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 | |
|---|---|---|---|---|---|---|---|
326
DELISTED
CSG Systems International
CSGS
| $1.34M | 0.09% |
32,808
+28,576
| +675% | +$1.21M |
2017 Q4
2 quarters
|
|
327
Kennametal
KMT
$1.77B
| $1.34M | 0.09% |
37,342
+25,472
| +215% | +$979K |
2018 Q1
1 quarter
|
|
328
DELISTED
Unilever NV New York Registry Shares
UN
| $1.33M | 0.09% |
+23,932
| New | +$1.34M |
2018 Q2
0 quarters
|
|
|
NEWR
329
DELISTED
New Relic, Inc.
NEWR
| $1.32M | 0.09% |
13,124
+7,455
| +132% | +$662K |
2018 Q1
1 quarter
|
|
|
DLPH
330
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
| $1.32M | 0.09% |
+28,977
| New | +$1.45M |
2018 Q2
0 quarters
|
|
331
Verizon
VZ
$189B
| $1.31M | 0.09% |
26,047
-155,197
| -86% | -$7.51M |
2017 Q4
2 quarters
|
|
332
DELISTED
Randgold Resources Ltd
GOLD
| $1.3M | 0.09% |
+16,916
| New | +$1.34M |
2018 Q2
0 quarters
|
|
333
Eaton
ETN
$133B
| $1.3M | 0.09% |
17,379
+7,725
| +80% | +$598K |
2017 Q2
4 quarters
|
|
334
Eagle Materials
EXP
$5.66B
| $1.3M | 0.09% |
12,372
+12,071
| +4,010% | +$1.27M |
2017 Q4
2 quarters
|
|
335
IPG Photonics
IPGP
$2.78B
| $1.3M | 0.09% |
5,878
+5,857
| +27,890% | +$1.38M |
2018 Q1
1 quarter
|
|
336
EPAM Systems
EPAM
$8.13B
| $1.29M | 0.09% |
10,408
+5,032
| +94% | +$605K |
2018 Q1
1 quarter
|
|
337
Brighthouse Financial
BHF
$2.45B
| $1.28M | 0.09% |
+32,064
| New | +$1.54M |
2018 Q2
0 quarters
|
|
|
CLR
338
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $1.28M | 0.09% |
+19,836
| New | +$1.28M |
2018 Q2
0 quarters
|
|
339
Voya Financial
VOYA
$8.84B
| $1.28M | 0.09% |
27,316
-2,884
| -10% | -$149K |
2017 Q1
5 quarters
|
|
340
US Foods
USFD
$22.9B
| $1.28M | 0.09% |
33,868
-108,860
| -76% | -$3.85M |
2018 Q1
1 quarter
|
|
|
CONE
341
DELISTED
CyrusOne Inc Common Stock
CONE
| $1.28M | 0.09% |
+21,912
| New | +$1.19M |
2018 Q2
0 quarters
|
|
342
Telephone and Data Systems
TDS
$3.78B
| $1.26M | 0.09% |
46,101
+42,856
| +1,321% | +$1.16M |
2018 Q1
1 quarter
|
|
343
Olin
OLN
$1.97B
| $1.26M | 0.09% |
43,984
+2,382
| +6% | +$74K |
2017 Q4
2 quarters
|
|
344
Penumbra
PEN
$12.6B
| $1.26M | 0.09% |
+9,125
| New | +$1.3M |
2018 Q2
0 quarters
|
|
|
RP
345
DELISTED
RealPage, Inc.
RP
| $1.26M | 0.09% |
+22,824
| New | +$1.29M |
2018 Q2
0 quarters
|
|
346
Gaming and Leisure Properties
GLPI
$11.3B
| $1.25M | 0.09% |
35,030
+3,785
| +12% | +$131K |
2017 Q2
4 quarters
|
|
347
Dick's Sporting Goods
DKS
$13.9B
| $1.25M | 0.09% |
+35,457
| New | +$1.2M |
2018 Q2
0 quarters
|
|
|
DCT
348
DELISTED
DCT Industrial Trust Inc.
DCT
| $1.25M | 0.08% |
18,686
+16,530
| +767% | +$1.04M |
2018 Q1
1 quarter
|
|
349
Barrick Mining
B
$66.8B
| $1.24M | 0.08% |
+94,489
| New | +$1.24M |
2018 Q2
0 quarters
|
|
350
UGI
UGI
$7.94B
| $1.21M | 0.08% |
23,324
-62,273
| -73% | -$3.02M |
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.