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 | |
|---|---|---|---|---|---|---|---|
776
DELISTED
Beazer Homes USA
BZH
| $160K | 0.01% |
10,878
-25,894
| -70% | -$398K |
2017 Q4
2 quarters
|
|
777
Gerdau
GGB
$9B
| $160K | 0.01% |
+57,092
| New | +$199K |
2018 Q2
0 quarters
|
|
778
Thomson Reuters
TRI
$47.2B
| $160K | 0.01% |
3,429
-11,266
| -77% | -$518K |
2017 Q1
5 quarters
|
|
779
Hanmi Financial
HAFC
$960M
| $159K | 0.01% |
+5,629
| New | +$167K |
2018 Q2
0 quarters
|
|
780
Brady Corp
BRC
$3.72B
| $158K | 0.01% |
4,117
+2,151
| +109% | +$82.6K |
2018 Q1
1 quarter
|
|
781
Evolus
EOLS
$491M
| $158K | 0.01% |
+5,663
| New | +$100K |
2018 Q2
0 quarters
|
|
782
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
| $156K | 0.01% |
+9,503
| New | +$152K |
2018 Q2
0 quarters
|
|
|
DRNA
783
DELISTED
Dicerna Pharmaceuticals, Inc.
DRNA
| $156K | 0.01% |
+12,807
| New | +$161K |
2018 Q2
0 quarters
|
|
784
Agree Realty
ADC
$9.08B
| $154K | 0.01% |
2,920
+1,460
| +100% | +$74.4K |
2018 Q1
1 quarter
|
|
|
RDS.B
785
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
| $154K | 0.01% |
2,120
-4
| -0.2% | -$288 |
2015 Q2
12 quarters
|
|
786
Nu Skin
NUS
$189M
| $153K | 0.01% |
1,962
-109
| -5% | -$8.44K |
2017 Q3
3 quarters
|
|
787
DELISTED
CyberArk
CYBR
| $152K | 0.01% |
+2,417
| New | +$141K |
2018 Q2
0 quarters
|
|
|
BPFH
788
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
| $152K | 0.01% |
9,610
+8,575
| +829% | +$141K |
2017 Q3
3 quarters
|
|
789
Macy's
M
$6.49B
| $151K | 0.01% |
+4,042
| New | +$135K |
2018 Q2
0 quarters
|
|
790
Wabash National
WNC
$490M
| $151K | 0.01% |
+8,126
| New | +$165K |
2018 Q2
0 quarters
|
|
791
Rhythm Pharmaceuticals
RYTM
$7.78B
| $150K | 0.01% |
+4,826
| New | +$132K |
2018 Q2
0 quarters
|
|
|
IO
792
DELISTED
ION Geophysical Corporation
IO
| $150K | 0.01% |
6,185
+5,274
| +579% | +$137K |
2018 Q1
1 quarter
|
|
793
Adamas Trust
ADAM
$481M
| $148K | 0.01% |
+6,194
| New | +$151K |
2018 Q2
0 quarters
|
|
|
CXP
794
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
| $148K | 0.01% |
6,560
-33,229
| -84% | -$720K |
2018 Q1
1 quarter
|
|
795
OR Royalties Inc
OR
$6.67B
| $147K | 0.01% |
15,525
+10,779
| +227% | +$107K |
2018 Q1
1 quarter
|
|
796
Kemper
KMPR
$2.05B
| $146K | 0.01% |
1,941
+1,252
| +182% | +$88K |
2018 Q1
1 quarter
|
|
797
Credicorp
BAP
$29.3B
| $145K | 0.01% |
+648
| New | +$147K |
2018 Q2
0 quarters
|
|
798
LKQ Corp
LKQ
$5.05B
| $145K | 0.01% |
4,551
-83,539
| -95% | -$2.79M |
2017 Q4
2 quarters
|
|
|
STOR
799
DELISTED
STORE Capital Corporation
STOR
| $145K | 0.01% |
+5,324
| New | +$138K |
2018 Q2
0 quarters
|
|
800
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
| $145K | 0.01% |
+5,934
| New | +$145K |
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.