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 | |
|---|---|---|---|---|---|---|---|
276
Papa John's
PZZA
$650M
| $1.64M | 0.11% |
+32,277
| New | +$1.81M |
2018 Q2
0 quarters
|
|
277
DELISTED
Berry Global Group, Inc.
BERY
| $1.64M | 0.11% |
38,800
+29,914
| +337% | +$1.39M |
2016 Q3
7 quarters
|
|
278
Brightstar Lottery PLC
BRSL
$1.79B
| $1.64M | 0.11% |
70,368
+25,422
| +57% | +$677K |
2017 Q4
2 quarters
|
|
279
DELISTED
Gramercy Property Trust
GPT
| $1.63M | 0.11% |
59,795
-10,099
| -14% | -$259K |
2017 Q4
2 quarters
|
|
280
Regency Centers
REG
$13.7B
| $1.63M | 0.11% |
+26,233
| New | +$1.54M |
2018 Q2
0 quarters
|
|
281
State Street
STT
$45B
| $1.63M | 0.11% |
17,479
-7,636
| -30% | -$757K |
2017 Q3
3 quarters
|
|
282
Marriott Vacations Worldwide
VAC
$3.8B
| $1.62M | 0.11% |
14,371
+11,024
| +329% | +$1.36M |
2018 Q1
1 quarter
|
|
|
PACW
283
DELISTED
PacWest Bancorp
PACW
| $1.62M | 0.11% |
32,836
+8,088
| +33% | +$423K |
2018 Q1
1 quarter
|
|
284
Williams Companies
WMB
$80.1B
| $1.62M | 0.11% |
59,796
-74,387
| -55% | -$1.96M |
2016 Q4
6 quarters
|
|
|
ATKR
285
DELISTED
Atkore
ATKR
| $1.62M | 0.11% |
77,859
+36,587
| +89% | +$741K |
2017 Q4
2 quarters
|
|
286
Piedmont Realty Trust
PDM
$1.23B
| $1.62M | 0.11% |
+81,138
| New | +$1.5M |
2018 Q2
0 quarters
|
|
287
Columbia Sportswear
COLM
$3.55B
| $1.6M | 0.11% |
+17,542
| New | +$1.5M |
2018 Q2
0 quarters
|
|
288
DELISTED
Exact Sciences
EXAS
| $1.6M | 0.11% |
26,817
+23,452
| +697% | +$1.26M |
2018 Q1
1 quarter
|
|
289
PBF Energy
PBF
$7.97B
| $1.6M | 0.11% |
+38,133
| New | +$1.6M |
2018 Q2
0 quarters
|
|
290
Digital Realty Trust
DLR
$65.9B
| $1.59M | 0.11% |
+14,287
| New | +$1.52M |
2018 Q2
0 quarters
|
|
291
Rambus
RMBS
$7.98B
| $1.59M | 0.11% |
126,564
+122,871
| +3,327% | +$1.66M |
2018 Q1
1 quarter
|
|
292
Edwards Lifesciences
EW
$58.7B
| $1.57M | 0.11% |
32,421
+7,350
| +29% | +$343K |
2017 Q1
5 quarters
|
|
293
NextEra Energy
NEE
$182B
| $1.56M | 0.11% |
+37,412
| New | +$1.51M |
2018 Q2
0 quarters
|
|
294
Blackrock
BLK
$182B
| $1.55M | 0.11% |
+3,115
| New | +$1.65M |
2018 Q2
0 quarters
|
|
|
MDRX
295
DELISTED
Veradigm Inc. Common Stock
MDRX
| $1.54M | 0.1% |
128,432
+93,060
| +263% | +$1.15M |
2018 Q1
1 quarter
|
|
296
Kirby Corp
KEX
$6.39B
| $1.53M | 0.1% |
+18,343
| New | +$1.59M |
2018 Q2
0 quarters
|
|
297
ON Semiconductor
ON
$24.6B
| $1.53M | 0.1% |
+68,827
| New | +$1.66M |
2018 Q2
0 quarters
|
|
298
Diageo
DEO
$55.6B
| $1.5M | 0.1% |
10,445
+6,172
| +144% | +$884K |
2018 Q1
1 quarter
|
|
299
Groupon
GRPN
$630M
| $1.5M | 0.1% |
+17,470
| New | +$1.62M |
2018 Q2
0 quarters
|
|
300
Varonis Systems
VRNS
$5.63B
| $1.5M | 0.1% |
60,231
+53,484
| +793% | +$1.28M |
2017 Q4
2 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.