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 |
S&P Global
SPGI
|
+$16.3M |
| 2 |
PayPal
PYPL
|
+$15.7M |
| 3 |
Walmart Inc
WMT
|
+$13.8M |
| 4 |
Roper Technologies
ROP
|
+$11.5M |
| 5 |
PepsiCo
PEP
|
+$10.4M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Caterpillar
CAT
|
+$16.4M |
| 2 |
Broadcom
AVGO
|
+$16M |
| 3 |
AABA
Altaba Inc
AABA
|
+$13.9M |
| 4 |
Honeywell
HON
|
+$13.1M |
| 5 |
Progressive
PGR
|
+$12.9M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 15.51% |
| 2 | Consumer Discretionary | 14.07% |
| 3 | Financials | 13.87% |
| 4 | Industrials | 12.94% |
| 5 | Healthcare | 12.25% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
226
Essent Group
ESNT
$5.68B
| $1.93M | 0.13% |
43,560
-16,217
| -27% | -$665K |
2016 Q2
9 quarters
|
|
227
Fidelity National Financial
FNF
$11.6B
| $1.92M | 0.13% |
+50,849
| New | +$1.94M |
2018 Q3
0 quarters
|
|
228
Martin Marietta Materials
MLM
$36.5B
| $1.92M | 0.13% |
+10,573
| New | +$2.18M |
2018 Q3
0 quarters
|
|
229
Extra Space Storage
EXR
$33.1B
| $1.92M | 0.13% |
+22,169
| New | +$2.06M |
2018 Q3
0 quarters
|
|
|
230
Progressive
PGR
$137B
| $1.91M | 0.13% |
26,946
-199,800
| -88% | -$12.9M |
2018 Q1
2 quarters
|
|
231
Equifax
EFX
$22B
| $1.91M | 0.13% |
+14,652
| New | +$1.91M |
2018 Q3
0 quarters
|
|
232
Nabors Industries
NBR
$1.38B
| $1.91M | 0.13% |
6,211
+4,227
| +213% | +$1.31M |
2017 Q2
5 quarters
|
|
|
CDK
233
DELISTED
CDK Global, Inc.
CDK
| $1.91M | 0.13% |
30,577
-41,961
| -58% | -$2.66M |
2018 Q1
2 quarters
|
|
234
Waste Management
WM
$97B
| $1.9M | 0.13% |
21,043
-60,890
| -74% | -$5.4M |
2018 Q1
2 quarters
|
|
235
JB Hunt Transport Services
JBHT
$21.7B
| $1.9M | 0.13% |
15,971
-9,927
| -38% | -$1.21M |
2018 Q1
2 quarters
|
|
236
Exelon
EXC
$47.9B
| $1.9M | 0.13% |
60,942
+60,646
| +20,489% | +$1.87M |
2018 Q2
1 quarter
|
|
237
Applied Materials
AMAT
$294B
| $1.88M | 0.13% |
48,625
+17,473
| +56% | +$773K |
2017 Q4
3 quarters
|
|
238
Westlake Corp
WLK
$8.13B
| $1.87M | 0.13% |
+22,537
| New | +$2.2M |
2018 Q3
0 quarters
|
|
239
Aflac
AFL
$63.1B
| $1.87M | 0.13% |
39,725
-105,955
| -73% | -$4.85M |
2018 Q1
2 quarters
|
|
240
Parker-Hannifin
PH
$121B
| $1.86M | 0.13% |
10,139
-12,546
| -55% | -$2.16M |
2018 Q1
2 quarters
|
|
241
Bio-Rad Laboratories Class A
BIO
$9.9B
| $1.85M | 0.13% |
5,920
+3,759
| +174% | +$1.17M |
2017 Q4
3 quarters
|
|
242
Cheniere Energy
LNG
$63B
| $1.85M | 0.13% |
26,633
+655
| +3% | +$42.2K |
2018 Q1
2 quarters
|
|
243
GoDaddy
GDDY
$13.8B
| $1.85M | 0.13% |
+22,165
| New | +$1.73M |
2018 Q3
0 quarters
|
|
244
Royal Gold
RGLD
$21.7B
| $1.82M | 0.13% |
+23,620
| New | +$1.94M |
2018 Q3
0 quarters
|
|
245
Canadian Natural Resources
CNQ
$101B
| $1.82M | 0.13% |
+113,754
| New | +$1.93M |
2018 Q3
0 quarters
|
|
|
ACC
246
DELISTED
American Campus Communities, Inc.
ACC
| $1.8M | 0.13% |
43,746
-4,134
| -9% | -$173K |
2017 Q1
6 quarters
|
|
|
ATH
247
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
| $1.8M | 0.13% |
34,819
-47,677
| -58% | -$2.3M |
2018 Q1
2 quarters
|
|
248
Cintas
CTAS
$89.8B
| $1.78M | 0.12% |
+36,076
| New | +$1.86M |
2018 Q3
0 quarters
|
|
|
PGRE
249
DELISTED
Paramount Group
PGRE
| $1.78M | 0.12% |
118,243
+90,586
| +328% | +$1.4M |
2018 Q2
1 quarter
|
|
250
Marriott Vacations Worldwide
VAC
$4.02B
| $1.77M | 0.12% |
15,854
+1,483
| +10% | +$175K |
2018 Q1
2 quarters
|
|
Similar funds
Quantbot Technologies's Q3 2018 Portfolio in Review
As of Q3 2018, Quantbot Technologies held 1,725 positions worth $1.43B, down 2.7% from $1.47B the previous quarter. Its ten largest holdings account for 8.5% of the portfolio.
Quantbot Technologies withdrew a net $50M in Q3 2018, closing 498 positions and reducing 348 holdings. Its most notable exit was Caterpillar, an estimated $16.4M position sold in full.
By sector, the portfolio is most concentrated in Technology at 16% of assets, down from 16% a quarter earlier, followed by Consumer Discretionary and Financials.
Against the trend, Quantbot Technologies opened a new position in S&P Global worth $15.5M.
- Quantbot Technologies's largest Q3 2018 buy was S&P Global: 79,131 shares worth $15.5M.
- Quantbot Technologies added most to Roper Technologies in Q3 2018, an estimated $11.5M increase.
- Quantbot Technologies's biggest Q3 2018 reduction was Progressive, cutting an estimated $12.9M.
- Quantbot Technologies fully exited Caterpillar in Q3 2018, selling an estimated $16.4M.
- Quantbot Technologies's ten largest holdings make up 8.5% of its $1.43B portfolio in Q3 2018.
- Quantbot Technologies opened 560 new positions and closed 498 in Q3 2018.
- Quantbot Technologies's portfolio value fell 2.7% quarter-over-quarter to $1.43B.
Based on Quantbot Technologies's 13F filing for Q3 2018, filed 13 Nov 2018.