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 | |
|---|---|---|---|---|---|---|---|
76
Eversource Energy
ES
$26.3B
| $3.6M | 0.35% |
+55,313
| New | +$3.6M |
2018 Q4
0 quarters
|
|
77
Comcast
CMCSA
$86.6B
| $3.54M | 0.35% |
103,829
-43,695
| -30% | -$1.6M |
2018 Q1
3 quarters
|
|
78
Encompass Health
EHC
$13.5B
| $3.5M | 0.34% |
71,361
-3,485
| -5% | -$198K |
2018 Q3
1 quarter
|
|
79
The Mosaic Company
MOS
$7.11B
| $3.46M | 0.34% |
+118,574
| New | +$3.9M |
2018 Q4
0 quarters
|
|
80
Amphenol
APH
$184B
| $3.45M | 0.34% |
340,752
-401,912
| -54% | -$4.32M |
2017 Q4
4 quarters
|
|
81
Fluor
FLR
$6.22B
| $3.44M | 0.34% |
106,812
+89,001
| +500% | +$3.84M |
2018 Q3
1 quarter
|
|
82
Cardinal Health
CAH
$62.8B
| $3.4M | 0.33% |
+76,224
| New | +$3.97M |
2018 Q4
0 quarters
|
|
83
Agilent Technologies
A
$49.3B
| $3.34M | 0.33% |
49,552
+31,275
| +171% | +$2.1M |
2017 Q2
6 quarters
|
|
84
Microsoft
MSFT
$3.94T
| $3.25M | 0.32% |
+31,971
| New | +$3.42M |
2018 Q4
0 quarters
|
|
85
DTE Energy
DTE
$28.1B
| $3.24M | 0.32% |
+34,500
| New | +$3.37M |
2018 Q4
0 quarters
|
|
86
Archer Daniels Midland
ADM
$33.3B
| $3.2M | 0.31% |
78,105
+4,211
| +6% | +$196K |
2018 Q1
3 quarters
|
|
87
Ashland
ASH
$3.51B
| $3.18M | 0.31% |
44,829
+44,505
| +13,736% | +$3.43M |
2018 Q3
1 quarter
|
|
88
Avnet
AVT
$6.52B
| $3.14M | 0.31% |
87,080
+26,081
| +43% | +$1.07M |
2018 Q3
1 quarter
|
|
89
Bread Financial
BFH
$3.87B
| $3.13M | 0.31% |
26,143
+22,161
| +557% | +$3.48M |
2018 Q3
1 quarter
|
|
90
DELISTED
Comerica
CMA
| $3.08M | 0.3% |
+44,858
| New | +$3.57M |
2018 Q4
0 quarters
|
|
91
Consolidated Edison
ED
$44B
| $3.08M | 0.3% |
40,289
+30,303
| +303% | +$2.37M |
2018 Q2
2 quarters
|
|
92
RPM International
RPM
$13.2B
| $3.08M | 0.3% |
52,414
+11,126
| +27% | +$681K |
2018 Q3
1 quarter
|
|
|
CDK
93
DELISTED
CDK Global, Inc.
CDK
| $3.04M | 0.3% |
63,574
+32,997
| +108% | +$1.74M |
2018 Q1
3 quarters
|
|
94
Clean Harbors
CLH
$15B
| $3.04M | 0.3% |
+61,628
| New | +$3.84M |
2018 Q4
0 quarters
|
|
95
Intel
INTC
$299B
| $3.04M | 0.3% |
+64,747
| New | +$3.03M |
2018 Q4
0 quarters
|
|
96
Aimco
AIV
$225M
| $3.03M | 0.3% |
+518,810
| New | +$3.08M |
2018 Q4
0 quarters
|
|
|
UFS
97
DELISTED
DOMTAR CORPORATION (New)
UFS
| $2.97M | 0.29% |
84,639
+69,230
| +449% | +$3.04M |
2018 Q1
3 quarters
|
|
98
Southwest Airlines
LUV
$21.8B
| $2.96M | 0.29% |
63,586
+46,701
| +277% | +$2.48M |
2018 Q3
1 quarter
|
|
|
DNKN
99
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $2.89M | 0.28% |
45,078
+22,620
| +101% | +$1.61M |
2018 Q3
1 quarter
|
|
100
JB Hunt Transport Services
JBHT
$20.3B
| $2.88M | 0.28% |
30,997
+15,026
| +94% | +$1.59M |
2018 Q1
3 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.