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 | |
|---|---|---|---|---|---|---|---|
226
RH
RH
$2.48B
| $2M | 0.14% |
+14,317
| New | +$1.55M |
2018 Q2
0 quarters
|
|
227
Norfolk Southern
NSC
$71.9B
| $2M | 0.14% |
13,227
+2,940
| +29% | +$430K |
2018 Q1
1 quarter
|
|
228
DELISTED
2U Inc
TWOU
| $1.98M | 0.14% |
+791
| New | +$2.1M |
2018 Q2
0 quarters
|
|
229
Ecolab
ECL
$84.3B
| $1.98M | 0.13% |
+14,077
| New | +$2.03M |
2018 Q2
0 quarters
|
|
|
VIAB
230
DELISTED
Viacom Inc. Class B
VIAB
| $1.97M | 0.13% |
65,327
+56,078
| +606% | +$1.65M |
2018 Q1
1 quarter
|
|
231
Hancock Whitney
HWC
$5.73B
| $1.96M | 0.13% |
41,986
+22,980
| +121% | +$1.17M |
2017 Q4
2 quarters
|
|
232
ArcelorMittal
MT
$45.9B
| $1.96M | 0.13% |
+68,000
| New | +$2.26M |
2018 Q2
0 quarters
|
|
233
Vornado Realty Trust
VNO
$6.7B
| $1.96M | 0.13% |
+26,449
| New | +$1.83M |
2018 Q2
0 quarters
|
|
234
Steel Dynamics
STLD
$31.7B
| $1.93M | 0.13% |
+42,055
| New | +$1.99M |
2018 Q2
0 quarters
|
|
235
Adobe
ADBE
$93.1B
| $1.93M | 0.13% |
7,922
-1,348
| -15% | -$319K |
2017 Q3
3 quarters
|
|
236
Haemonetics
HAE
$5.46B
| $1.92M | 0.13% |
+21,375
| New | +$1.81M |
2018 Q2
0 quarters
|
|
237
Brunswick
BC
$4.96B
| $1.9M | 0.13% |
29,550
+8,148
| +38% | +$508K |
2017 Q3
3 quarters
|
|
238
American Eagle Outfitters
AEO
$3.34B
| $1.9M | 0.13% |
+81,600
| New | +$1.81M |
2018 Q2
0 quarters
|
|
239
DELISTED
DigitalBridge
DBRG
| $1.89M | 0.13% |
75,563
+23,101
| +44% | +$552K |
2017 Q1
5 quarters
|
|
240
CME Group
CME
$109B
| $1.88M | 0.13% |
11,492
-6,544
| -36% | -$1.07M |
2017 Q4
2 quarters
|
|
241
Patterson-UTI
PTEN
$3.76B
| $1.87M | 0.13% |
104,165
-62,311
| -37% | -$1.25M |
2017 Q4
2 quarters
|
|
242
Brixmor Property Group
BRX
$9.21B
| $1.87M | 0.13% |
107,469
+72,417
| +207% | +$1.13M |
2016 Q2
8 quarters
|
|
243
Magna International
MGA
$16B
| $1.87M | 0.13% |
+32,234
| New | +$2M |
2018 Q2
0 quarters
|
|
244
Kinder Morgan
KMI
$66.7B
| $1.87M | 0.13% |
105,923
-65,865
| -38% | -$1.08M |
2017 Q4
2 quarters
|
|
245
Leidos
LDOS
$16.2B
| $1.86M | 0.13% |
31,456
+15,429
| +96% | +$962K |
2017 Q3
3 quarters
|
|
246
HCA Healthcare
HCA
$103B
| $1.85M | 0.13% |
18,018
-60,343
| -77% | -$6.11M |
2018 Q1
1 quarter
|
|
247
DELISTED
Marathon Oil Corporation
MRO
| $1.85M | 0.13% |
88,584
-59,642
| -40% | -$1.18M |
2017 Q1
5 quarters
|
|
248
Portland General Electric
POR
$5.47B
| $1.84M | 0.13% |
43,132
+16,322
| +61% | +$671K |
2017 Q2
4 quarters
|
|
249
Xylem
XYL
$22.4B
| $1.83M | 0.12% |
27,144
+24,519
| +934% | +$1.78M |
2017 Q3
3 quarters
|
|
250
Boyd Gaming
BYD
$5.41B
| $1.81M | 0.12% |
52,126
-557
| -1% | -$19.6K |
2018 Q1
1 quarter
|
|
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.