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 | |
|---|---|---|---|---|---|---|---|
101
ManpowerGroup
MAN
$2.15B
| $3.76M | 0.26% |
43,735
-58,443
| -57% | -$5.2M |
2017 Q4
3 quarters
|
|
102
Gilead Sciences
GILD
$212B
| $3.74M | 0.26% |
48,441
-3,363
| -6% | -$254K |
2016 Q2
9 quarters
|
|
103
Texas Roadhouse
TXRH
$12B
| $3.74M | 0.26% |
+53,989
| New | +$3.67M |
2018 Q3
0 quarters
|
|
104
Archer Daniels Midland
ADM
$37.1B
| $3.71M | 0.26% |
73,894
+64,493
| +686% | +$3.16M |
2018 Q1
2 quarters
|
|
105
BioMarin Pharmaceuticals
BMRN
$11.3B
| $3.7M | 0.26% |
+38,170
| New | +$3.81M |
2018 Q3
0 quarters
|
|
|
FLIR
106
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $3.68M | 0.26% |
59,944
-10,724
| -15% | -$631K |
2018 Q2
1 quarter
|
|
|
PFPT
107
DELISTED
Proofpoint, Inc.
PFPT
| $3.67M | 0.26% |
34,518
+9,584
| +38% | +$1.11M |
2018 Q2
1 quarter
|
|
108
Bristol-Myers Squibb
BMY
$128B
| $3.64M | 0.25% |
58,638
-12,940
| -18% | -$768K |
2016 Q2
9 quarters
|
|
109
Intuitive Surgical
ISRG
$153B
| $3.62M | 0.25% |
18,927
-81
| -0.4% | -$14.4K |
2017 Q4
3 quarters
|
|
110
DELISTED
Synovus
SNV
| $3.61M | 0.25% |
78,780
+62,944
| +397% | +$3.17M |
2017 Q3
4 quarters
|
|
111
Simon Property Group
SPG
$70.5B
| $3.6M | 0.25% |
+20,367
| New | +$3.6M |
2018 Q3
0 quarters
|
|
112
VF Corp
VFC
$7.2B
| $3.59M | 0.25% |
40,835
-19,555
| -32% | -$1.67M |
2018 Q1
2 quarters
|
|
113
A.O. Smith
AOS
$8.47B
| $3.57M | 0.25% |
66,897
+44,026
| +192% | +$2.59M |
2018 Q2
1 quarter
|
|
114
Lowe's Companies
LOW
$117B
| $3.56M | 0.25% |
31,056
-94,081
| -75% | -$9.8M |
2018 Q1
2 quarters
|
|
|
ZAYO
115
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $3.54M | 0.25% |
+101,958
| New | +$3.72M |
2018 Q3
0 quarters
|
|
116
TE Connectivity
TEL
$61.2B
| $3.51M | 0.25% |
39,874
-27,874
| -41% | -$2.56M |
2018 Q2
1 quarter
|
|
|
TSS
117
DELISTED
Total System Services, Inc.
TSS
| $3.48M | 0.24% |
35,252
-79,692
| -69% | -$7.5M |
2018 Q1
2 quarters
|
|
118
Douglas Emmett
DEI
$1.7B
| $3.48M | 0.24% |
+92,164
| New | +$3.59M |
2018 Q3
0 quarters
|
|
119
Republic Services
RSG
$74.3B
| $3.47M | 0.24% |
+47,781
| New | +$3.46M |
2018 Q3
0 quarters
|
|
120
PNC Financial Services
PNC
$90.9B
| $3.45M | 0.24% |
25,319
+18,403
| +266% | +$2.62M |
2018 Q1
2 quarters
|
|
|
CERN
121
DELISTED
Cerner Corp
CERN
| $3.42M | 0.24% |
53,134
+36,634
| +222% | +$2.33M |
2018 Q2
1 quarter
|
|
122
Guidewire Software
GWRE
$13.4B
| $3.41M | 0.24% |
+33,723
| New | +$3.24M |
2018 Q3
0 quarters
|
|
123
ConocoPhillips
COP
$185B
| $3.4M | 0.24% |
43,967
+32,561
| +285% | +$2.35M |
2018 Q2
1 quarter
|
|
|
CELG
124
DELISTED
Celgene Corp
CELG
| $3.37M | 0.24% |
37,699
-36,137
| -49% | -$3.19M |
2018 Q2
1 quarter
|
|
125
United Rentals
URI
$72.4B
| $3.36M | 0.24% |
20,574
+12,344
| +150% | +$1.92M |
2018 Q1
2 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.