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 | |
|---|---|---|---|---|---|---|---|
151
Digital Realty Trust
DLR
$67.7B
| $2.84M | 0.2% |
25,209
+10,922
| +76% | +$1.31M |
2018 Q2
1 quarter
|
|
|
VAR
152
DELISTED
Varian Medical Systems, Inc.
VAR
| $2.82M | 0.2% |
25,219
+2,942
| +13% | +$333K |
2018 Q2
1 quarter
|
|
153
Molson Coors Class B
TAP
$7.48B
| $2.82M | 0.2% |
+45,833
| New | +$3.03M |
2018 Q3
0 quarters
|
|
154
Lennar Class A
LEN
$20.7B
| $2.8M | 0.2% |
+61,949
| New | +$3.12M |
2018 Q3
0 quarters
|
|
155
Bloomin' Brands
BLMN
$905M
| $2.75M | 0.19% |
139,117
-2,703
| -2% | -$52.8K |
2018 Q2
1 quarter
|
|
156
Chevron
CVX
$459B
| $2.74M | 0.19% |
22,436
-35,995
| -62% | -$4.37M |
2016 Q1
10 quarters
|
|
|
CY
157
DELISTED
Cypress Semiconductor
CY
| $2.74M | 0.19% |
+189,287
| New | +$3.12M |
2018 Q3
0 quarters
|
|
158
Avnet
AVT
$7.25B
| $2.73M | 0.19% |
+60,999
| New | +$2.8M |
2018 Q3
0 quarters
|
|
159
Emcor
EME
$29.8B
| $2.7M | 0.19% |
35,965
+28,035
| +354% | +$2.16M |
2017 Q4
3 quarters
|
|
160
Incyte
INCY
$24.5B
| $2.7M | 0.19% |
+39,090
| New | +$2.68M |
2018 Q3
0 quarters
|
|
161
RPM International
RPM
$13.1B
| $2.68M | 0.19% |
+41,288
| New | +$2.66M |
2018 Q3
0 quarters
|
|
162
First Hawaiian
FHB
$3.07B
| $2.68M | 0.19% |
98,666
+38,158
| +63% | +$1.09M |
2018 Q1
2 quarters
|
|
|
CLDR
163
DELISTED
Cloudera, Inc.
CLDR
| $2.67M | 0.19% |
151,440
+47,999
| +46% | +$729K |
2018 Q2
1 quarter
|
|
164
FTI Consulting
FCN
$4.98B
| $2.67M | 0.19% |
+36,453
| New | +$2.68M |
2018 Q3
0 quarters
|
|
165
Rockwell Automation
ROK
$48.4B
| $2.65M | 0.19% |
14,146
-2,798
| -17% | -$501K |
2018 Q1
2 quarters
|
|
166
TransUnion
TRU
$14.6B
| $2.64M | 0.18% |
35,931
+29,890
| +495% | +$2.22M |
2017 Q4
3 quarters
|
|
167
Carlisle Companies
CSL
$14.5B
| $2.64M | 0.18% |
+21,693
| New | +$2.65M |
2018 Q3
0 quarters
|
|
168
Brunswick
BC
$4.88B
| $2.62M | 0.18% |
39,052
+9,502
| +32% | +$629K |
2017 Q3
4 quarters
|
|
169
American Electric Power
AEP
$70.9B
| $2.61M | 0.18% |
36,813
-47,579
| -56% | -$3.39M |
2018 Q2
1 quarter
|
|
170
NOV
NOV
$6.88B
| $2.61M | 0.18% |
+60,553
| New | +$2.71M |
2018 Q3
0 quarters
|
|
171
CenterPoint Energy
CNP
$28.1B
| $2.57M | 0.18% |
+93,057
| New | +$2.61M |
2018 Q3
0 quarters
|
|
172
Everpure Inc
P
$42.3B
| $2.57M | 0.18% |
+99,106
| New | +$2.46M |
2018 Q3
0 quarters
|
|
173
Owens Corning
OC
$9.6B
| $2.56M | 0.18% |
47,256
+2,395
| +5% | +$144K |
2018 Q1
2 quarters
|
|
174
Deluxe
DLX
$1.04B
| $2.5M | 0.17% |
43,867
+5,731
| +15% | +$346K |
2018 Q2
1 quarter
|
|
175
DELISTED
Nordstrom
JWN
| $2.48M | 0.17% |
+41,515
| New | +$2.38M |
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.