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 |
RTX Corp
RTX
|
+$15.2M |
| 2 |
Constellation Brands
STZ
|
+$13.3M |
| 3 |
FedEx
FDX
|
+$11.6M |
| 4 |
Honeywell
HON
|
+$11.3M |
| 5 |
Labcorp
LH
|
+$11.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
PayPal
PYPL
|
+$15.7M |
| 2 |
S&P Global
SPGI
|
+$15.5M |
| 3 |
Walmart Inc
WMT
|
+$14.1M |
| 4 |
Home Depot
HD
|
+$11.4M |
| 5 |
PepsiCo
PEP
|
+$10.2M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Industrials | 18.88% |
| 2 | Technology | 16.9% |
| 3 | Consumer Discretionary | 12.75% |
| 4 | Healthcare | 12.51% |
| 5 | Financials | 10.23% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
51
Steel Dynamics
STLD
$31.7B
| $4.54M | 0.44% |
151,045
+21,057
| +16% | +$796K |
2018 Q2
2 quarters
|
|
52
Roper Technologies
ROP
$47.2B
| $4.51M | 0.44% |
16,916
-31,917
| -65% | -$9.03M |
2018 Q2
2 quarters
|
|
53
Marathon Petroleum
MPC
$101B
| $4.46M | 0.44% |
75,633
+16,818
| +29% | +$1.15M |
2016 Q4
8 quarters
|
|
54
Oracle
ORCL
$362B
| $4.46M | 0.44% |
+98,749
| New | +$4.73M |
2018 Q4
0 quarters
|
|
55
DaVita
DVA
$12B
| $4.39M | 0.43% |
85,301
+54,042
| +173% | +$3.46M |
2018 Q1
3 quarters
|
|
56
Gilead Sciences
GILD
$207B
| $4.24M | 0.42% |
67,822
+19,381
| +40% | +$1.35M |
2016 Q2
10 quarters
|
|
57
Public Service Enterprise Group
PEG
$36.2B
| $4.2M | 0.41% |
80,643
+72,463
| +886% | +$3.9M |
2018 Q3
1 quarter
|
|
58
Motorola Solutions
MSI
$85.1B
| $4.18M | 0.41% |
+36,319
| New | +$4.51M |
2018 Q4
0 quarters
|
|
59
CVS Health
CVS
$107B
| $4.04M | 0.4% |
+61,624
| New | +$4.6M |
2018 Q4
0 quarters
|
|
60
SLB Ltd
SLB
$73.7B
| $4.03M | 0.39% |
111,707
-5,418
| -5% | -$267K |
2017 Q2
6 quarters
|
|
61
CDW
CDW
$19.6B
| $4.03M | 0.39% |
+49,719
| New | +$4.28M |
2018 Q4
0 quarters
|
|
|
ETFC
62
DELISTED
E*Trade Financial Corporation
ETFC
| $4.01M | 0.39% |
91,415
-2,589
| -3% | -$127K |
2018 Q3
1 quarter
|
|
|
TSS
63
DELISTED
Total System Services, Inc.
TSS
| $3.94M | 0.39% |
48,429
+13,177
| +37% | +$1.17M |
2018 Q1
3 quarters
|
|
64
Capital One
COF
$121B
| $3.93M | 0.38% |
51,944
-6,917
| -12% | -$599K |
2018 Q3
1 quarter
|
|
65
Canadian National Railway
CNI
$74.4B
| $3.89M | 0.38% |
+52,547
| New | +$4.36M |
2018 Q4
0 quarters
|
|
66
Rockwell Automation
ROK
$41.7B
| $3.89M | 0.38% |
25,845
+11,699
| +83% | +$1.95M |
2018 Q1
3 quarters
|
|
67
AutoZone
AZO
$51.8B
| $3.84M | 0.38% |
4,576
+3,899
| +576% | +$3.13M |
2018 Q1
3 quarters
|
|
68
HP
HPQ
$25.7B
| $3.82M | 0.37% |
+186,781
| New | +$4.36M |
2018 Q4
0 quarters
|
|
69
McDonald's
MCD
$196B
| $3.82M | 0.37% |
+21,515
| New | +$3.82M |
2018 Q4
0 quarters
|
|
70
Booking.com
BKNG
$119B
| $3.8M | 0.37% |
+55,200
| New | +$4.05M |
2018 Q4
0 quarters
|
|
71
DELISTED
Anadarko Petroleum
APC
| $3.76M | 0.37% |
85,892
+73,120
| +573% | +$4.12M |
2016 Q4
8 quarters
|
|
72
Regeneron Pharmaceuticals
REGN
$93.6B
| $3.66M | 0.36% |
9,791
+8,730
| +823% | +$3.2M |
2018 Q3
1 quarter
|
|
73
DELISTED
Paramount Global Class B
PARA
| $3.64M | 0.36% |
+83,367
| New | +$4.43M |
2018 Q4
0 quarters
|
|
74
eBay
EBAY
$53.5B
| $3.64M | 0.36% |
129,645
-89,766
| -41% | -$2.64M |
2018 Q1
3 quarters
|
|
75
TJX Companies
TJX
$149B
| $3.61M | 0.35% |
+80,655
| New | +$4.08M |
2018 Q4
0 quarters
|
|
Similar funds
Quantbot Technologies's Q4 2018 Portfolio in Review
As of Q4 2018, Quantbot Technologies held 1,683 positions worth $1.02B, down 29% from $1.43B the previous quarter. Its ten largest holdings account for 9.7% of the portfolio.
Quantbot Technologies withdrew a net $200M in Q4 2018, closing 699 positions and reducing 283 holdings. Its most notable exit was PayPal, an estimated $15.7M position sold in full.
By sector, the portfolio is most concentrated in Industrials at 19% of assets, up from 13% a quarter earlier, followed by Technology and Consumer Discretionary.
Against the trend, Quantbot Technologies opened a new position in RTX Corp worth $13M.
- Quantbot Technologies's largest Q4 2018 buy was RTX Corp: 194,306 shares worth $13M.
- Quantbot Technologies added most to Constellation Brands in Q4 2018, an estimated $13.3M increase.
- Quantbot Technologies's biggest Q4 2018 reduction was Roper Technologies, cutting an estimated $9.03M.
- Quantbot Technologies fully exited PayPal in Q4 2018, selling an estimated $15.7M.
- Quantbot Technologies's ten largest holdings make up 9.7% of its $1.02B portfolio in Q4 2018.
- Quantbot Technologies opened 456 new positions and closed 699 in Q4 2018.
- Quantbot Technologies's portfolio value fell 29% quarter-over-quarter to $1.02B.
Based on Quantbot Technologies's 13F filing for Q4 2018, filed 13 Feb 2019.