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 | |
|---|---|---|---|---|---|---|---|
301
Hancock Whitney
HWC
$5.19B
| $1.37M | 0.1% |
28,821
-13,165
| -31% | -$662K |
2017 Q4
3 quarters
|
|
302
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $1.37M | 0.1% |
+25,392
| New | +$1.37M |
2018 Q3
0 quarters
|
|
303
ArcelorMittal
MT
$47.2B
| $1.37M | 0.1% |
44,363
-23,637
| -35% | -$716K |
2018 Q2
1 quarter
|
|
|
MTOR
304
DELISTED
MERITOR, Inc.
MTOR
| $1.36M | 0.1% |
70,384
+22,955
| +48% | +$482K |
2017 Q3
4 quarters
|
|
|
DATA
305
DELISTED
Tableau Software, Inc.
DATA
| $1.35M | 0.09% |
+12,114
| New | +$1.31M |
2018 Q3
0 quarters
|
|
306
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $1.35M | 0.09% |
+95,225
| New | +$1.43M |
2018 Q3
0 quarters
|
|
307
NorthWestern Energy
NWE
$5.22B
| $1.34M | 0.09% |
22,931
-7,278
| -24% | -$432K |
2018 Q1
2 quarters
|
|
308
Amazon
AMZN
$2.88T
| $1.34M | 0.09% |
+13,400
| New | +$1.26M |
2018 Q3
0 quarters
|
|
309
Ametek
AME
$55.5B
| $1.33M | 0.09% |
16,842
-72,960
| -81% | -$5.59M |
2018 Q1
2 quarters
|
|
310
Kinder Morgan
KMI
$71.1B
| $1.33M | 0.09% |
75,147
-30,776
| -29% | -$550K |
2017 Q4
3 quarters
|
|
311
Skywest
SKYW
$3.13B
| $1.33M | 0.09% |
22,590
+7,552
| +50% | +$447K |
2018 Q1
2 quarters
|
|
312
Sinclair Inc
SBGI
$1.1B
| $1.33M | 0.09% |
46,780
+35,306
| +308% | +$1M |
2018 Q2
1 quarter
|
|
|
CMD
313
DELISTED
Cantel Medical Corporation
CMD
| $1.32M | 0.09% |
14,295
+10,324
| +260% | +$983K |
2018 Q2
1 quarter
|
|
314
Penumbra
PEN
$12.6B
| $1.31M | 0.09% |
8,751
-374
| -4% | -$52.4K |
2018 Q2
1 quarter
|
|
315
BGC Group
BGC
$5.22B
| $1.31M | 0.09% |
172,338
+68,187
| +65% | +$504K |
2017 Q3
4 quarters
|
|
316
Boyd Gaming
BYD
$5.46B
| $1.29M | 0.09% |
38,252
-13,874
| -27% | -$496K |
2018 Q1
2 quarters
|
|
317
Agilent Technologies
A
$49B
| $1.29M | 0.09% |
18,277
-99,800
| -85% | -$6.6M |
2017 Q2
5 quarters
|
|
|
DLPH
318
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
| $1.28M | 0.09% |
40,897
+11,920
| +41% | +$472K |
2018 Q2
1 quarter
|
|
319
DELISTED
TopBuild
BLD
| $1.27M | 0.09% |
+22,430
| New | +$1.6M |
2018 Q3
0 quarters
|
|
|
TIF
320
DELISTED
Tiffany & Co.
TIF
| $1.27M | 0.09% |
9,850
-36,161
| -79% | -$4.73M |
2018 Q1
2 quarters
|
|
321
DELISTED
NEVRO CORP.
NVRO
| $1.26M | 0.09% |
22,100
+21,211
| +2,386% | +$1.33M |
2018 Q2
1 quarter
|
|
322
CSX Corp
CSX
$95.9B
| $1.25M | 0.09% |
50,817
-76,800
| -60% | -$1.83M |
2017 Q4
3 quarters
|
|
323
Packaging Corp of America
PKG
$22.4B
| $1.23M | 0.09% |
11,249
-15,130
| -57% | -$1.71M |
2018 Q1
2 quarters
|
|
324
Nu Skin
NUS
$196M
| $1.23M | 0.09% |
14,952
+12,990
| +662% | +$1.03M |
2017 Q3
4 quarters
|
|
325
Copa Holdings
CPA
$5.75B
| $1.23M | 0.09% |
15,430
-6,848
| -31% | -$600K |
2017 Q3
4 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.