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 | |
|---|---|---|---|---|---|---|---|
276
Visteon
VC
$2.03B
| $1.53M | 0.11% |
+16,476
| New | +$1.91M |
2018 Q3
0 quarters
|
|
277
Keysight
KEYS
$50.7B
| $1.52M | 0.11% |
23,014
+5,606
| +32% | +$348K |
2018 Q2
1 quarter
|
|
278
Robert Half
RHI
$4.3B
| $1.52M | 0.11% |
21,571
-25,955
| -55% | -$1.9M |
2018 Q2
1 quarter
|
|
279
DELISTED
Splunk Inc
SPLK
| $1.51M | 0.11% |
12,472
-17,619
| -59% | -$1.95M |
2018 Q1
2 quarters
|
|
280
Spectrum Brands
SPB
$2.02B
| $1.5M | 0.11% |
+20,141
| New | +$1.71M |
2018 Q3
0 quarters
|
|
281
NXP Semiconductors
NXPI
$66.8B
| $1.5M | 0.1% |
+17,519
| New | +$1.68M |
2018 Q3
0 quarters
|
|
|
LHO
282
DELISTED
LaSalle Hotel Properties
LHO
| $1.5M | 0.1% |
43,242
+16,417
| +61% | +$568K |
2018 Q2
1 quarter
|
|
283
LivaNova
LIVN
$5.03B
| $1.49M | 0.1% |
+11,999
| New | +$1.42M |
2018 Q3
0 quarters
|
|
284
Annaly Capital Management
NLY
$13.9B
| $1.48M | 0.1% |
+36,106
| New | +$1.51M |
2018 Q3
0 quarters
|
|
285
MSCI
MSCI
$47.1B
| $1.47M | 0.1% |
+8,314
| New | +$1.44M |
2018 Q3
0 quarters
|
|
286
Sabre
SABR
$751M
| $1.44M | 0.1% |
55,261
-133,574
| -71% | -$3.43M |
2018 Q1
2 quarters
|
|
287
ON Semiconductor
ON
$27.7B
| $1.44M | 0.1% |
78,141
+9,314
| +14% | +$199K |
2018 Q2
1 quarter
|
|
288
Kohl's
KSS
$2.72B
| $1.44M | 0.1% |
+19,303
| New | +$1.46M |
2018 Q3
0 quarters
|
|
|
ALXN
289
DELISTED
Alexion Pharmaceuticals
ALXN
| $1.43M | 0.1% |
10,309
+7,091
| +220% | +$890K |
2018 Q1
2 quarters
|
|
290
Booz Allen Hamilton
BAH
$10.3B
| $1.42M | 0.1% |
28,634
+17,884
| +166% | +$872K |
2016 Q2
9 quarters
|
|
|
DISH
291
DELISTED
DISH Network Corp.
DISH
| $1.42M | 0.1% |
39,676
+25,104
| +172% | +$862K |
2018 Q1
2 quarters
|
|
|
TWTR
292
DELISTED
Twitter, Inc.
TWTR
| $1.42M | 0.1% |
+49,798
| New | +$1.76M |
2018 Q3
0 quarters
|
|
293
Curtiss-Wright
CW
$17.1B
| $1.42M | 0.1% |
10,303
+3,134
| +44% | +$411K |
2017 Q4
3 quarters
|
|
|
PF
294
DELISTED
Pinnacle Foods, Inc.
PF
| $1.42M | 0.1% |
21,838
+4,042
| +23% | +$267K |
2017 Q1
6 quarters
|
|
295
Southern Company
SO
$109B
| $1.41M | 0.1% |
+32,434
| New | +$1.49M |
2018 Q3
0 quarters
|
|
296
Bank of America
BAC
$352B
| $1.41M | 0.1% |
47,767
-15,886
| -25% | -$484K |
2018 Q1
2 quarters
|
|
297
Edgewell Personal Care
EPC
$1.26B
| $1.4M | 0.1% |
30,326
+19,255
| +174% | +$1.02M |
2018 Q1
2 quarters
|
|
298
Wendy's
WEN
$1.58B
| $1.39M | 0.1% |
+81,296
| New | +$1.42M |
2018 Q3
0 quarters
|
|
299
Pilgrim's Pride
PPC
$6.7B
| $1.39M | 0.1% |
76,991
-4,885
| -6% | -$90.3K |
2017 Q2
5 quarters
|
|
300
Ares Capital
ARCC
$13.8B
| $1.37M | 0.1% |
79,739
+33,720
| +73% | +$578K |
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.