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 | |
|---|---|---|---|---|---|---|---|
551
Rayonier Advanced Materials
RYAM
$374M
| $537K | 0.04% |
31,471
+7,715
| +32% | +$149K |
2018 Q1
1 quarter
|
|
|
AYR
552
DELISTED
Aircastle Ltd
AYR
| $537K | 0.04% |
+26,236
| New | +$547K |
2018 Q2
0 quarters
|
|
|
QEP
553
DELISTED
QEP RESOURCES, INC.
QEP
| $536K | 0.04% |
+43,752
| New | +$520K |
2018 Q2
0 quarters
|
|
554
Helmerich & Payne
HP
$3.66B
| $524K | 0.04% |
+8,219
| New | +$559K |
2018 Q2
0 quarters
|
|
555
First Horizon
FHN
$11.1B
| $521K | 0.04% |
29,226
+3,156
| +12% | +$59.4K |
2017 Q4
2 quarters
|
|
556
Usana Health Sciences
USNA
$237M
| $518K | 0.04% |
4,495
+4,464
| +14,400% | +$488K |
2017 Q3
3 quarters
|
|
557
Ichor Holdings
ICHR
$1.41B
| $513K | 0.03% |
+24,200
| New | +$578K |
2018 Q2
0 quarters
|
|
558
Jacobs Solutions
J
$18.4B
| $513K | 0.03% |
9,781
-17,246
| -64% | -$887K |
2017 Q3
3 quarters
|
|
559
Peabody Energy
BTU
$2.06B
| $511K | 0.03% |
11,249
-57,130
| -84% | -$2.34M |
2017 Q2
4 quarters
|
|
|
PEI
560
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
| $505K | 0.03% |
+3,064
| New | +$478K |
2018 Q2
0 quarters
|
|
|
RPAI
561
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
| $504K | 0.03% |
39,451
+4,914
| +14% | +$58.8K |
2016 Q4
6 quarters
|
|
562
RLJ Lodging Trust
RLJ
$2.01B
| $502K | 0.03% |
+22,805
| New | +$493K |
2018 Q2
0 quarters
|
|
563
iQIYI
IQ
$931M
| $501K | 0.03% |
+15,514
| New | +$378K |
2018 Q2
0 quarters
|
|
564
Kimco Realty
KIM
$17B
| $500K | 0.03% |
29,460
-990
| -3% | -$14.9K |
2017 Q4
2 quarters
|
|
565
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $499K | 0.03% |
+19,432
| New | +$569K |
2018 Q2
0 quarters
|
|
566
Sociedad Química y Minera de Chile
SQM
$15.6B
| $498K | 0.03% |
+10,383
| New | +$545K |
2018 Q2
0 quarters
|
|
567
Invesco Mortgage Capital
IVR
$563M
| $494K | 0.03% |
3,110
+2,093
| +206% | +$340K |
2018 Q1
1 quarter
|
|
|
STAY
568
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
| $492K | 0.03% |
+22,807
| New | +$467K |
2018 Q2
0 quarters
|
|
569
Hain Celestial
HAIN
$12.2M
| $491K | 0.03% |
16,486
-4,198
| -20% | -$120K |
2018 Q1
1 quarter
|
|
|
VVC
570
DELISTED
Vectren Corporation
VVC
| $489K | 0.03% |
+6,844
| New | +$473K |
2018 Q2
0 quarters
|
|
|
DISH
571
DELISTED
DISH Network Corp.
DISH
| $489K | 0.03% |
14,572
-15,249
| -51% | -$520K |
2018 Q1
1 quarter
|
|
572
DELISTED
REV Group
REVG
| $488K | 0.03% |
28,734
-7,246
| -20% | -$128K |
2018 Q1
1 quarter
|
|
573
Appian
APPN
$3.83B
| $487K | 0.03% |
+13,480
| New | +$418K |
2018 Q2
0 quarters
|
|
574
Laureate Education
LAUR
$4.83B
| $487K | 0.03% |
+34,008
| New | +$502K |
2018 Q2
0 quarters
|
|
|
FCE.A
575
DELISTED
Forest City Realty Trust, Inc.
FCE.A
| $487K | 0.03% |
21,391
-5,556
| -21% | -$114K |
2017 Q2
4 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.