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 | |
|---|---|---|---|---|---|---|---|
626
Kinross Gold
KGC
$25.3B
| $403K | 0.03% |
107,281
+24,649
| +30% | +$92.6K |
2017 Q4
2 quarters
|
|
627
National Grid
NGG
$83.7B
| $400K | 0.03% |
8,112
+7,134
| +729% | +$360K |
2017 Q2
4 quarters
|
|
|
ALXN
628
DELISTED
Alexion Pharmaceuticals
ALXN
| $399K | 0.03% |
3,218
-9,546
| -75% | -$1.12M |
2018 Q1
1 quarter
|
|
629
Brandywine Realty Trust
BDN
$529M
| $398K | 0.03% |
23,589
+6,320
| +37% | +$101K |
2018 Q1
1 quarter
|
|
630
TC Energy
TRP
$67B
| $398K | 0.03% |
+9,220
| New | +$392K |
2018 Q2
0 quarters
|
|
631
B&G Foods
BGS
$298M
| $394K | 0.03% |
+13,190
| New | +$354K |
2018 Q2
0 quarters
|
|
|
CMD
632
DELISTED
Cantel Medical Corporation
CMD
| $390K | 0.03% |
+3,971
| New | +$444K |
2018 Q2
0 quarters
|
|
|
FBC
633
DELISTED
Flagstar Bancorp, Inc. New
FBC
| $390K | 0.03% |
+11,396
| New | +$397K |
2018 Q2
0 quarters
|
|
634
MongoDB
MDB
$27.2B
| $389K | 0.03% |
+7,842
| New | +$352K |
2018 Q2
0 quarters
|
|
635
DELISTED
CIRCOR International, Inc
CIR
| $388K | 0.03% |
10,521
+9,921
| +1,654% | +$447K |
2017 Q4
2 quarters
|
|
636
Stifel
SF
$10.9B
| $387K | 0.03% |
16,670
+10,251
| +160% | +$267K |
2017 Q4
2 quarters
|
|
|
WAGE
637
DELISTED
WageWorks, Inc.
WAGE
| $385K | 0.03% |
7,717
-25,824
| -77% | -$1.18M |
2018 Q1
1 quarter
|
|
638
DELISTED
Big Lots, Inc.
BIG
| $380K | 0.03% |
9,105
-16,246
| -64% | -$682K |
2016 Q4
6 quarters
|
|
639
Healthcare Realty
HR
$6.52B
| $379K | 0.03% |
14,070
+10,278
| +271% | +$262K |
2018 Q1
1 quarter
|
|
640
Bright Horizons
BFAM
$2.49B
| $375K | 0.03% |
3,660
+2,248
| +159% | +$226K |
2017 Q4
2 quarters
|
|
641
Hilton Worldwide Holdings Inc. Common Stock
HLT
$83.9B
| $374K | 0.03% |
4,734
-42,218
| -90% | -$3.43M |
2018 Q1
1 quarter
|
|
|
ISBC
642
DELISTED
Investors Bancorp, Inc.
ISBC
| $372K | 0.03% |
+29,147
| New | +$393K |
2018 Q2
0 quarters
|
|
643
DELISTED
BioTelemetry, Inc.
BEAT
| $372K | 0.03% |
+8,268
| New | +$330K |
2018 Q2
0 quarters
|
|
644
Herc Holdings
HRI
$5.82B
| $370K | 0.03% |
6,568
+5,114
| +352% | +$299K |
2017 Q4
2 quarters
|
|
645
Abbott
ABT
$189B
| $368K | 0.03% |
6,036
-103,899
| -95% | -$6.3M |
2018 Q1
1 quarter
|
|
646
Sinclair Inc
SBGI
$1.09B
| $368K | 0.03% |
+11,474
| New | +$343K |
2018 Q2
0 quarters
|
|
|
LSI
647
DELISTED
Life Storage, Inc.
LSI
| $367K | 0.03% |
5,667
-8,273
| -59% | -$500K |
2018 Q1
1 quarter
|
|
648
Baker Hughes
BKR
$49.1B
| $366K | 0.02% |
+11,082
| New | +$376K |
2018 Q2
0 quarters
|
|
649
DELISTED
Conn's Inc.
CONN
| $366K | 0.02% |
11,109
+8,385
| +308% | +$241K |
2016 Q3
7 quarters
|
|
650
Virtu Financial
VIRT
$5.27B
| $365K | 0.02% |
13,760
-17,650
| -56% | -$570K |
2017 Q3
3 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.