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 | |
|---|---|---|---|---|---|---|---|
76
Eagle Materials
EXP
$5.33B
| $4.65M | 0.33% |
54,571
+42,199
| +341% | +$4.1M |
2017 Q4
3 quarters
|
|
77
Encompass Health
EHC
$12B
| $4.64M | 0.32% |
+74,846
| New | +$4.55M |
2018 Q3
0 quarters
|
|
78
Chipotle Mexican Grill
CMG
$36.4B
| $4.6M | 0.32% |
+506,500
| New | +$4.82M |
2018 Q3
0 quarters
|
|
|
LLL
79
DELISTED
L3 Technologies, Inc.
LLL
| $4.59M | 0.32% |
+21,600
| New | +$4.5M |
2018 Q3
0 quarters
|
|
80
DELISTED
Pioneer Natural Resource Co.
PXD
| $4.59M | 0.32% |
26,340
+24,414
| +1,268% | +$4.37M |
2018 Q1
2 quarters
|
|
81
Lamb Weston
LW
$7.37B
| $4.42M | 0.31% |
66,434
+58,146
| +702% | +$3.99M |
2018 Q1
2 quarters
|
|
82
Alcoa
AA
$10.6B
| $4.42M | 0.31% |
+109,372
| New | +$4.75M |
2018 Q3
0 quarters
|
|
83
CoStar Group
CSGP
$11.2B
| $4.39M | 0.31% |
104,340
+99,890
| +2,245% | +$4.27M |
2018 Q2
1 quarter
|
|
84
Centene
CNC
$33.2B
| $4.3M | 0.3% |
+59,470
| New | +$4.13M |
2018 Q3
0 quarters
|
|
85
Blackrock
BLK
$179B
| $4.3M | 0.3% |
9,117
+6,002
| +193% | +$2.92M |
2018 Q2
1 quarter
|
|
86
Dollar General
DG
$27.8B
| $4.29M | 0.3% |
+39,257
| New | +$4.08M |
2018 Q3
0 quarters
|
|
87
Helmerich & Payne
HP
$4.18B
| $4.26M | 0.3% |
62,024
+53,805
| +655% | +$3.43M |
2018 Q2
1 quarter
|
|
88
Norfolk Southern
NSC
$75.9B
| $4.22M | 0.3% |
23,378
+10,151
| +77% | +$1.73M |
2018 Q1
2 quarters
|
|
89
Lockheed Martin
LMT
$145B
| $4.2M | 0.29% |
12,141
-34,523
| -74% | -$11.1M |
2017 Q4
3 quarters
|
|
90
Citizens Financial Group
CFG
$27.5B
| $4.19M | 0.29% |
108,611
-71,648
| -40% | -$2.89M |
2017 Q4
3 quarters
|
|
91
Williams-Sonoma
WSM
$29.5B
| $4.18M | 0.29% |
+127,276
| New | +$4.04M |
2018 Q3
0 quarters
|
|
|
MXIM
92
DELISTED
Maxim Integrated Products
MXIM
| $4.11M | 0.29% |
72,931
+20,314
| +39% | +$1.22M |
2016 Q2
9 quarters
|
|
93
Citigroup
C
$205B
| $4.08M | 0.29% |
+56,803
| New | +$4.02M |
2018 Q3
0 quarters
|
|
94
Chemed
CHE
$6.97B
| $3.98M | 0.28% |
12,472
+5,686
| +84% | +$1.81M |
2018 Q2
1 quarter
|
|
95
Dentsply Sirona
XRAY
$1.88B
| $3.86M | 0.27% |
102,355
+27,079
| +36% | +$1.13M |
2018 Q1
2 quarters
|
|
96
Netflix
NFLX
$258B
| $3.85M | 0.27% |
102,930
+82,340
| +400% | +$2.99M |
2018 Q2
1 quarter
|
|
97
Johnson Controls International
JCI
$95.3B
| $3.84M | 0.27% |
+109,707
| New | +$4.04M |
2018 Q3
0 quarters
|
|
98
Moody's
MCO
$82.3B
| $3.83M | 0.27% |
+22,914
| New | +$4.03M |
2018 Q3
0 quarters
|
|
99
Oshkosh
OSK
$8.28B
| $3.79M | 0.27% |
53,269
+10,559
| +25% | +$761K |
2017 Q4
3 quarters
|
|
100
Eaton
ETN
$153B
| $3.78M | 0.26% |
43,563
+26,184
| +151% | +$2.14M |
2017 Q2
5 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.