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 | |
|---|---|---|---|---|---|---|---|
576
Honda
HMC
$43.3B
| $486K | 0.03% |
+16,628
| New | +$547K |
2018 Q2
0 quarters
|
|
|
COL
577
DELISTED
Rockwell Collins
COL
| $486K | 0.03% |
+3,609
| New | +$488K |
2018 Q2
0 quarters
|
|
578
ABM Industries
ABM
$3.18B
| $484K | 0.03% |
+16,609
| New | +$512K |
2018 Q2
0 quarters
|
|
579
iRhythm Holdings
IRTC
$2.94B
| $484K | 0.03% |
5,968
+5,684
| +2,001% | +$397K |
2017 Q4
2 quarters
|
|
580
Unilever
UL
$142B
| $479K | 0.03% |
+7,716
| New | +$479K |
2018 Q2
0 quarters
|
|
581
FerroAtlántica
GSM
$536M
| $478K | 0.03% |
55,854
+7,691
| +16% | +$80.8K |
2018 Q1
1 quarter
|
|
582
Alamos Gold
AGI
$12.6B
| $476K | 0.03% |
83,678
-50,536
| -38% | -$278K |
2017 Q4
2 quarters
|
|
583
Arrow Electronics
ARW
$10B
| $472K | 0.03% |
6,274
+4,333
| +223% | +$330K |
2017 Q3
3 quarters
|
|
584
MFA Financial
MFA
$590M
| $471K | 0.03% |
+15,542
| New | +$475K |
2018 Q2
0 quarters
|
|
585
Booz Allen Hamilton
BAH
$10.3B
| $470K | 0.03% |
10,750
+1,261
| +13% | +$52.9K |
2016 Q2
8 quarters
|
|
586
Evercore
EVR
$11.3B
| $470K | 0.03% |
+4,459
| New | +$460K |
2018 Q2
0 quarters
|
|
|
GCP
587
DELISTED
GCP Applied Technologies Inc.
GCP
| $469K | 0.03% |
16,203
+9,453
| +140% | +$286K |
2018 Q1
1 quarter
|
|
|
CRZO
588
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $468K | 0.03% |
+16,838
| New | +$388K |
2018 Q2
0 quarters
|
|
589
T-Mobile US
TMUS
$182B
| $467K | 0.03% |
7,822
-29,915
| -79% | -$1.77M |
2017 Q2
4 quarters
|
|
590
DELISTED
ProAssurance
PRA
| $464K | 0.03% |
13,095
+7,195
| +122% | +$301K |
2017 Q3
3 quarters
|
|
591
Four Corners Property Trust
FCPT
$2.57B
| $461K | 0.03% |
18,724
-19,178
| -51% | -$439K |
2017 Q3
3 quarters
|
|
592
Red Robin
RRGB
$170M
| $459K | 0.03% |
+9,853
| New | +$558K |
2018 Q2
0 quarters
|
|
593
Clean Harbors
CLH
$15.3B
| $454K | 0.03% |
+8,185
| New | +$420K |
2018 Q2
0 quarters
|
|
|
WIFI
594
DELISTED
Boingo Wireless, Inc.
WIFI
| $454K | 0.03% |
20,127
+16,524
| +459% | +$378K |
2018 Q1
1 quarter
|
|
595
DELISTED
Vista Outdoor Inc.
VSTO
| $453K | 0.03% |
+29,245
| New | +$468K |
2018 Q2
0 quarters
|
|
596
Teledyne Technologies
TDY
$30.2B
| $452K | 0.03% |
2,271
+421
| +23% | +$83.1K |
2017 Q4
2 quarters
|
|
597
Pultegroup
PHM
$23.8B
| $450K | 0.03% |
15,671
-54,025
| -78% | -$1.63M |
2017 Q4
2 quarters
|
|
598
WPP
WPP
$6.02B
| $446K | 0.03% |
5,680
+3,100
| +120% | +$257K |
2017 Q1
5 quarters
|
|
|
VNTR
599
DELISTED
Venator Materials PLC
VNTR
| $445K | 0.03% |
27,227
-24,344
| -47% | -$434K |
2017 Q4
2 quarters
|
|
600
Rapid7
RPD
$1.01B
| $442K | 0.03% |
+15,673
| New | +$466K |
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.