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 | |
|---|---|---|---|---|---|---|---|
251
MKS Inc
MKSI
$14.6B
| $1.77M | 0.12% |
22,093
-17,388
| -44% | -$1.59M |
2018 Q2
1 quarter
|
|
252
Pentair
PNR
$10.9B
| $1.76M | 0.12% |
+40,665
| New | +$1.76M |
2018 Q3
0 quarters
|
|
253
Merck
MRK
$364B
| $1.76M | 0.12% |
26,027
-30,251
| -54% | -$1.93M |
2016 Q4
7 quarters
|
|
254
Commercial Metals
CMC
$6.85B
| $1.75M | 0.12% |
+85,429
| New | +$1.84M |
2018 Q3
0 quarters
|
|
255
Check Point Software Technologies
CHKP
$15B
| $1.73M | 0.12% |
+14,732
| New | +$1.67M |
2018 Q3
0 quarters
|
|
256
Kimberly-Clark
KMB
$67.2B
| $1.73M | 0.12% |
+15,231
| New | +$1.71M |
2018 Q3
0 quarters
|
|
257
NETGEAR
NTGR
$512M
| $1.72M | 0.12% |
+27,405
| New | +$1.87M |
2018 Q3
0 quarters
|
|
258
Plains GP Holdings
PAGP
$5.22B
| $1.72M | 0.12% |
70,117
+65,023
| +1,276% | +$1.61M |
2018 Q1
2 quarters
|
|
259
Pediatrix Medical
MD
$2.45B
| $1.71M | 0.12% |
36,617
-41,108
| -53% | -$1.89M |
2018 Q2
1 quarter
|
|
260
Telephone and Data Systems
TDS
$3.43B
| $1.69M | 0.12% |
55,694
+9,593
| +21% | +$274K |
2018 Q1
2 quarters
|
|
261
DexCom
DXCM
$31.1B
| $1.67M | 0.12% |
46,696
-44,940
| -49% | -$1.39M |
2018 Q2
1 quarter
|
|
262
NetApp
NTAP
$35.6B
| $1.66M | 0.12% |
+19,320
| New | +$1.6M |
2018 Q3
0 quarters
|
|
|
DNKN
263
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $1.66M | 0.12% |
+22,458
| New | +$1.62M |
2018 Q3
0 quarters
|
|
264
FIVE9
FIVN
$2.04B
| $1.64M | 0.12% |
37,620
+36,202
| +2,553% | +$1.49M |
2017 Q4
3 quarters
|
|
265
InterDigital
IDCC
$7.43B
| $1.64M | 0.12% |
+20,548
| New | +$1.68M |
2018 Q3
0 quarters
|
|
266
Korn Ferry
KFY
$4.23B
| $1.63M | 0.11% |
+33,025
| New | +$2.03M |
2018 Q3
0 quarters
|
|
267
Texas Capital Bancshares, Inc. Common Stock, par value $0.01 per share
TXCP
$4.35B
| $1.62M | 0.11% |
19,611
+19,369
| +8,004% | +$1.76M |
2018 Q2
1 quarter
|
|
|
ZEN
268
DELISTED
ZENDESK INC
ZEN
| $1.61M | 0.11% |
22,722
-53,794
| -70% | -$3.43M |
2018 Q2
1 quarter
|
|
|
TVPT
269
DELISTED
Travelport Worldwide Limited
TVPT
| $1.6M | 0.11% |
+94,557
| New | +$1.75M |
2018 Q3
0 quarters
|
|
270
EQT Corp
EQT
$33B
| $1.58M | 0.11% |
65,732
+30,013
| +84% | +$828K |
2018 Q1
2 quarters
|
|
271
Affiliated Managers Group
AMG
$9.7B
| $1.57M | 0.11% |
11,514
+4,603
| +67% | +$680K |
2018 Q2
1 quarter
|
|
272
MDU Resources
MDU
$4.18B
| $1.57M | 0.11% |
161,191
+122,132
| +313% | +$1.31M |
2018 Q2
1 quarter
|
|
273
Procter & Gamble
PG
$394B
| $1.54M | 0.11% |
+18,555
| New | +$1.52M |
2018 Q3
0 quarters
|
|
274
UFP Industries
UFPI
$4.34B
| $1.54M | 0.11% |
+43,694
| New | +$1.61M |
2018 Q3
0 quarters
|
|
275
Alliant Energy
LNT
$19B
| $1.54M | 0.11% |
36,115
+1,050
| +3% | +$45.1K |
2018 Q2
1 quarter
|
|
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.