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 | |
|---|---|---|---|---|---|---|---|
|
MNK
451
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $766K | 0.05% |
26,144
+16,652
| +175% | +$469K |
2018 Q2
1 quarter
|
|
452
Consolidated Edison
ED
$44.9B
| $760K | 0.05% |
9,986
+1,634
| +20% | +$129K |
2018 Q2
1 quarter
|
|
|
PGTI
453
DELISTED
PGT, Inc.
PGTI
| $760K | 0.05% |
+35,219
| New | +$822K |
2018 Q3
0 quarters
|
|
454
Weibo
WB
$1.51B
| $755K | 0.05% |
10,336
-16,892
| -62% | -$1.36M |
2018 Q2
1 quarter
|
|
455
Werner Enterprises
WERN
$1.68B
| $753K | 0.05% |
+21,303
| New | +$790K |
2018 Q3
0 quarters
|
|
456
L3Harris
LHX
$50.7B
| $751K | 0.05% |
4,441
+209
| +5% | +$33.3K |
2018 Q2
1 quarter
|
|
457
Bread Financial
BFH
$3.74B
| $750K | 0.05% |
+3,982
| New | +$751K |
2018 Q3
0 quarters
|
|
458
DELISTED
CSG Systems International
CSGS
| $748K | 0.05% |
18,654
-14,154
| -43% | -$560K |
2017 Q4
3 quarters
|
|
459
Wyndham Hotels & Resorts
WH
$5.89B
| $748K | 0.05% |
+13,474
| New | +$771K |
2018 Q3
0 quarters
|
|
460
Mid-America Apartment Communities
MAA
$13.7B
| $746K | 0.05% |
+7,447
| New | +$753K |
2018 Q3
0 quarters
|
|
|
STOR
461
DELISTED
STORE Capital Corporation
STOR
| $740K | 0.05% |
26,642
+21,318
| +400% | +$600K |
2018 Q2
1 quarter
|
|
462
General Motors
GM
$72.5B
| $739K | 0.05% |
21,961
-133,517
| -86% | -$4.92M |
2016 Q1
10 quarters
|
|
463
Salesforce
CRM
$179B
| $733K | 0.05% |
+4,610
| New | +$684K |
2018 Q3
0 quarters
|
|
464
DELISTED
MRC Global
MRC
| $729K | 0.05% |
+38,872
| New | +$800K |
2018 Q3
0 quarters
|
|
465
DELISTED
American Woodmark
AMWD
| $726K | 0.05% |
9,264
+7,797
| +531% | +$666K |
2018 Q1
2 quarters
|
|
466
Manhattan Associates
MANH
$14.9B
| $720K | 0.05% |
+13,197
| New | +$703K |
2018 Q3
0 quarters
|
|
467
Exponent
EXPO
$4.15B
| $718K | 0.05% |
13,399
+12,297
| +1,116% | +$630K |
2017 Q1
6 quarters
|
|
|
VNTR
468
DELISTED
Venator Materials PLC
VNTR
| $713K | 0.05% |
79,280
+52,053
| +191% | +$672K |
2017 Q4
3 quarters
|
|
469
US Foods
USFD
$23.3B
| $706K | 0.05% |
22,916
-10,952
| -32% | -$379K |
2018 Q1
2 quarters
|
|
|
PNK
470
DELISTED
Pinnacle Entertainment Inc.
PNK
| $705K | 0.05% |
+20,950
| New | +$707K |
2018 Q3
0 quarters
|
|
|
PBCT
471
DELISTED
People's United Financial Inc
PBCT
| $697K | 0.05% |
+40,765
| New | +$746K |
2018 Q3
0 quarters
|
|
472
Lennox International
LII
$12B
| $696K | 0.05% |
+3,190
| New | +$695K |
2018 Q3
0 quarters
|
|
|
DPLO
473
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
| $696K | 0.05% |
+35,907
| New | +$764K |
2018 Q3
0 quarters
|
|
|
EVHC
474
DELISTED
Envision Healthcare Holdings Inc
EVHC
| $690K | 0.05% |
+15,106
| New | +$679K |
2018 Q3
0 quarters
|
|
475
Semtech
SMTC
$10.7B
| $689K | 0.05% |
12,407
+5,835
| +89% | +$305K |
2018 Q2
1 quarter
|
|
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.