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 | |
|---|---|---|---|---|---|---|---|
|
AVTA
851
DELISTED
Avantax, Inc. Common Stock
AVTA
| $115K | 0.01% |
+3,114
| New | +$100K |
2018 Q2
0 quarters
|
|
|
ARGO
852
DELISTED
Argo Group International Holdings, Ltd.
ARGO
| $115K | 0.01% |
+1,988
| New | +$119K |
2018 Q2
0 quarters
|
|
853
Metallus
MTUS
$725M
| $114K | 0.01% |
+6,988
| New | +$120K |
2018 Q2
0 quarters
|
|
854
DELISTED
CATALENT, INC.
CTLT
| $114K | 0.01% |
2,743
-2,846
| -51% | -$115K |
2018 Q1
1 quarter
|
|
855
Autohome
ATHM
$2.49B
| $113K | 0.01% |
+1,120
| New | +$115K |
2018 Q2
0 quarters
|
|
856
DELISTED
Golden Entertainment
GDEN
| $113K | 0.01% |
+4,190
| New | +$117K |
2018 Q2
0 quarters
|
|
857
Prothena Corp
PRTA
$448M
| $113K | 0.01% |
7,798
+4,795
| +160% | +$94.7K |
2017 Q1
5 quarters
|
|
|
VRTU
858
DELISTED
Virtusa Corporation
VRTU
| $113K | 0.01% |
2,340
-244
| -9% | -$11.9K |
2017 Q3
3 quarters
|
|
859
American Water Works
AWK
$29.8B
| $110K | 0.01% |
1,298
-2,563
| -66% | -$212K |
2017 Q4
2 quarters
|
|
|
EPZM
860
DELISTED
Epizyme, Inc
EPZM
| $108K | 0.01% |
7,972
+1,718
| +27% | +$26.7K |
2018 Q1
1 quarter
|
|
861
CVR Energy
CVI
$4.51B
| $107K | 0.01% |
+2,913
| New | +$110K |
2018 Q2
0 quarters
|
|
862
Lazard
LAZ
$4.5B
| $106K | 0.01% |
2,176
-26,575
| -92% | -$1.41M |
2017 Q3
3 quarters
|
|
863
Ternium
TX
$10.1B
| $106K | 0.01% |
3,048
-7,360
| -71% | -$275K |
2017 Q4
2 quarters
|
|
864
Clearwater Paper
CLW
$224M
| $105K | 0.01% |
+4,550
| New | +$125K |
2018 Q2
0 quarters
|
|
865
Shoe Station Group
SHOE
$394M
| $103K | 0.01% |
+6,402
| New | +$89.4K |
2018 Q2
0 quarters
|
|
|
TLND
866
DELISTED
Talend S.A. American Depositary Shares
TLND
| $103K | 0.01% |
1,664
-3,832
| -70% | -$209K |
2017 Q4
2 quarters
|
|
867
Immersion
IMMR
$233M
| $99K | 0.01% |
+6,440
| New | +$86.3K |
2018 Q2
0 quarters
|
|
|
CSII
868
DELISTED
Cardiovascular Systems, Inc.
CSII
| $99K | 0.01% |
+3,090
| New | +$85K |
2018 Q2
0 quarters
|
|
|
PVTL
869
DELISTED
Pivotal Software, Inc.
PVTL
| $99K | 0.01% |
+4,100
| New | +$84.5K |
2018 Q2
0 quarters
|
|
870
Popular Inc
BPOP
$10B
| $98K | 0.01% |
+2,184
| New | +$100K |
2018 Q2
0 quarters
|
|
871
Movado Group
MOV
$727M
| $98K | 0.01% |
+2,032
| New | +$87.7K |
2018 Q2
0 quarters
|
|
872
SiriusPoint
SPNT
$3.11B
| $98K | 0.01% |
7,876
+706
| +10% | +$9.43K |
2017 Q4
2 quarters
|
|
873
Mechanics Bancorp
MCHB
$3.22B
| $97K | 0.01% |
+3,604
| New | +$99.4K |
2018 Q2
0 quarters
|
|
874
Liberty Latin America Class C
LILAK
$1.92B
| $97K | 0.01% |
5,899
+4,252
| +258% | +$74.2K |
2018 Q1
1 quarter
|
|
875
Cactus
WHD
$4.96B
| $97K | 0.01% |
+2,877
| New | +$89K |
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.