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 | |
|---|---|---|---|---|---|---|---|
826
Q2 Holdings
QTWO
$4.58B
| $131K | 0.01% |
+2,304
| New | +$126K |
2018 Q2
0 quarters
|
|
827
TherapeuticsMD
TXMD
$21.4M
| $131K | 0.01% |
421
+253
| +151% | +$77.3K |
2018 Q1
1 quarter
|
|
828
DELISTED
Tupperware Brands Corporation
TUP
| $129K | 0.01% |
3,137
-91
| -3% | -$3.99K |
2017 Q4
2 quarters
|
|
|
ACIA
829
DELISTED
Acacia Communications Inc
ACIA
| $127K | 0.01% |
+3,654
| New | +$119K |
2018 Q2
0 quarters
|
|
|
HSKA
830
DELISTED
Heska Corp
HSKA
| $126K | 0.01% |
+1,222
| New | +$114K |
2018 Q2
0 quarters
|
|
831
DMC Global
BOOM
$164M
| $125K | 0.01% |
+2,792
| New | +$108K |
2018 Q2
0 quarters
|
|
832
DELISTED
Apellis Pharmaceuticals
APLS
| $123K | 0.01% |
+5,631
| New | +$129K |
2018 Q2
0 quarters
|
|
833
Telefônica Brasil
VIV
$19.6B
| $122K | 0.01% |
+10,284
| New | +$136K |
2018 Q2
0 quarters
|
|
834
Varex Imaging
VREX
$781M
| $122K | 0.01% |
+3,309
| New | +$122K |
2018 Q2
0 quarters
|
|
|
AHL
835
DELISTED
ASPEN Insurance Holding Limited
AHL
| $122K | 0.01% |
+3,002
| New | +$130K |
2018 Q2
0 quarters
|
|
836
McGrath RentCorp
MGRC
$3.14B
| $121K | 0.01% |
+1,915
| New | +$118K |
2018 Q2
0 quarters
|
|
837
Plains GP Holdings
PAGP
$5.13B
| $121K | 0.01% |
5,094
+1,553
| +44% | +$38K |
2018 Q1
1 quarter
|
|
838
Grupo Supervielle
SUPV
$510M
| $121K | 0.01% |
11,491
+6,546
| +132% | +$143K |
2017 Q3
3 quarters
|
|
839
WesBanco
WSBC
$3.72B
| $121K | 0.01% |
+2,697
| New | +$122K |
2018 Q2
0 quarters
|
|
840
DELISTED
Cadence Bancorporation
CADE
| $121K | 0.01% |
+4,196
| New | +$122K |
2018 Q2
0 quarters
|
|
|
ADAP
841
DELISTED
Adaptimmune Therapeutics
ADAP
| $120K | 0.01% |
+10,189
| New | +$127K |
2018 Q2
0 quarters
|
|
842
Dolby
DLB
$6.06B
| $120K | 0.01% |
+1,960
| New | +$125K |
2018 Q2
0 quarters
|
|
|
CRAY
843
DELISTED
Cray, Inc.
CRAY
| $120K | 0.01% |
+4,882
| New | +$122K |
2018 Q2
0 quarters
|
|
844
Ascendis Pharma A/S
ASND
$17.1B
| $119K | 0.01% |
1,789
-1,504
| -46% | -$98.9K |
2018 Q1
1 quarter
|
|
845
Sturm, Ruger & Co
RGR
$844M
| $118K | 0.01% |
+2,108
| New | +$123K |
2018 Q2
0 quarters
|
|
846
DELISTED
Sandy Spring Bancorp Inc
SASR
| $118K | 0.01% |
2,888
+2,621
| +982% | +$107K |
2018 Q1
1 quarter
|
|
847
Nomad Foods
NOMD
$1.63B
| $117K | 0.01% |
6,122
-6,068
| -50% | -$105K |
2017 Q2
4 quarters
|
|
848
E.W. Scripps
SSP
$350M
| $117K | 0.01% |
8,793
-25,959
| -75% | -$323K |
2017 Q4
2 quarters
|
|
|
RETA
849
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
| $117K | 0.01% |
+3,352
| New | +$102K |
2018 Q2
0 quarters
|
|
850
Applied Industrial Technologies
AIT
$11B
| $115K | 0.01% |
+1,653
| New | +$117K |
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.