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 | |
|---|---|---|---|---|---|---|---|
176
CBRE Group
CBRE
$39.2B
| $1.8M | 0.18% |
44,899
-90,722
| -67% | -$3.75M |
2018 Q3
1 quarter
|
|
177
Enovis
ENOV
$1.61B
| $1.79M | 0.18% |
+49,853
| New | +$2.33M |
2018 Q4
0 quarters
|
|
178
PNC Financial Services
PNC
$91.3B
| $1.78M | 0.17% |
15,199
-10,120
| -40% | -$1.29M |
2018 Q1
3 quarters
|
|
179
Vertex Pharmaceuticals
VRTX
$139B
| $1.76M | 0.17% |
+10,639
| New | +$1.84M |
2018 Q4
0 quarters
|
|
180
Sabre
SABR
$707M
| $1.76M | 0.17% |
81,110
+25,849
| +47% | +$626K |
2018 Q1
3 quarters
|
|
181
Globus Medical
GMED
$9.9B
| $1.75M | 0.17% |
40,410
+25,047
| +163% | +$1.25M |
2018 Q1
3 quarters
|
|
182
Crown Castle
CCI
$37.4B
| $1.69M | 0.17% |
15,585
-44,968
| -74% | -$4.94M |
2018 Q3
1 quarter
|
|
183
Suncor Energy
SU
$77.2B
| $1.67M | 0.16% |
59,877
+30,713
| +105% | +$1.02M |
2018 Q3
1 quarter
|
|
184
Tetra Tech
TTEK
$10.4B
| $1.66M | 0.16% |
160,500
+158,960
| +10,322% | +$1.97M |
2018 Q3
1 quarter
|
|
185
Flowserve
FLS
$10.7B
| $1.63M | 0.16% |
42,893
+37,424
| +684% | +$1.75M |
2018 Q3
1 quarter
|
|
186
East-West Bancorp
EWBC
$17.8B
| $1.62M | 0.16% |
37,320
-2,175
| -6% | -$113K |
2017 Q4
4 quarters
|
|
187
Comfort Systems
FIX
$39B
| $1.61M | 0.16% |
36,800
+27,301
| +287% | +$1.4M |
2018 Q3
1 quarter
|
|
188
PENN Entertainment
PENN
$2.43B
| $1.6M | 0.16% |
84,980
+81,056
| +2,066% | +$1.93M |
2018 Q3
1 quarter
|
|
189
Monster Beverage
MNST
$89B
| $1.57M | 0.15% |
127,852
-278,064
| -69% | -$3.77M |
2018 Q3
1 quarter
|
|
|
SIVB
190
DELISTED
SVB Financial Group
SIVB
| $1.57M | 0.15% |
8,264
-884
| -10% | -$216K |
2018 Q1
3 quarters
|
|
191
HCA Healthcare
HCA
$105B
| $1.56M | 0.15% |
+12,545
| New | +$1.68M |
2018 Q4
0 quarters
|
|
192
Hello Group
MOMO
$651M
| $1.56M | 0.15% |
65,729
+40,596
| +162% | +$1.28M |
2018 Q2
2 quarters
|
|
193
Lam Research
LRCX
$278B
| $1.56M | 0.15% |
+114,370
| New | +$1.64M |
2018 Q4
0 quarters
|
|
194
Simon Property Group
SPG
$74.9B
| $1.55M | 0.15% |
9,241
-11,126
| -55% | -$1.99M |
2018 Q3
1 quarter
|
|
195
DELISTED
Juniper Networks
JNPR
| $1.54M | 0.15% |
+57,257
| New | +$1.62M |
2018 Q4
0 quarters
|
|
196
Masco
MAS
$16.2B
| $1.53M | 0.15% |
52,299
-1,041
| -2% | -$32.3K |
2018 Q3
1 quarter
|
|
197
Cboe Global Markets
CBOE
$37.4B
| $1.52M | 0.15% |
15,520
-17,186
| -53% | -$1.79M |
2018 Q1
3 quarters
|
|
198
DELISTED
Hess
HES
| $1.51M | 0.15% |
37,206
+25,202
| +210% | +$1.44M |
2018 Q3
1 quarter
|
|
199
Vishay Intertechnology
VSH
$4.06B
| $1.51M | 0.15% |
83,629
+29,175
| +54% | +$550K |
2018 Q3
1 quarter
|
|
200
Las Vegas Sands
LVS
$26B
| $1.49M | 0.15% |
28,691
-110,571
| -79% | -$5.99M |
2018 Q3
1 quarter
|
|
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.