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 | |
|---|---|---|---|---|---|---|---|
|
PE
176
DELISTED
PARSLEY ENERGY INC
PE
| $2.46M | 0.17% |
+84,212
| New | +$2.5M |
2018 Q3
0 quarters
|
|
177
Hershey
HSY
$33.8B
| $2.46M | 0.17% |
24,071
-7,642
| -24% | -$755K |
2017 Q2
5 quarters
|
|
178
Altria Group
MO
$128B
| $2.45M | 0.17% |
40,604
-47,506
| -54% | -$2.82M |
2018 Q2
1 quarter
|
|
179
Timken Company
TKR
$8.17B
| $2.4M | 0.17% |
48,241
-10,996
| -19% | -$519K |
2017 Q1
6 quarters
|
|
180
East-West Bancorp
EWBC
$18.3B
| $2.38M | 0.17% |
39,495
+7,787
| +25% | +$500K |
2017 Q4
3 quarters
|
|
181
Optimum Communications Inc
OPTU
$256M
| $2.36M | 0.16% |
129,930
+88,556
| +214% | +$1.59M |
2018 Q2
1 quarter
|
|
182
Strategic Education
STRA
$1.62B
| $2.34M | 0.16% |
17,117
+17,112
| +342,240% | +$2.2M |
2017 Q4
3 quarters
|
|
183
Teradata
TDC
$3.14B
| $2.34M | 0.16% |
+62,135
| New | +$2.51M |
2018 Q3
0 quarters
|
|
184
Prologis
PLD
$122B
| $2.34M | 0.16% |
34,527
+13,039
| +61% | +$857K |
2018 Q1
2 quarters
|
|
185
DELISTED
WestRock Company
WRK
| $2.33M | 0.16% |
+43,600
| New | +$2.44M |
2018 Q3
0 quarters
|
|
186
Akamai
AKAM
$12.2B
| $2.32M | 0.16% |
31,797
-86,801
| -73% | -$6.52M |
2017 Q4
3 quarters
|
|
187
Urban Outfitters
URBN
$7.55B
| $2.32M | 0.16% |
56,691
-72,365
| -56% | -$3.25M |
2018 Q2
1 quarter
|
|
188
Adient
ADNT
$1.31B
| $2.31M | 0.16% |
+58,767
| New | +$2.65M |
2018 Q3
0 quarters
|
|
189
LyondellBasell Industries
LYB
$21.3B
| $2.3M | 0.16% |
22,472
+9,495
| +73% | +$1.04M |
2018 Q2
1 quarter
|
|
190
Ulta Beauty
ULTA
$27B
| $2.3M | 0.16% |
8,161
+4,841
| +146% | +$1.23M |
2018 Q2
1 quarter
|
|
191
SEI Investments
SEIC
$12.6B
| $2.29M | 0.16% |
37,550
+14,957
| +66% | +$927K |
2018 Q2
1 quarter
|
|
192
Humana
HUM
$49.7B
| $2.28M | 0.16% |
+6,749
| New | +$2.19M |
2018 Q3
0 quarters
|
|
193
Louisiana-Pacific
LPX
$5.19B
| $2.28M | 0.16% |
+86,041
| New | +$2.45M |
2018 Q3
0 quarters
|
|
194
First American
FAF
$6.7B
| $2.27M | 0.16% |
44,058
+38,438
| +684% | +$2.1M |
2017 Q4
3 quarters
|
|
195
Entegris
ENTG
$24B
| $2.26M | 0.16% |
77,921
+71,622
| +1,137% | +$2.41M |
2018 Q2
1 quarter
|
|
196
DaVita
DVA
$11.4B
| $2.24M | 0.16% |
31,259
+18,174
| +139% | +$1.28M |
2018 Q1
2 quarters
|
|
197
Axalta
AXTA
$7.57B
| $2.23M | 0.16% |
76,375
+40,230
| +111% | +$1.21M |
2018 Q2
1 quarter
|
|
198
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $2.22M | 0.16% |
19,501
+8,572
| +78% | +$976K |
2017 Q1
6 quarters
|
|
199
ServiceNow
NOW
$113B
| $2.22M | 0.16% |
+56,765
| New | +$2.15M |
2018 Q3
0 quarters
|
|
200
SiriusXM
SIRI
$10.3B
| $2.2M | 0.15% |
+34,769
| New | +$2.42M |
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.