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 | |
|---|---|---|---|---|---|---|---|
351
United Rentals
URI
$65.4B
| $1.21M | 0.08% |
8,230
-24,434
| -75% | -$3.99M |
2018 Q1
1 quarter
|
|
352
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $1.21M | 0.08% |
27,837
+10,756
| +63% | +$467K |
2017 Q3
3 quarters
|
|
353
Trane Technologies
TT
$87.9B
| $1.21M | 0.08% |
13,444
+2,672
| +25% | +$235K |
2017 Q3
3 quarters
|
|
354
Fifth Third Bancorp
FITB
$47.9B
| $1.2M | 0.08% |
+41,748
| New | +$1.33M |
2018 Q2
0 quarters
|
|
355
Murphy Oil
MUR
$5.16B
| $1.18M | 0.08% |
34,980
-27,572
| -44% | -$850K |
2017 Q4
2 quarters
|
|
356
Mondelez International
MDLZ
$83.6B
| $1.18M | 0.08% |
28,794
-82,167
| -74% | -$3.3M |
2017 Q4
2 quarters
|
|
|
ILG
357
DELISTED
ILG, Inc Common Stock
ILG
| $1.18M | 0.08% |
35,634
+24,016
| +207% | +$801K |
2018 Q1
1 quarter
|
|
358
Crane NXT
CXT
$3.31B
| $1.17M | 0.08% |
42,126
+3,055
| +8% | +$92K |
2017 Q3
3 quarters
|
|
359
YPF Sociedad Anonima ADS
YPF
$15.2B
| $1.17M | 0.08% |
86,013
+71,021
| +474% | +$1.39M |
2015 Q3
11 quarters
|
|
360
Dave & Buster's
PLAY
$272M
| $1.17M | 0.08% |
24,515
+5,566
| +29% | +$246K |
2018 Q1
1 quarter
|
|
|
PF
361
DELISTED
Pinnacle Foods, Inc.
PF
| $1.16M | 0.08% |
17,796
-17,172
| -49% | -$1.06M |
2017 Q1
5 quarters
|
|
362
Kite Realty
KRG
$5.04B
| $1.15M | 0.08% |
67,620
+38,438
| +132% | +$596K |
2017 Q3
3 quarters
|
|
363
Manitowoc
MTW
$809M
| $1.15M | 0.08% |
+44,515
| New | +$1.18M |
2018 Q2
0 quarters
|
|
364
BWX Technologies
BWXT
$11B
| $1.15M | 0.08% |
18,415
+12,355
| +204% | +$822K |
2018 Q1
1 quarter
|
|
365
Callaway Golf Company
CALY
$3B
| $1.14M | 0.08% |
+60,297
| New | +$1.1M |
2018 Q2
0 quarters
|
|
366
Allstate
ALL
$63.1B
| $1.14M | 0.08% |
12,503
+691
| +6% | +$65.7K |
2018 Q1
1 quarter
|
|
367
Heron Therapeutics
HRTX
$55.6M
| $1.14M | 0.08% |
29,379
+25,136
| +592% | +$800K |
2018 Q1
1 quarter
|
|
368
STMicroelectronics
STM
$37.3B
| $1.14M | 0.08% |
+51,627
| New | +$1.2M |
2018 Q2
0 quarters
|
|
369
Rexford Industrial Realty
REXR
$8.02B
| $1.12M | 0.08% |
+35,713
| New | +$1.09M |
2018 Q2
0 quarters
|
|
370
Cincinnati Financial
CINF
$28.5B
| $1.12M | 0.08% |
+16,697
| New | +$1.19M |
2018 Q2
0 quarters
|
|
371
Cathay General Bancorp
CATY
$4.28B
| $1.11M | 0.08% |
27,352
+19,427
| +245% | +$805K |
2018 Q1
1 quarter
|
|
372
Axalta
AXTA
$7.8B
| $1.1M | 0.07% |
+36,145
| New | +$1.13M |
2018 Q2
0 quarters
|
|
373
Costco
COST
$467B
| $1.09M | 0.07% |
+5,231
| New | +$1.03M |
2018 Q2
0 quarters
|
|
374
JPMorgan Chase
JPM
$888B
| $1.09M | 0.07% |
10,474
+6,313
| +152% | +$693K |
2018 Q1
1 quarter
|
|
375
Abercrombie & Fitch
ANF
$6.35B
| $1.09M | 0.07% |
+44,448
| New | +$1.16M |
2018 Q2
0 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.