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 | |
|---|---|---|---|---|---|---|---|
1201
BHP
BHP
$209B
| – | – |
-8,643
| Closed | -$342K | – |
|
1202
Bank of New York Mellon
BNY
$103B
| – | – |
-36,059
| Closed | -$1.86M | – |
|
1203
Black Hills Corp
BKH
$6.65B
| – | – |
-1,118
| Closed | -$60K | – |
|
1204
Bankunited
BKU
$3.12B
| – | – |
-2,503
| Closed | -$100K | – |
|
1205
DELISTED
bluebird bio
BLUE
| – | – |
-35
| Closed | -$78K | – |
|
1206
Scotiabank
BNS
$114B
| – | – |
-761
| Closed | -$46K | – |
|
1207
Bank of Hawaii
BOH
$2.74B
| – | – |
-5,754
| Closed | -$478K | – |
|
1208
Box
BOX
$5.98B
| – | – |
-4,153
| Closed | -$85K | – |
|
1209
DELISTED
Blueprint Medicines
BPMC
| – | – |
-334
| Closed | -$30K | – |
|
1210
Brown & Brown
BRO
$23.7B
| – | – |
-1,100
| Closed | -$27K | – |
|
1211
Boston Scientific
BSX
$65.4B
| – | – |
-32,334
| Closed | -$883K | – |
|
1212
Blackstone Mortgage Trust
BXMT
$1.83B
| – | – |
-9,963
| Closed | -$313K | – |
|
1213
Neighborhood Intelligence Inc
NXH
$150M
| – | – |
-15,988
| Closed | -$478K | – |
|
1214
Citigroup
C
$206B
| – | – |
-17,551
| Closed | -$1.18M | – |
|
1215
Conagra Brands
CAG
$7.08B
| – | – |
-27,527
| Closed | -$1.02M | – |
|
1216
Chubb
CB
$141B
| – | – |
-14,398
| Closed | -$1.97M | – |
|
1217
CBRE Group
CBRE
$38.8B
| – | – |
-33,085
| Closed | -$1.56M | – |
|
1218
Crown Castle
CCI
$37.9B
| – | – |
-11,316
| Closed | -$1.24M | – |
|
1219
Carnival Corporation Ltd
CCL
$41.3B
| – | – |
-7,137
| Closed | -$468K | – |
|
1220
Cogent Communications
CCOI
$227M
| – | – |
-4,999
| Closed | -$216K | – |
|
1221
COPT Defense Properties
CDP
$3.74B
| – | – |
-44,058
| Closed | -$1.14M | – |
|
1222
Century Aluminum
CENX
$3.63B
| – | – |
-70,731
| Closed | -$1.17M | – |
|
1223
CEVA Inc
CEVA
$769M
| – | – |
-3,351
| Closed | -$121K | – |
|
1224
Capitol Federal Financial
CFFN
$1.06B
| – | – |
-30,910
| Closed | -$381K | – |
|
1225
Church & Dwight Co
CHD
$26.4B
| – | – |
-14,812
| Closed | -$745K | – |
|
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.