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 | |
|---|---|---|---|---|---|---|---|
326
NRG Energy
NRG
$20.4B
| $1.23M | 0.09% |
32,826
-193,902
| -86% | -$6.5M |
2018 Q1
2 quarters
|
|
327
Qualcomm
QCOM
$185B
| $1.23M | 0.09% |
17,026
-8,280
| -33% | -$545K |
2018 Q2
1 quarter
|
|
328
Universal Display
OLED
$4.02B
| $1.22M | 0.09% |
+10,397
| New | +$1.14M |
2018 Q3
0 quarters
|
|
329
Patterson-UTI
PTEN
$4.16B
| $1.22M | 0.09% |
71,410
-32,755
| -31% | -$563K |
2017 Q4
3 quarters
|
|
330
Trip.com Group
TCOM
$27.4B
| $1.22M | 0.09% |
+32,811
| New | +$1.33M |
2018 Q3
0 quarters
|
|
331
Everforth Inc
EFOR
$1.46B
| $1.22M | 0.09% |
+15,408
| New | +$1.33M |
2018 Q3
0 quarters
|
|
332
British American Tobacco
BTI
$133B
| $1.22M | 0.09% |
26,095
+10,199
| +64% | +$518K |
2018 Q2
1 quarter
|
|
333
Prudential Financial
PRU
$42.4B
| $1.21M | 0.08% |
11,980
-29,237
| -71% | -$2.88M |
2016 Q4
7 quarters
|
|
334
DELISTED
Sealed Air
SEE
| $1.21M | 0.08% |
30,108
+15,972
| +113% | +$661K |
2018 Q2
1 quarter
|
|
|
MLNX
335
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $1.21M | 0.08% |
16,454
-14,268
| -46% | -$1.15M |
2018 Q2
1 quarter
|
|
336
Franco-Nevada
FNV
$47.7B
| $1.2M | 0.08% |
19,253
-5,106
| -21% | -$349K |
2018 Q2
1 quarter
|
|
337
Petrobras
PBR
$118B
| $1.2M | 0.08% |
+99,256
| New | +$1.1M |
2018 Q3
0 quarters
|
|
338
AB InBev
BUD
$167B
| $1.2M | 0.08% |
13,662
-1,004
| -7% | -$97.9K |
2018 Q2
1 quarter
|
|
339
Openlane
OPLN
$4.26B
| $1.19M | 0.08% |
52,866
-31,850
| -38% | -$735K |
2017 Q4
3 quarters
|
|
340
Target
TGT
$73.3B
| $1.19M | 0.08% |
13,489
+13,154
| +3,927% | +$1.09M |
2018 Q1
2 quarters
|
|
341
Rambus
RMBS
$8.81B
| $1.18M | 0.08% |
108,293
-18,271
| -14% | -$222K |
2018 Q1
2 quarters
|
|
342
AutoNation
AN
$5.69B
| $1.16M | 0.08% |
+27,989
| New | +$1.3M |
2018 Q3
0 quarters
|
|
343
DELISTED
Atkore
ATKR
| $1.16M | 0.08% |
43,670
-34,189
| -44% | -$854K |
2017 Q4
3 quarters
|
|
344
Ethan Allen Interiors
ETD
$441M
| $1.16M | 0.08% |
+55,840
| New | +$1.28M |
2018 Q3
0 quarters
|
|
345
Bruker
BRKR
$9.41B
| $1.15M | 0.08% |
34,403
-13,172
| -28% | -$434K |
2017 Q4
3 quarters
|
|
346
State Street
STT
$47.2B
| $1.14M | 0.08% |
13,595
-3,884
| -22% | -$341K |
2017 Q3
4 quarters
|
|
347
Genuine Parts
GPC
$17B
| $1.13M | 0.08% |
+11,375
| New | +$1.11M |
2018 Q3
0 quarters
|
|
348
Suncor Energy
SU
$80.5B
| $1.13M | 0.08% |
+29,164
| New | +$1.18M |
2018 Q3
0 quarters
|
|
349
TD Synnex
SNX
$19B
| $1.12M | 0.08% |
26,496
+9,004
| +51% | +$434K |
2018 Q2
1 quarter
|
|
|
AJRD
350
DELISTED
Aerojet Rocketdyne Holdings
AJRD
| $1.11M | 0.08% |
+32,750
| New | +$1.09M |
2018 Q3
0 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.