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 | |
|---|---|---|---|---|---|---|---|
601
Sunstone Hotel Investors
SHO
$2.26B
| $442K | 0.03% |
+26,630
| New | +$433K |
2018 Q2
0 quarters
|
|
|
WLL
602
DELISTED
Whiting Petroleum Corporation
WLL
| $441K | 0.03% |
+112
| New | +$387K |
2018 Q2
0 quarters
|
|
603
Sarepta Therapeutics
SRPT
$1.79B
| $440K | 0.03% |
+3,334
| New | +$314K |
2018 Q2
0 quarters
|
|
604
lululemon athletica
LULU
$12.4B
| $438K | 0.03% |
+3,511
| New | +$374K |
2018 Q2
0 quarters
|
|
605
Simpson Manufacturing
SSD
$8.18B
| $438K | 0.03% |
7,055
-17,440
| -71% | -$1.06M |
2018 Q1
1 quarter
|
|
606
Old Republic International
ORI
$9.6B
| $437K | 0.03% |
+21,961
| New | +$460K |
2018 Q2
0 quarters
|
|
607
UDR
UDR
$11.6B
| $433K | 0.03% |
+11,548
| New | +$418K |
2018 Q2
0 quarters
|
|
608
TransUnion
TRU
$15.6B
| $432K | 0.03% |
6,041
-27,015
| -82% | -$1.8M |
2017 Q4
2 quarters
|
|
609
Archer Daniels Midland
ADM
$33.8B
| $430K | 0.03% |
9,401
+2,212
| +31% | +$99.3K |
2018 Q1
1 quarter
|
|
610
Churchill Downs
CHDN
$6.9B
| $429K | 0.03% |
8,688
-31,650
| -78% | -$1.48M |
2018 Q1
1 quarter
|
|
611
CNH Industrial
CNH
$20.1B
| $429K | 0.03% |
46,856
+37,758
| +415% | +$392K |
2017 Q3
3 quarters
|
|
|
SOGO
612
DELISTED
Sogou Inc. American Depositary Shares, each representing one Class A Ordinary Share
SOGO
| $428K | 0.03% |
+37,518
| New | +$374K |
2018 Q2
0 quarters
|
|
613
Terreno Realty
TRNO
$7.39B
| $427K | 0.03% |
11,344
+5,553
| +96% | +$204K |
2017 Q2
4 quarters
|
|
614
O-I Glass
OI
$796M
| $426K | 0.03% |
+25,370
| New | +$490K |
2018 Q2
0 quarters
|
|
615
Illumina
ILMN
$32.2B
| $425K | 0.03% |
1,567
-2,418
| -61% | -$615K |
2018 Q1
1 quarter
|
|
616
MDU Resources
MDU
$4.15B
| $425K | 0.03% |
+39,059
| New | +$417K |
2018 Q2
0 quarters
|
|
|
PGRE
617
DELISTED
Paramount Group
PGRE
| $425K | 0.03% |
+27,657
| New | +$408K |
2018 Q2
0 quarters
|
|
618
CubeSmart
CUBE
$10.1B
| $423K | 0.03% |
13,147
-49,412
| -79% | -$1.48M |
2017 Q2
4 quarters
|
|
|
TIVO
619
DELISTED
Tivo Inc
TIVO
| $423K | 0.03% |
31,517
+25,772
| +449% | +$365K |
2016 Q4
6 quarters
|
|
620
Brookdale Senior Living
BKD
$2.21B
| $421K | 0.03% |
46,377
+41,958
| +949% | +$326K |
2017 Q2
4 quarters
|
|
621
8x8 Inc
EGHT
$336M
| $420K | 0.03% |
+20,971
| New | +$418K |
2018 Q2
0 quarters
|
|
622
LPL Financial
LPLA
$23.5B
| $420K | 0.03% |
6,411
+2,621
| +69% | +$172K |
2018 Q1
1 quarter
|
|
623
Rogers Corp
ROG
$2.33B
| $415K | 0.03% |
3,726
-2,523
| -40% | -$295K |
2018 Q1
1 quarter
|
|
624
Itron
ITRI
$4.32B
| $414K | 0.03% |
+6,897
| New | +$437K |
2018 Q2
0 quarters
|
|
625
Oil States International
OIS
$508M
| $411K | 0.03% |
12,830
+5,777
| +82% | +$194K |
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.