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 | |
|---|---|---|---|---|---|---|---|
401
DELISTED
Primo Water Corporation
PRMW
| $893K | 0.06% |
55,295
+15,593
| +39% | +$247K |
2016 Q1
10 quarters
|
|
402
Advanced Energy
AEIS
$8.89B
| $888K | 0.06% |
17,196
+16,403
| +2,068% | +$950K |
2016 Q4
7 quarters
|
|
403
Callaway Golf Company
CALY
$3.05B
| $888K | 0.06% |
36,570
-23,727
| -39% | -$510K |
2018 Q2
1 quarter
|
|
404
DELISTED
Light & Wonder
LNW
| $886K | 0.06% |
34,885
+30,058
| +623% | +$1.09M |
2017 Q4
3 quarters
|
|
405
Teck Resources
TECK
$29.6B
| $886K | 0.06% |
+36,774
| New | +$884K |
2018 Q3
0 quarters
|
|
406
HF Sinclair
DINO
$17.3B
| $884K | 0.06% |
+12,659
| New | +$893K |
2018 Q3
0 quarters
|
|
407
Loews
L
$22.6B
| $881K | 0.06% |
17,541
+3,817
| +28% | +$191K |
2018 Q2
1 quarter
|
|
|
AUY
408
DELISTED
Yamana Gold, Inc.
AUY
| $881K | 0.06% |
353,917
+129,999
| +58% | +$361K |
2018 Q1
2 quarters
|
|
409
CubeSmart
CUBE
$10B
| $879K | 0.06% |
30,820
+17,673
| +134% | +$540K |
2017 Q2
5 quarters
|
|
|
AIMC
410
DELISTED
Altra Industrial Motion Corp
AIMC
| $879K | 0.06% |
21,300
+19,807
| +1,327% | +$828K |
2018 Q1
2 quarters
|
|
411
Globus Medical
GMED
$9.6B
| $872K | 0.06% |
15,363
+4,645
| +43% | +$244K |
2018 Q1
2 quarters
|
|
412
LPL Financial
LPLA
$22.8B
| $865K | 0.06% |
13,416
+7,005
| +109% | +$464K |
2018 Q1
2 quarters
|
|
413
Silgan Holdings
SLGN
$4.32B
| $861K | 0.06% |
30,987
-19,622
| -39% | -$538K |
2018 Q1
2 quarters
|
|
414
DELISTED
Anadarko Petroleum
APC
| $860K | 0.06% |
12,772
-34,104
| -73% | -$2.3M |
2016 Q4
7 quarters
|
|
415
DELISTED
Hess
HES
| $859K | 0.06% |
+12,004
| New | +$791K |
2018 Q3
0 quarters
|
|
416
Medpace
MEDP
$18.3B
| $854K | 0.06% |
+14,265
| New | +$780K |
2018 Q3
0 quarters
|
|
417
STAG Industrial
STAG
$7.13B
| $851K | 0.06% |
+30,948
| New | +$862K |
2018 Q3
0 quarters
|
|
418
The GEO Group
GEO
$4.28B
| $847K | 0.06% |
33,687
+30,338
| +906% | +$775K |
2017 Q3
4 quarters
|
|
419
Cronos Group
CRON
$1.24B
| $846K | 0.06% |
76,161
+51,243
| +206% | +$435K |
2018 Q2
1 quarter
|
|
420
JetBlue
JBLU
$1.42B
| $844K | 0.06% |
+43,600
| New | +$827K |
2018 Q3
0 quarters
|
|
421
DELISTED
Newfield Exploration
NFX
| $843K | 0.06% |
+29,244
| New | +$823K |
2018 Q3
0 quarters
|
|
422
Coca-Cola Europacific Partners
CCEP
$52B
| $841K | 0.06% |
18,513
-17,405
| -48% | -$741K |
2018 Q2
1 quarter
|
|
423
Trueblue
TBI
$378M
| $841K | 0.06% |
+32,300
| New | +$896K |
2018 Q3
0 quarters
|
|
424
Brown & Brown
BRO
$23.9B
| $839K | 0.06% |
+28,385
| New | +$844K |
2018 Q3
0 quarters
|
|
425
Gentex
GNTX
$3.94B
| $839K | 0.06% |
+39,117
| New | +$905K |
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.