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 | |
|---|---|---|---|---|---|---|---|
101
Block Inc
XYZ
$53.5B
| $2.88M | 0.28% |
+51,393
| New | +$3.63M |
2018 Q4
0 quarters
|
|
102
Citizens Financial Group
CFG
$27.3B
| $2.88M | 0.28% |
96,813
-11,798
| -11% | -$414K |
2017 Q4
4 quarters
|
|
103
DXC Technology
DXC
$2.36B
| $2.87M | 0.28% |
+53,960
| New | +$3.73M |
2018 Q4
0 quarters
|
|
104
Prologis
PLD
$124B
| $2.82M | 0.28% |
48,092
+13,565
| +39% | +$879K |
2018 Q1
3 quarters
|
|
105
Essex Property Trust
ESS
$17.7B
| $2.81M | 0.28% |
+11,470
| New | +$2.89M |
2018 Q4
0 quarters
|
|
106
AerCap
AER
$26.6B
| $2.81M | 0.28% |
+71,008
| New | +$3.55M |
2018 Q4
0 quarters
|
|
107
DexCom
DXCM
$30.2B
| $2.76M | 0.27% |
92,272
+45,576
| +98% | +$1.45M |
2018 Q2
2 quarters
|
|
108
Clorox
CLX
$12.8B
| $2.72M | 0.27% |
+17,666
| New | +$2.75M |
2018 Q4
0 quarters
|
|
109
Gentex
GNTX
$4.11B
| $2.66M | 0.26% |
131,383
+92,266
| +236% | +$1.93M |
2018 Q3
1 quarter
|
|
110
Allegion
ALLE
$16.2B
| $2.64M | 0.26% |
+33,139
| New | +$2.86M |
2018 Q4
0 quarters
|
|
111
Southern Copper
SCCO
$150B
| $2.61M | 0.26% |
93,484
+92,162
| +6,971% | +$3.04M |
2018 Q3
1 quarter
|
|
112
Jack Henry & Associates
JKHY
$12B
| $2.6M | 0.25% |
+20,561
| New | +$2.92M |
2018 Q4
0 quarters
|
|
113
Novartis
NVS
$309B
| $2.6M | 0.25% |
+33,794
| New | +$2.63M |
2018 Q4
0 quarters
|
|
114
Allison Transmission
ALSN
$10.2B
| $2.59M | 0.25% |
59,055
+18,625
| +46% | +$864K |
2018 Q2
2 quarters
|
|
115
EOG Resources
EOG
$77B
| $2.55M | 0.25% |
+29,197
| New | +$3.13M |
2018 Q4
0 quarters
|
|
116
Thor Industries
THO
$4.25B
| $2.54M | 0.25% |
48,925
+44,521
| +1,011% | +$3.01M |
2018 Q3
1 quarter
|
|
117
Eagle Materials
EXP
$5.79B
| $2.54M | 0.25% |
41,583
-12,988
| -24% | -$931K |
2017 Q4
4 quarters
|
|
118
ASML
ASML
$583B
| $2.53M | 0.25% |
+16,255
| New | +$2.76M |
2018 Q4
0 quarters
|
|
119
DELISTED
US Steel
X
| $2.52M | 0.25% |
+138,313
| New | +$3.46M |
2018 Q4
0 quarters
|
|
120
WEX
WEX
$6B
| $2.47M | 0.24% |
17,610
+16,053
| +1,031% | +$2.64M |
2018 Q3
1 quarter
|
|
121
Crane NXT
CXT
$3.43B
| $2.46M | 0.24% |
+98,174
| New | +$2.92M |
2018 Q4
0 quarters
|
|
122
Booz Allen Hamilton
BAH
$10.3B
| $2.45M | 0.24% |
54,374
+25,740
| +90% | +$1.26M |
2016 Q2
10 quarters
|
|
123
Devon Energy
DVN
$46.6B
| $2.44M | 0.24% |
108,202
+95,833
| +775% | +$2.94M |
2018 Q3
1 quarter
|
|
|
ALXN
124
DELISTED
Alexion Pharmaceuticals
ALXN
| $2.43M | 0.24% |
24,951
+14,642
| +142% | +$1.73M |
2018 Q1
3 quarters
|
|
125
Cisco
CSCO
$389B
| $2.41M | 0.24% |
55,538
+35,186
| +173% | +$1.61M |
2018 Q1
3 quarters
|
|
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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.