |
|
1410
Nova
NVMI
$10.8B
| – | – |
-2,897
| Closed | -$78K | – |
|
1411
Orion
OEC
$226M
| – | – |
-6,988
| Closed | -$189K | – |
|
1412
Orthofix Medical
OFIX
$293M
| – | – |
-2,753
| Closed | -$161K | – |
|
1413
ONE Gas
OGS
$5.18B
| – | – |
-3,660
| Closed | -$241K | – |
|
1414
Okta
OKTA
$31.9B
| – | – |
-11,881
| Closed | -$473K | – |
|
1415
Universal Display
OLED
$4.08B
| – | – |
-7,029
| Closed | -$709K | – |
|
1416
Omnicom Group
OMC
$24.4B
| – | – |
-4,284
| Closed | -$311K | – |
|
1417
Omeros
OMER
$1.31B
| – | – |
-4,872
| Closed | -$54K | – |
|
1418
OSI Systems
OSIS
$3.09B
| – | – |
-600
| Closed | -$39K | – |
|
1419
Grupo Aeroportuario del Pacifico
PAC
$14.3B
| – | – |
-14
| Closed | -$1K | – |
|
1420
DELISTED
Paramount Global Class B
PARA
| – | – |
-2,300
| Closed | -$118K | – |
|
1421
Paychex
PAYX
$41.1B
| – | – |
-19,566
| Closed | -$1.2M | – |
|
1422
Pebblebrook Hotel Trust
PEB
$2.46B
| – | – |
-16,159
| Closed | -$555K | – |
|
1423
PENN Entertainment
PENN
$2.44B
| – | – |
-24,842
| Closed | -$652K | – |
|
|
1424
PepsiCo
PEP
$196B
| – | – |
-95,460
| Closed | -$10.4M | – |
|
1425
Provident Financial Services
PFS
$3B
| – | – |
-2,300
| Closed | -$58K | – |
|
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.