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 | |
|---|---|---|---|---|---|---|---|
|
SHPG
376
DELISTED
Shire pic
SHPG
| $1.02M | 0.07% |
5,600
+3,675
| +191% | +$636K |
2018 Q2
1 quarter
|
|
|
FNSR
377
DELISTED
Finisar Corp
FNSR
| $1.01M | 0.07% |
+53,114
| New | +$988K |
2018 Q3
0 quarters
|
|
378
Vornado Realty Trust
VNO
$6.49B
| $1.01M | 0.07% |
13,829
-12,620
| -48% | -$935K |
2018 Q2
1 quarter
|
|
|
ELLI
379
DELISTED
Ellie Mae Inc
ELLI
| $1.01M | 0.07% |
+10,622
| New | +$1.09M |
2018 Q3
0 quarters
|
|
380
Camden Property Trust
CPT
$9.9B
| $992K | 0.07% |
+10,611
| New | +$986K |
2018 Q3
0 quarters
|
|
381
Central Garden & Pet Co Class A
CENTA
$2.53B
| $990K | 0.07% |
37,371
+36,297
| +3,380% | +$1.1M |
2018 Q2
1 quarter
|
|
382
Cisco
CSCO
$377B
| $990K | 0.07% |
20,352
+20,034
| +6,300% | +$901K |
2018 Q1
2 quarters
|
|
383
Veeva Systems
VEEV
$48.8B
| $990K | 0.07% |
9,099
-35,825
| -80% | -$3.25M |
2017 Q2
5 quarters
|
|
384
Columbia Sportswear
COLM
$3.7B
| $984K | 0.07% |
10,582
-6,960
| -40% | -$632K |
2018 Q2
1 quarter
|
|
385
Amdocs
DOX
$4.68B
| $983K | 0.07% |
14,907
-30,991
| -68% | -$2.05M |
2018 Q1
2 quarters
|
|
386
Host Hotels & Resorts
HST
$17.5B
| $983K | 0.07% |
+46,596
| New | +$985K |
2018 Q3
0 quarters
|
|
|
MDR
387
DELISTED
McDermott International
MDR
| $980K | 0.07% |
+53,201
| New | +$995K |
2018 Q3
0 quarters
|
|
388
Hain Celestial
HAIN
$12.8M
| $974K | 0.07% |
35,929
+19,443
| +118% | +$555K |
2018 Q1
2 quarters
|
|
389
Ambarella
AMBA
$2.65B
| $972K | 0.07% |
25,136
-20,470
| -45% | -$793K |
2018 Q2
1 quarter
|
|
|
TVTY
390
DELISTED
Tivity Health, Inc. Common Stock
TVTY
| $972K | 0.07% |
30,242
+8,662
| +40% | +$295K |
2017 Q2
5 quarters
|
|
|
ISCA
391
DELISTED
International Speedway Corp
ISCA
| $972K | 0.07% |
22,202
+21,473
| +2,946% | +$950K |
2018 Q2
1 quarter
|
|
392
Sociedad Química y Minera de Chile
SQM
$15.3B
| $965K | 0.07% |
21,127
+10,744
| +103% | +$495K |
2018 Q2
1 quarter
|
|
393
PBF Energy
PBF
$8.45B
| $950K | 0.07% |
19,051
-19,082
| -50% | -$907K |
2018 Q2
1 quarter
|
|
394
Harley-Davidson
HOG
$3.27B
| $949K | 0.07% |
+20,958
| New | +$910K |
2018 Q3
0 quarters
|
|
395
Capri Holdings
CPRI
$2.22B
| $945K | 0.07% |
13,785
-1,549
| -10% | -$108K |
2017 Q4
3 quarters
|
|
396
Group 1 Automotive
GPI
$3.11B
| $943K | 0.07% |
14,533
+5,629
| +63% | +$407K |
2017 Q4
3 quarters
|
|
397
Leidos
LDOS
$15.9B
| $933K | 0.07% |
13,492
-17,964
| -57% | -$1.22M |
2017 Q3
4 quarters
|
|
|
KSU
398
DELISTED
Kansas City Southern
KSU
| $927K | 0.06% |
+8,187
| New | +$933K |
2018 Q3
0 quarters
|
|
399
Usana Health Sciences
USNA
$245M
| $916K | 0.06% |
7,602
+3,107
| +69% | +$386K |
2017 Q3
4 quarters
|
|
400
DELISTED
DigitalBridge
DBRG
| $911K | 0.06% |
37,412
-38,151
| -50% | -$936K |
2017 Q1
6 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.