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 | |
|---|---|---|---|---|---|---|---|
201
CMS Energy
CMS
$21.9B
| $1.49M | 0.15% |
+29,958
| New | +$1.51M |
2018 Q4
0 quarters
|
|
202
Helen of Troy
HELE
$894M
| $1.48M | 0.15% |
+11,300
| New | +$1.48M |
2018 Q4
0 quarters
|
|
203
Idexx Laboratories
IDXX
$54.9B
| $1.47M | 0.14% |
7,884
-4,163
| -35% | -$853K |
2017 Q2
6 quarters
|
|
204
Conduent
CNDT
$213M
| $1.45M | 0.14% |
136,243
+90,919
| +201% | +$1.42M |
2018 Q1
3 quarters
|
|
|
STOR
205
DELISTED
STORE Capital Corporation
STOR
| $1.44M | 0.14% |
50,719
+24,077
| +90% | +$701K |
2018 Q2
2 quarters
|
|
206
Evercore
EVR
$11.2B
| $1.42M | 0.14% |
19,878
+15,968
| +408% | +$1.31M |
2018 Q2
2 quarters
|
|
207
TSMC
TSM
$2.06T
| $1.41M | 0.14% |
+38,302
| New | +$1.46M |
2018 Q4
0 quarters
|
|
208
Becton Dickinson
BDX
$57.9B
| $1.41M | 0.14% |
6,419
-14,433
| -69% | -$3.35M |
2018 Q3
1 quarter
|
|
209
ON Semiconductor
ON
$27.1B
| $1.4M | 0.14% |
85,064
+6,923
| +9% | +$120K |
2018 Q2
2 quarters
|
|
210
Skyworks Solutions
SWKS
$19.5B
| $1.4M | 0.14% |
+20,916
| New | +$1.61M |
2018 Q4
0 quarters
|
|
|
AGN
211
DELISTED
Allergan plc
AGN
| $1.39M | 0.14% |
10,400
-17,187
| -62% | -$2.82M |
2018 Q2
2 quarters
|
|
212
Medifast
MED
$146M
| $1.39M | 0.14% |
+11,100
| New | +$1.9M |
2018 Q4
0 quarters
|
|
213
Dine Brands
DIN
$452M
| $1.37M | 0.13% |
20,300
+12,209
| +151% | +$1.01M |
2018 Q2
2 quarters
|
|
214
Spotify
SPOT
$125B
| $1.35M | 0.13% |
+11,867
| New | +$1.66M |
2018 Q4
0 quarters
|
|
215
Belden
BDC
$4.1B
| $1.34M | 0.13% |
+32,157
| New | +$1.75M |
2018 Q4
0 quarters
|
|
216
Bio-Techne
TECH
$11.4B
| $1.34M | 0.13% |
+37,016
| New | +$1.55M |
2018 Q4
0 quarters
|
|
217
Everpure Inc
P
$34B
| $1.33M | 0.13% |
82,945
-16,161
| -16% | -$318K |
2018 Q3
1 quarter
|
|
218
PVH
PVH
$4.29B
| $1.33M | 0.13% |
+14,335
| New | +$1.64M |
2018 Q4
0 quarters
|
|
219
NVIDIA
NVDA
$4.08T
| $1.32M | 0.13% |
+396,560
| New | +$1.9M |
2018 Q4
0 quarters
|
|
|
VSM
220
DELISTED
Versum Materials, Inc.
VSM
| $1.29M | 0.13% |
+46,486
| New | +$1.47M |
2018 Q4
0 quarters
|
|
221
GameStop
GME
$12.8B
| $1.28M | 0.13% |
406,864
+350,976
| +628% | +$1.23M |
2018 Q3
1 quarter
|
|
222
Freeport-McMoran
FCX
$86.5B
| $1.28M | 0.13% |
124,038
+123,289
| +16,460% | +$1.44M |
2018 Q3
1 quarter
|
|
223
HF Sinclair
DINO
$16.7B
| $1.28M | 0.13% |
24,982
+12,323
| +97% | +$755K |
2018 Q3
1 quarter
|
|
224
New York Times
NYT
$11.6B
| $1.27M | 0.12% |
+57,166
| New | +$1.45M |
2018 Q4
0 quarters
|
|
225
Automatic Data Processing
ADP
$121B
| $1.27M | 0.12% |
+9,697
| New | +$1.37M |
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.