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 | |
|---|---|---|---|---|---|---|---|
751
UroGen Pharma
URGN
$1.28B
| $183K | 0.01% |
3,687
+169
| +5% | +$9.8K |
2018 Q1
1 quarter
|
|
752
Exelixis
EXEL
$17.3B
| $182K | 0.01% |
8,500
-15,807
| -65% | -$327K |
2018 Q1
1 quarter
|
|
753
Markel Group
MKL
$24.1B
| $181K | 0.01% |
167
+159
| +1,988% | +$180K |
2014 Q3
15 quarters
|
|
754
AstraZeneca
AZN
$288B
| $177K | 0.01% |
+2,529
| New | +$182K |
2018 Q2
0 quarters
|
|
|
GWB
755
DELISTED
Great Western Bancorp, Inc.
GWB
| $177K | 0.01% |
4,226
+3,555
| +530% | +$150K |
2017 Q1
5 quarters
|
|
|
MNK
756
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $177K | 0.01% |
+9,492
| New | +$151K |
2018 Q2
0 quarters
|
|
|
QCP
757
DELISTED
Quality Care Properties, Inc.
QCP
| $175K | 0.01% |
+8,182
| New | +$173K |
2018 Q2
0 quarters
|
|
758
Redwood Trust
RWT
$345M
| $174K | 0.01% |
10,583
+9,764
| +1,192% | +$157K |
2018 Q1
1 quarter
|
|
759
Vanda Pharmaceuticals
VNDA
$251M
| $173K | 0.01% |
+9,092
| New | +$152K |
2018 Q2
0 quarters
|
|
760
The Marzetti Company
MZTI
$3.04B
| $172K | 0.01% |
1,249
-1,965
| -61% | -$252K |
2016 Q4
6 quarters
|
|
761
Energous
WATT
$49.7M
| $172K | 0.01% |
19
+11
| +138% | +$116K |
2018 Q1
1 quarter
|
|
|
SWCH
762
DELISTED
Switch, Inc. Class A Common Stock
SWCH
| $171K | 0.01% |
14,053
+13,137
| +1,434% | +$180K |
2018 Q1
1 quarter
|
|
763
TripAdvisor
TRIP
$880M
| $170K | 0.01% |
+3,054
| New | +$146K |
2018 Q2
0 quarters
|
|
764
First Financial Bancorp
FFBC
$3.44B
| $166K | 0.01% |
+5,428
| New | +$170K |
2018 Q2
0 quarters
|
|
|
WFT
765
DELISTED
Weatherford International plc
WFT
| $166K | 0.01% |
50,496
-19,304
| -28% | -$60.1K |
2018 Q1
1 quarter
|
|
766
ATI
ATI
$25.5B
| $165K | 0.01% |
+6,584
| New | +$178K |
2018 Q2
0 quarters
|
|
767
Americold
COLD
$4.62B
| $165K | 0.01% |
+7,529
| New | +$158K |
2018 Q2
0 quarters
|
|
768
Galicia Financial Group
GGAL
$4.8B
| $165K | 0.01% |
+5,011
| New | +$258K |
2018 Q2
0 quarters
|
|
769
LTC Properties
LTC
$2.47B
| $165K | 0.01% |
3,883
+3,687
| +1,881% | +$145K |
2017 Q3
3 quarters
|
|
770
Alarm.com
ALRM
$3.25B
| $164K | 0.01% |
4,069
-15,128
| -79% | -$628K |
2017 Q3
3 quarters
|
|
771
Jack in the Box
JACK
$278M
| $164K | 0.01% |
1,938
-37,715
| -95% | -$3.26M |
2017 Q4
2 quarters
|
|
|
FPRX
772
DELISTED
Five Prime Therapeutics, Inc.
FPRX
| $164K | 0.01% |
10,430
+3,083
| +42% | +$53.8K |
2017 Q1
5 quarters
|
|
773
Cronos Group
CRON
$1.26B
| $162K | 0.01% |
+24,918
| New | +$163K |
2018 Q2
0 quarters
|
|
774
LCI Industries
LCII
$2.37B
| $162K | 0.01% |
+1,807
| New | +$168K |
2018 Q2
0 quarters
|
|
775
POSCO
PKX
$15.4B
| $161K | 0.01% |
+2,180
| New | +$176K |
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.