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 | |
|---|---|---|---|---|---|---|---|
201
Newmont
NEM
$118B
| $2.18M | 0.15% |
72,089
+8,013
| +13% | +$271K |
2017 Q4
3 quarters
|
|
202
Cirrus Logic
CRUS
$5.62B
| $2.17M | 0.15% |
+56,313
| New | +$2.34M |
2018 Q3
0 quarters
|
|
203
Monolithic Power Systems
MPWR
$63B
| $2.17M | 0.15% |
17,303
+15,516
| +868% | +$2.16M |
2018 Q2
1 quarter
|
|
204
Quanta Services
PWR
$87.8B
| $2.16M | 0.15% |
64,591
-74,505
| -54% | -$2.54M |
2017 Q1
6 quarters
|
|
205
Morgan Stanley
MS
$299B
| $2.15M | 0.15% |
46,194
-8,683
| -16% | -$424K |
2018 Q2
1 quarter
|
|
206
Designer Brands
DBI
$354M
| $2.15M | 0.15% |
+63,460
| New | +$1.85M |
2018 Q3
0 quarters
|
|
207
Expedia Group
EXPE
$37.6B
| $2.14M | 0.15% |
16,406
+16,143
| +6,138% | +$2.1M |
2018 Q2
1 quarter
|
|
208
Unifirst Corp
UNF
$4.66B
| $2.11M | 0.15% |
12,169
+12,068
| +11,949% | +$2.22M |
2016 Q4
7 quarters
|
|
209
Whirlpool
WHR
$2.12B
| $2.11M | 0.15% |
+17,772
| New | +$2.36M |
2018 Q3
0 quarters
|
|
210
Cooper-Standard Automotive
CPS
$387M
| $2.11M | 0.15% |
+17,571
| New | +$2.36M |
2018 Q3
0 quarters
|
|
|
HDP
211
DELISTED
Hortonworks, Inc.
HDP
| $2.1M | 0.15% |
92,223
-33,708
| -27% | -$703K |
2017 Q2
5 quarters
|
|
212
Allison Transmission
ALSN
$9.9B
| $2.1M | 0.15% |
40,430
-29,934
| -43% | -$1.4M |
2018 Q2
1 quarter
|
|
|
POLY
213
DELISTED
Plantronics, Inc.
POLY
| $2.08M | 0.15% |
+34,588
| New | +$2.37M |
2018 Q3
0 quarters
|
|
214
Jack in the Box
JACK
$277M
| $2.07M | 0.14% |
24,699
+22,761
| +1,174% | +$1.97M |
2017 Q4
3 quarters
|
|
215
DELISTED
Select Medical
SEM
| $2.06M | 0.14% |
207,709
-27,539
| -12% | -$285K |
2018 Q1
2 quarters
|
|
216
Royal Caribbean
RCL
$86.3B
| $2.05M | 0.14% |
15,801
-17,740
| -53% | -$2.08M |
2017 Q1
6 quarters
|
|
217
Aptiv
APTV
$8.89B
| $2.05M | 0.14% |
24,430
-58,980
| -71% | -$5.39M |
2017 Q3
4 quarters
|
|
218
Adobe
ADBE
$97.4B
| $2.04M | 0.14% |
7,572
-350
| -4% | -$90.2K |
2017 Q3
4 quarters
|
|
219
Pinnacle West Capital
PNW
$12.8B
| $2.04M | 0.14% |
25,782
+24,720
| +2,328% | +$1.99M |
2017 Q1
6 quarters
|
|
220
Trinity Industries
TRN
$2.41B
| $2.04M | 0.14% |
+77,309
| New | +$2.03M |
2018 Q3
0 quarters
|
|
221
BP
BP
$120B
| $1.98M | 0.14% |
44,929
+44,304
| +7,089% | +$1.85M |
2018 Q2
1 quarter
|
|
222
Verizon
VZ
$190B
| $1.98M | 0.14% |
37,043
+10,996
| +42% | +$582K |
2017 Q4
3 quarters
|
|
|
TRCO
223
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
| $1.96M | 0.14% |
+51,040
| New | +$1.84M |
2018 Q3
0 quarters
|
|
224
Masco
MAS
$16.6B
| $1.95M | 0.14% |
+53,340
| New | +$2.05M |
2018 Q3
0 quarters
|
|
225
Simpson Manufacturing
SSD
$8.45B
| $1.93M | 0.14% |
26,656
+19,601
| +278% | +$1.39M |
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.