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 | |
|---|---|---|---|---|---|---|---|
351
Vishay Intertechnology
VSH
$4.08B
| $1.11M | 0.08% |
+54,454
| New | +$1.28M |
2018 Q3
0 quarters
|
|
352
HUB Group
HUBG
$1.5B
| $1.1M | 0.08% |
+48,458
| New | +$1.21M |
2018 Q3
0 quarters
|
|
353
Hudson Pacific Properties
HPP
$481M
| $1.1M | 0.08% |
4,816
-3,631
| -43% | -$854K |
2017 Q4
3 quarters
|
|
|
TWO
354
DELISTED
Two Harbors Investment
TWO
| $1.1M | 0.08% |
+18,462
| New | +$1.15M |
2018 Q3
0 quarters
|
|
355
Hello Group
MOMO
$635M
| $1.1M | 0.08% |
25,133
-56,746
| -69% | -$2.48M |
2018 Q2
1 quarter
|
|
356
Armstrong World Industries
AWI
$7.35B
| $1.09M | 0.08% |
+15,694
| New | +$1.08M |
2018 Q3
0 quarters
|
|
357
lululemon athletica
LULU
$12.2B
| $1.09M | 0.08% |
6,693
+3,182
| +91% | +$436K |
2018 Q2
1 quarter
|
|
358
Public Storage
PSA
$62.1B
| $1.08M | 0.08% |
+5,378
| New | +$1.16M |
2018 Q3
0 quarters
|
|
359
Watts Water Technologies
WTS
$12B
| $1.08M | 0.08% |
+13,041
| New | +$1.08M |
2018 Q3
0 quarters
|
|
360
MSC Industrial Direct
MSM
$6.62B
| $1.08M | 0.08% |
12,258
-510
| -4% | -$43.5K |
2018 Q1
2 quarters
|
|
361
DELISTED
KEMET Corporation
KEM
| $1.08M | 0.08% |
+58,131
| New | +$1.43M |
2018 Q3
0 quarters
|
|
362
United Natural Foods
UNFI
$2.92B
| $1.08M | 0.08% |
+35,895
| New | +$1.3M |
2018 Q3
0 quarters
|
|
363
Applied Industrial Technologies
AIT
$10.9B
| $1.07M | 0.07% |
13,689
+12,036
| +728% | +$911K |
2018 Q2
1 quarter
|
|
364
Dolby
DLB
$5.96B
| $1.06M | 0.07% |
15,188
+13,228
| +675% | +$887K |
2018 Q2
1 quarter
|
|
|
RTEC
365
DELISTED
Rudolph Technologies Inc
RTEC
| $1.06M | 0.07% |
43,303
+41,754
| +2,696% | +$1.15M |
2018 Q1
2 quarters
|
|
366
D.R. Horton
DHI
$39.5B
| $1.06M | 0.07% |
25,081
-42,814
| -63% | -$1.85M |
2018 Q1
2 quarters
|
|
367
Southwest Airlines
LUV
$22B
| $1.05M | 0.07% |
+16,885
| New | +$988K |
2018 Q3
0 quarters
|
|
368
Grand Canyon Education
LOPE
$3.08B
| $1.05M | 0.07% |
9,333
+7,266
| +352% | +$848K |
2018 Q1
2 quarters
|
|
369
Regency Centers
REG
$13.9B
| $1.04M | 0.07% |
16,061
-10,172
| -39% | -$648K |
2018 Q2
1 quarter
|
|
370
Lamar Advertising Co
LAMR
$16.4B
| $1.04M | 0.07% |
+13,340
| New | +$992K |
2018 Q3
0 quarters
|
|
371
Fluor
FLR
$6.28B
| $1.03M | 0.07% |
+17,811
| New | +$970K |
2018 Q3
0 quarters
|
|
372
Reliance Steel & Aluminium
RS
$21.8B
| $1.03M | 0.07% |
12,127
-29,885
| -71% | -$2.65M |
2018 Q1
2 quarters
|
|
373
Box
BOX
$5.99B
| $1.02M | 0.07% |
+42,903
| New | +$1.08M |
2018 Q3
0 quarters
|
|
374
MGM Resorts International
MGM
$8.47B
| $1.02M | 0.07% |
+36,603
| New | +$1.06M |
2018 Q3
0 quarters
|
|
375
Conduent
CNDT
$195M
| $1.02M | 0.07% |
45,324
-2,126
| -4% | -$43.6K |
2018 Q1
2 quarters
|
|
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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.