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 | |
|---|---|---|---|---|---|---|---|
426
Archrock
AROC
$4.83B
| $876K | 0.06% |
73,033
+58,933
| +418% | +$652K |
2018 Q1
1 quarter
|
|
|
MIME
427
DELISTED
Mimecast Limited
MIME
| $874K | 0.06% |
21,215
+17,784
| +518% | +$724K |
2017 Q2
4 quarters
|
|
428
Kosmos Energy
KOS
$1.26B
| $870K | 0.06% |
105,287
+86,000
| +446% | +$628K |
2017 Q4
2 quarters
|
|
429
Nektar Therapeutics
NKTR
$1.27B
| $869K | 0.06% |
+1,188
| New | +$1.37M |
2018 Q2
0 quarters
|
|
|
UMPQ
430
DELISTED
Umpqua Holdings Corp
UMPQ
| $868K | 0.06% |
+38,448
| New | +$898K |
2018 Q2
0 quarters
|
|
431
Conduent
CNDT
$221M
| $862K | 0.06% |
47,450
-51,756
| -52% | -$999K |
2018 Q1
1 quarter
|
|
|
SODA
432
DELISTED
SodaStream International Ltd
SODA
| $861K | 0.06% |
+10,102
| New | +$913K |
2018 Q2
0 quarters
|
|
433
Rio Tinto
RIO
$136B
| $854K | 0.06% |
15,403
-20,648
| -57% | -$1.16M |
2018 Q1
1 quarter
|
|
434
Curtiss-Wright
CW
$16.8B
| $853K | 0.06% |
7,169
+7,033
| +5,171% | +$917K |
2017 Q4
2 quarters
|
|
435
Broadridge
BR
$21.5B
| $847K | 0.06% |
+7,363
| New | +$831K |
2018 Q2
0 quarters
|
|
436
Eli Lilly
LLY
$1.21T
| $847K | 0.06% |
9,928
-18,207
| -65% | -$1.5M |
2017 Q4
2 quarters
|
|
437
TD Synnex
SNX
$17.4B
| $844K | 0.06% |
+17,492
| New | +$933K |
2018 Q2
0 quarters
|
|
438
Gildan
GIL
$6.44B
| $841K | 0.06% |
29,888
+32
| +0.1% | +$928 |
2017 Q2
4 quarters
|
|
|
FSCT
439
DELISTED
ForeScout Technologies, Inc. Common Stock
FSCT
| $841K | 0.06% |
+24,564
| New | +$798K |
2018 Q2
0 quarters
|
|
440
DELISTED
Synovus
SNV
| $836K | 0.06% |
15,836
+6,412
| +68% | +$341K |
2017 Q3
3 quarters
|
|
441
Toro Company
TTC
$9.9B
| $836K | 0.06% |
+13,880
| New | +$836K |
2018 Q2
0 quarters
|
|
|
MBT
442
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
| $832K | 0.06% |
94,259
+65,723
| +230% | +$651K |
2018 Q1
1 quarter
|
|
443
DELISTED
Instructure, Inc.
INST
| $823K | 0.06% |
19,358
+14,899
| +334% | +$629K |
2017 Q2
4 quarters
|
|
444
DELISTED
Coterra Energy
CTRA
| $819K | 0.06% |
34,445
-2,617
| -7% | -$61.1K |
2018 Q1
1 quarter
|
|
445
Uniti Group
UNIT
$1.27B
| $819K | 0.06% |
+40,902
| New | +$796K |
2018 Q2
0 quarters
|
|
|
TCO
446
DELISTED
Taubman Centers Inc.
TCO
| $816K | 0.06% |
13,894
+5,729
| +70% | +$322K |
2018 Q1
1 quarter
|
|
447
Aimco
AIV
$225M
| $815K | 0.06% |
+144,724
| New | +$786K |
2018 Q2
0 quarters
|
|
448
F5
FFIV
$17.7B
| $811K | 0.06% |
+4,704
| New | +$784K |
2018 Q2
0 quarters
|
|
|
CJ
449
DELISTED
C&J Energy Services, Inc.
CJ
| $808K | 0.06% |
+34,259
| New | +$941K |
2018 Q2
0 quarters
|
|
450
International Flavors & Fragrances
IFF
$20.7B
| $805K | 0.05% |
6,499
-3,456
| -35% | -$452K |
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.