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 | |
|---|---|---|---|---|---|---|---|
51
Tapestry
TPR
$22.1B
| $5.8M | 0.41% |
+115,327
| New | +$5.64M |
2018 Q3
0 quarters
|
|
52
Zoetis
ZTS
$32.1B
| $5.76M | 0.4% |
62,921
+24,491
| +64% | +$2.17M |
2017 Q3
4 quarters
|
|
53
Advance Auto Parts
AAP
$2.75B
| $5.74M | 0.4% |
+34,080
| New | +$5.24M |
2018 Q3
0 quarters
|
|
54
Intuit
INTU
$87.7B
| $5.68M | 0.4% |
24,969
+12,027
| +93% | +$2.58M |
2018 Q2
1 quarter
|
|
55
Celanese
CE
$5.36B
| $5.6M | 0.39% |
49,166
+24,554
| +100% | +$2.82M |
2017 Q4
3 quarters
|
|
56
Capital One
COF
$126B
| $5.59M | 0.39% |
+58,861
| New | +$5.73M |
2018 Q3
0 quarters
|
|
57
Olin
OLN
$1.88B
| $5.51M | 0.39% |
214,499
+170,515
| +388% | +$5M |
2017 Q4
3 quarters
|
|
58
Wynn Resorts
WYNN
$7.35B
| $5.49M | 0.38% |
43,187
+27,662
| +178% | +$4.11M |
2017 Q1
6 quarters
|
|
59
Meta Platforms (Facebook)
META
$1.59T
| $5.47M | 0.38% |
33,280
+10,715
| +47% | +$1.94M |
2018 Q2
1 quarter
|
|
60
Cognizant
CTSH
$29.9B
| $5.44M | 0.38% |
+70,537
| New | +$5.52M |
2018 Q3
0 quarters
|
|
|
CTXS
61
DELISTED
Citrix Systems Inc
CTXS
| $5.38M | 0.38% |
+48,439
| New | +$5.36M |
2018 Q3
0 quarters
|
|
62
Sherwin-Williams
SHW
$77.5B
| $5.32M | 0.37% |
+35,046
| New | +$5.19M |
2018 Q3
0 quarters
|
|
63
Becton Dickinson
BDX
$53.2B
| $5.31M | 0.37% |
+20,852
| New | +$5.14M |
2018 Q3
0 quarters
|
|
|
AGN
64
DELISTED
Allergan plc
AGN
| $5.25M | 0.37% |
27,587
+17,509
| +174% | +$3.22M |
2018 Q2
1 quarter
|
|
65
Comcast
CMCSA
$76.6B
| $5.22M | 0.37% |
147,524
-12,492
| -8% | -$442K |
2018 Q1
2 quarters
|
|
66
Align Technology
ALGN
$10.8B
| $5.14M | 0.36% |
13,134
-130
| -1% | -$48K |
2017 Q4
3 quarters
|
|
67
Boston Properties
BXP
$9.8B
| $5.14M | 0.36% |
+41,727
| New | +$5.31M |
2018 Q3
0 quarters
|
|
68
Quest Diagnostics
DGX
$27.1B
| $5.09M | 0.36% |
47,192
+46,933
| +18,121% | +$5.15M |
2017 Q3
4 quarters
|
|
69
Accenture
ACN
$149B
| $4.99M | 0.35% |
+29,339
| New | +$4.88M |
2018 Q3
0 quarters
|
|
|
ETFC
70
DELISTED
E*Trade Financial Corporation
ETFC
| $4.92M | 0.34% |
+94,004
| New | +$5.52M |
2018 Q3
0 quarters
|
|
71
Herbalife
HLF
$1.4B
| $4.92M | 0.34% |
90,207
+59,185
| +191% | +$3.27M |
2017 Q4
3 quarters
|
|
72
IDEX
IEX
$17.6B
| $4.92M | 0.34% |
32,632
+20,555
| +170% | +$3.06M |
2018 Q2
1 quarter
|
|
73
Air Products & Chemicals
APD
$68.4B
| $4.83M | 0.34% |
28,911
-65,654
| -69% | -$10.7M |
2016 Q4
7 quarters
|
|
74
Marathon Petroleum
MPC
$124B
| $4.7M | 0.33% |
58,815
+18,532
| +46% | +$1.47M |
2016 Q4
7 quarters
|
|
75
Cadence Design Systems
CDNS
$94B
| $4.67M | 0.33% |
102,976
+88,833
| +628% | +$4.04M |
2017 Q4
3 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.