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 | |
|---|---|---|---|---|---|---|---|
426
Qiagen
QGEN
$10.3B
| $838K | 0.06% |
+20,864
| New | +$834K |
2018 Q3
0 quarters
|
|
427
Teledyne Technologies
TDY
$29.6B
| $829K | 0.06% |
3,363
+1,092
| +48% | +$249K |
2017 Q4
3 quarters
|
|
428
Northern Trust
NTRS
$32.3B
| $817K | 0.06% |
+8,009
| New | +$857K |
2018 Q3
0 quarters
|
|
|
CCMP
429
DELISTED
CMC Materials, Inc. Common Stock
CCMP
| $817K | 0.06% |
+7,922
| New | +$894K |
2018 Q3
0 quarters
|
|
430
HealthEquity
HQY
$8.56B
| $816K | 0.06% |
+8,646
| New | +$745K |
2018 Q3
0 quarters
|
|
431
DELISTED
Hawaiian Holdings, Inc.
HA
| $815K | 0.06% |
+20,343
| New | +$807K |
2018 Q3
0 quarters
|
|
|
QEP
432
DELISTED
QEP RESOURCES, INC.
QEP
| $815K | 0.06% |
72,061
+28,309
| +65% | +$305K |
2018 Q2
1 quarter
|
|
433
iRhythm Holdings
IRTC
$3.05B
| $814K | 0.06% |
8,609
+2,641
| +44% | +$230K |
2017 Q4
3 quarters
|
|
434
Toronto Dominion Bank
TD
$202B
| $813K | 0.06% |
+13,382
| New | +$797K |
2018 Q3
0 quarters
|
|
|
UNVR
435
DELISTED
Univar Solutions Inc.
UNVR
| $807K | 0.06% |
26,349
-61,681
| -70% | -$1.72M |
2017 Q1
6 quarters
|
|
436
Ingevity
NGVT
$2.08B
| $804K | 0.06% |
7,894
+6,839
| +648% | +$660K |
2016 Q3
8 quarters
|
|
|
UFS
437
DELISTED
DOMTAR CORPORATION (New)
UFS
| $803K | 0.06% |
15,409
+1,060
| +7% | +$53.4K |
2018 Q1
2 quarters
|
|
438
Ladder Capital
LADR
$1.07B
| $802K | 0.06% |
47,387
-11,312
| -19% | -$189K |
2017 Q1
6 quarters
|
|
439
DELISTED
Big Lots, Inc.
BIG
| $799K | 0.06% |
19,125
+10,020
| +110% | +$442K |
2016 Q4
7 quarters
|
|
440
Rayonier Advanced Materials
RYAM
$382M
| $798K | 0.06% |
43,309
+11,838
| +38% | +$232K |
2018 Q1
2 quarters
|
|
441
Mueller Industries
MLI
$12B
| $796K | 0.06% |
+110,000
| New | +$848K |
2018 Q3
0 quarters
|
|
|
GRA
442
DELISTED
W.R. Grace & Co.
GRA
| $794K | 0.06% |
11,120
-21,153
| -66% | -$1.52M |
2017 Q4
3 quarters
|
|
443
DELISTED
TD Ameritrade Holding Corp
AMTD
| $791K | 0.06% |
14,988
-31,588
| -68% | -$1.8M |
2018 Q2
1 quarter
|
|
|
LGF.A
444
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
| $788K | 0.06% |
32,335
+3,797
| +13% | +$89.8K |
2017 Q3
4 quarters
|
|
445
Manitowoc
MTW
$860M
| $781K | 0.05% |
32,570
-11,945
| -27% | -$292K |
2018 Q2
1 quarter
|
|
446
Vistance Networks Inc
VISN
$863M
| $780K | 0.05% |
25,366
+17,653
| +229% | +$541K |
2018 Q2
1 quarter
|
|
447
Huckleberry.ai, Inc. Class B Common Stock
HUCK
$159M
| $777K | 0.05% |
+36,247
| New | +$718K |
2018 Q3
0 quarters
|
|
448
Hornbeck Offshore Services, Inc.
HOS
$1.32B
| $775K | 0.05% |
78,478
+8,178
| +12% | +$74.5K |
2018 Q1
2 quarters
|
|
449
STMicroelectronics
STM
$41.8B
| $773K | 0.05% |
42,162
-9,465
| -18% | -$196K |
2018 Q2
1 quarter
|
|
|
MGLN
450
DELISTED
Magellan Health Services, Inc.
MGLN
| $766K | 0.05% |
+10,639
| New | +$856K |
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.