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 | |
|---|---|---|---|---|---|---|---|
1051
Chimera Investment
CIM
$567M
| $29K | ﹤0.01% |
+544
| New | +$29.4K |
2018 Q2
0 quarters
|
|
1052
Manulife Financial
MFC
$73.5B
| $29K | ﹤0.01% |
+1,652
| New | +$31.1K |
2018 Q2
0 quarters
|
|
1053
Marcus & Millichap
MMI
$942M
| $29K | ﹤0.01% |
+750
| New | +$27.7K |
2018 Q2
0 quarters
|
|
1054
Seabridge Gold
SA
$2.74B
| $29K | ﹤0.01% |
2,623
+927
| +55% | +$10K |
2016 Q4
6 quarters
|
|
1055
DELISTED
Radius Health, Inc.
RDUS
| $29K | ﹤0.01% |
+1,000
| New | +$31.6K |
2018 Q2
0 quarters
|
|
1056
Quest Diagnostics
DGX
$28.5B
| $28K | ﹤0.01% |
259
-26,990
| -99% | -$2.81M |
2017 Q3
3 quarters
|
|
1057
National Presto Industries
NPK
$1.02B
| $28K | ﹤0.01% |
228
-14
| -6% | -$1.51K |
2018 Q1
1 quarter
|
|
1058
ArcBest
ARCB
$3B
| $27K | ﹤0.01% |
599
-6,311
| -91% | -$260K |
2018 Q1
1 quarter
|
|
1059
BP
BP
$117B
| $26K | ﹤0.01% |
+625
| New | +$26.3K |
2018 Q2
0 quarters
|
|
1060
Santander
BSBR
$36.7B
| $26K | ﹤0.01% |
+3,715
| New | +$34.7K |
2018 Q2
0 quarters
|
|
1061
Cabot Corp
CBT
$3.71B
| $26K | ﹤0.01% |
432
-4,098
| -90% | -$243K |
2018 Q1
1 quarter
|
|
1062
DELISTED
Tile Shop Holdings
TTSH
| $26K | ﹤0.01% |
3,504
-5,414
| -61% | -$37.5K |
2017 Q1
5 quarters
|
|
1063
Assembly Biosciences
ASMB
$455M
| $25K | ﹤0.01% |
55
-207
| -79% | -$109K |
2018 Q1
1 quarter
|
|
1064
Target
TGT
$73.9B
| $25K | ﹤0.01% |
335
-34,362
| -99% | -$2.53M |
2018 Q1
1 quarter
|
|
1065
Encore Capital Group
ECPG
$2.34B
| $24K | ﹤0.01% |
680
+480
| +240% | +$20.2K |
2017 Q4
2 quarters
|
|
|
BFX
1066
DELISTED
BowFlex Inc.
BFX
| $24K | ﹤0.01% |
1,562
-600
| -28% | -$9.1K |
2017 Q2
4 quarters
|
|
1067
DELISTED
Education Realty Trust Inc
EDR
| $24K | ﹤0.01% |
600
-7,941
| -93% | -$283K |
2018 Q1
1 quarter
|
|
1068
Petrobras Class A
PBR.A
$101B
| $23K | ﹤0.01% |
2,641
-5,078
| -66% | -$57.6K |
2017 Q4
2 quarters
|
|
1069
Preferred Bank
PFBC
$1.22B
| $23K | ﹤0.01% |
375
+123
| +49% | +$7.95K |
2018 Q1
1 quarter
|
|
1070
DELISTED
R1 RCM Inc. Common Stock
RCM
| $23K | ﹤0.01% |
+2,693
| New | +$21.8K |
2018 Q2
0 quarters
|
|
|
MRTX
1071
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
| $23K | ﹤0.01% |
470
-4,654
| -91% | -$176K |
2018 Q1
1 quarter
|
|
|
WAIR
1072
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
| $23K | ﹤0.01% |
+2,111
| New | +$23K |
2018 Q2
0 quarters
|
|
1073
CACI
CACI
$14.3B
| $22K | ﹤0.01% |
134
-520
| -80% | -$83.9K |
2017 Q4
2 quarters
|
|
1074
ICF International
ICFI
$1.49B
| $22K | ﹤0.01% |
+313
| New | +$21.2K |
2018 Q2
0 quarters
|
|
1075
Texas Capital Bancshares, Inc. Common Stock, par value $0.01 per share
TXCP
$4.33B
| $22K | ﹤0.01% |
+242
| New | +$23.5K |
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.