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 | |
|---|---|---|---|---|---|---|---|
151
IBM
IBM
$233B
| $2.09M | 0.2% |
+19,259
| New | +$2.31M |
2018 Q4
0 quarters
|
|
|
GG
152
DELISTED
Goldcorp Inc
GG
| $2.09M | 0.2% |
+213,000
| New | +$2.07M |
2018 Q4
0 quarters
|
|
153
Packaging Corp of America
PKG
$22.7B
| $2.08M | 0.2% |
24,935
+13,686
| +122% | +$1.27M |
2018 Q1
3 quarters
|
|
154
CACI
CACI
$14.1B
| $2.06M | 0.2% |
14,300
+13,656
| +2,120% | +$2.32M |
2017 Q4
4 quarters
|
|
155
Evergy
EVRG
$20.6B
| $2.03M | 0.2% |
35,729
-19,203
| -35% | -$1.11M |
2018 Q3
1 quarter
|
|
|
AABA
156
DELISTED
Altaba Inc
AABA
| $2.01M | 0.2% |
+34,761
| New | +$2.14M |
2018 Q4
0 quarters
|
|
157
Edwards Lifesciences
EW
$60.2B
| $2M | 0.2% |
+39,279
| New | +$1.99M |
2018 Q4
0 quarters
|
|
158
Insperity
NSP
$1.88B
| $2M | 0.2% |
21,400
+19,670
| +1,137% | +$2.04M |
2018 Q3
1 quarter
|
|
159
Eastman Chemical
EMN
$7.48B
| $1.98M | 0.19% |
+27,131
| New | +$2.16M |
2018 Q4
0 quarters
|
|
160
Autodesk
ADSK
$55B
| $1.98M | 0.19% |
+15,407
| New | +$2.08M |
2018 Q4
0 quarters
|
|
161
Viatris
VTRS
$23.5B
| $1.97M | 0.19% |
+71,887
| New | +$2.33M |
2018 Q4
0 quarters
|
|
162
Darden Restaurants
DRI
$26B
| $1.97M | 0.19% |
19,691
-65,766
| -77% | -$7.03M |
2018 Q3
1 quarter
|
|
163
Bio-Rad Laboratories Class A
BIO
$10.4B
| $1.95M | 0.19% |
8,401
+2,481
| +42% | +$666K |
2017 Q4
4 quarters
|
|
164
Carvana
CVNA
$84.1B
| $1.92M | 0.19% |
+294,050
| New | +$2.48M |
2018 Q4
0 quarters
|
|
165
DELISTED
WW International
WW
| $1.92M | 0.19% |
+49,904
| New | +$2.74M |
2018 Q4
0 quarters
|
|
166
Charles Schwab
SCHW
$160B
| $1.9M | 0.19% |
+45,745
| New | +$2.07M |
2018 Q4
0 quarters
|
|
167
Charles River Laboratories
CRL
$16.9B
| $1.9M | 0.19% |
+16,760
| New | +$2.1M |
2018 Q4
0 quarters
|
|
168
D.R. Horton
DHI
$42.2B
| $1.88M | 0.18% |
54,403
+29,322
| +117% | +$1.07M |
2018 Q1
3 quarters
|
|
169
United Parks & Resorts
PRKS
$1.96B
| $1.88M | 0.18% |
85,278
+74,836
| +717% | +$2M |
2018 Q3
1 quarter
|
|
170
International Paper
IP
$18.8B
| $1.88M | 0.18% |
+49,257
| New | +$2.07M |
2018 Q4
0 quarters
|
|
171
Illumina
ILMN
$33.4B
| $1.86M | 0.18% |
+6,374
| New | +$1.97M |
2018 Q4
0 quarters
|
|
172
Cognizant
CTSH
$28.4B
| $1.85M | 0.18% |
29,200
-41,337
| -59% | -$2.88M |
2018 Q3
1 quarter
|
|
173
Children's Place
PLCE
$4.17M
| $1.84M | 0.18% |
+20,463
| New | +$2.55M |
2018 Q4
0 quarters
|
|
174
American Water Works
AWK
$29.7B
| $1.83M | 0.18% |
+20,141
| New | +$1.84M |
2018 Q4
0 quarters
|
|
175
M&T Bank
MTB
$32B
| $1.8M | 0.18% |
12,576
-27,354
| -69% | -$4.37M |
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.