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 | |
|---|---|---|---|---|---|---|---|
1501
Trade Desk
TTD
$7.46B
| – | – |
-18,890
| Closed | -$93K | – |
|
1502
Take-Two Interactive
TTWO
$43.1B
| – | – |
-72,288
| Closed | -$7.07M | – |
|
1503
Telus
TU
$13.8B
| – | – |
-41,630
| Closed | -$731K | – |
|
1504
Twilio
TWLO
$33B
| – | – |
-744
| Closed | -$28K | – |
|
|
TWO
1505
DELISTED
Two Harbors Investment
TWO
| – | – |
-8,313
| Closed | -$511K | – |
|
1506
Texas Instruments
TXN
$282B
| – | – |
-93
| Closed | -$9K | – |
|
1507
UFP Industries
UFPI
$4.36B
| – | – |
-3,310
| Closed | -$107K | – |
|
1508
U-Haul Holding Co
UHAL
$10.9B
| – | – |
-890
| Closed | -$30K | – |
|
1509
Ubiquiti
UI
$40.4B
| – | – |
-6,614
| Closed | -$455K | – |
|
1510
Unum
UNM
$12.7B
| – | – |
-72,789
| Closed | -$3.46M | – |
|
1511
Union Pacific
UNP
$181B
| – | – |
-12,683
| Closed | -$1.7M | – |
|
1512
Upland Software
UPLD
$8.77M
| – | – |
-615
| Closed | -$177K | – |
|
1513
US Bancorp
USB
$94.8B
| – | – |
-50,580
| Closed | -$2.55M | – |
|
1514
Universal Insurance Holdings
UVE
$1.35B
| – | – |
-491
| Closed | -$15K | – |
|
1515
Universal Corp
UVV
$948M
| – | – |
-5,388
| Closed | -$261K | – |
|
1516
Visteon
VC
$1.98B
| – | – |
-8,043
| Closed | -$886K | – |
|
1517
Viavi Solutions
VIAV
$7.73B
| – | – |
-42,381
| Closed | -$411K | – |
|
1518
Controladora Vuela Compania de Aviacion
VLRS
$991M
| $0 | ﹤0.01% |
+180
| New | +$1.12K |
2018 Q2
0 quarters
|
|
1519
Valmont Industries
VMI
$8.04B
| – | – |
-1,285
| Closed | -$187K | – |
|
|
VRE
1520
DELISTED
Veris Residential
VRE
| – | – |
-12,796
| Closed | -$213K | – |
|
1521
DELISTED
Verint Systems
VRNT
| – | – |
-16,691
| Closed | -$362K | – |
|
1522
Viatris
VTRS
$24.2B
| – | – |
-27,217
| Closed | -$1.12M | – |
|
1523
Vuzix
VUZI
$160M
| – | – |
-1,900
| Closed | -$10K | – |
|
1524
Wayfair
W
$15.5B
| – | – |
-7,001
| Closed | -$472K | – |
|
1525
Waters Corp
WAT
$91.2B
| – | – |
-6,057
| Closed | -$1.2M | – |
|
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.