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 |
American Tower
AMT
|
+$18.1M |
| 2 |
Cisco
CSCO
|
+$17.8M |
| 3 |
RTX Corp
RTX
|
+$14.4M |
| 4 |
Exelon
EXC
|
+$11.3M |
| 5 |
Church & Dwight Co
CHD
|
+$10.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Walt Disney
DIS
|
+$13.3M |
| 2 |
Centene
CNC
|
+$12M |
| 3 |
Elevance Health
ELV
|
+$10.2M |
| 4 |
Medtronic
MDT
|
+$9.6M |
| 5 |
Walmart Inc
WMT
|
+$8.27M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 17.17% |
| 2 | Financials | 14.23% |
| 3 | Industrials | 12.49% |
| 4 | Consumer Discretionary | 11.43% |
| 5 | Healthcare | 11.36% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
226
American Homes 4 Rent
AMH
$11.5B
| $1.09M | 0.11% |
44,833
+12,194
| +37% | +$292K |
2019 Q1
1 quarter
|
|
|
PVTL
227
DELISTED
Pivotal Software, Inc.
PVTL
| $1.08M | 0.11% |
102,731
+92,194
| +875% | +$1.64M |
2019 Q1
1 quarter
|
|
228
Bath & Body Works
BBWI
$4.27B
| $1.06M | 0.11% |
50,444
+37,387
| +286% | +$739K |
2019 Q1
1 quarter
|
|
229
iRhythm Holdings
IRTC
$3.11B
| $1.05M | 0.1% |
13,265
+6,398
| +93% | +$466K |
2017 Q4
6 quarters
|
|
230
Encompass Health
EHC
$13.8B
| $1.05M | 0.1% |
20,777
-33,657
| -62% | -$1.63M |
2018 Q3
3 quarters
|
|
231
DELISTED
Six Flags Entertainment Corp.
SIX
| $1.04M | 0.1% |
21,049
-6,159
| -23% | -$318K |
2018 Q3
3 quarters
|
|
232
DELISTED
Tallgrass Energy, LP Class A Shares
TGE
| $1.04M | 0.1% |
49,447
+45,300
| +1,092% | +$1.07M |
2019 Q1
1 quarter
|
|
233
Chemours
CC
$2.01B
| $1.04M | 0.1% |
43,147
+15,736
| +57% | +$464K |
2019 Q1
1 quarter
|
|
234
DELISTED
Air Lease Corp
AL
| $1.03M | 0.1% |
24,918
+18,399
| +282% | +$702K |
2018 Q4
2 quarters
|
|
235
Best Buy
BBY
$21.7B
| $1.03M | 0.1% |
14,752
-21,927
| -60% | -$1.53M |
2019 Q1
1 quarter
|
|
236
Becton Dickinson
BDX
$58.7B
| $1.02M | 0.1% |
+4,169
| New | +$969K |
2019 Q2
0 quarters
|
|
237
EPAM Systems
EPAM
$8.37B
| $1.02M | 0.1% |
+5,921
| New | +$1.02M |
2019 Q2
0 quarters
|
|
238
EPR Properties
EPR
$4.52B
| $1.01M | 0.1% |
13,545
+13,047
| +2,620% | +$1.02M |
2018 Q4
2 quarters
|
|
239
ExxonMobil
XOM
$693B
| $1.01M | 0.1% |
+13,165
| New | +$1.02M |
2019 Q2
0 quarters
|
|
240
Telephone and Data Systems
TDS
$3.36B
| $1M | 0.1% |
32,992
+20,682
| +168% | +$646K |
2019 Q1
1 quarter
|
|
241
Autoliv
ALV
$8.56B
| $1M | 0.1% |
+14,188
| New | +$1.04M |
2019 Q2
0 quarters
|
|
242
Broadcom
AVGO
$1.74T
| $996K | 0.1% |
34,630
+29,030
| +518% | +$846K |
2019 Q1
1 quarter
|
|
|
MNTV
243
DELISTED
Momentive Global Inc. Common Stock
MNTV
| $986K | 0.1% |
+59,746
| New | +$1.02M |
2019 Q2
0 quarters
|
|
244
Evergy
EVRG
$20.7B
| $982K | 0.1% |
+16,329
| New | +$955K |
2019 Q2
0 quarters
|
|
245
Radian Group
RDN
$4.65B
| $981K | 0.1% |
+42,936
| New | +$979K |
2019 Q2
0 quarters
|
|
246
Dolby
DLB
$6.04B
| $968K | 0.1% |
15,000
+9,965
| +198% | +$635K |
2018 Q2
4 quarters
|
|
247
New York Times
NYT
$11.4B
| $957K | 0.1% |
+29,338
| New | +$977K |
2019 Q2
0 quarters
|
|
248
Evolent Health
EVH
$541M
| $946K | 0.09% |
119,079
+41,824
| +54% | +$495K |
2018 Q4
2 quarters
|
|
249
Cheesecake Factory
CAKE
$5.3B
| $941K | 0.09% |
+21,533
| New | +$1.01M |
2019 Q2
0 quarters
|
|
250
Sherwin-Williams
SHW
$84.8B
| $939K | 0.09% |
6,147
-708
| -10% | -$106K |
2019 Q1
1 quarter
|
|
Similar funds
Quantbot Technologies's Q2 2019 Portfolio in Review
As of Q2 2019, Quantbot Technologies held 1,599 positions worth $1000M, down 4.9% from $1.05B the previous quarter. Its ten largest holdings account for 13% of the portfolio.
Quantbot Technologies withdrew a net $42.2M in Q2 2019, closing 450 positions and reducing 280 holdings. Its most notable exit was Walt Disney, an estimated $13.3M position sold in full.
By sector, the portfolio is most concentrated in Technology at 17% of assets, up from 16% a quarter earlier, followed by Financials and Industrials.
Against the trend, Quantbot Technologies opened a new position in American Tower worth $18.4M.
- Quantbot Technologies's largest Q2 2019 buy was American Tower: 90,087 shares worth $18.4M.
- Quantbot Technologies added most to Exelon in Q2 2019, an estimated $11.3M increase.
- Quantbot Technologies's biggest Q2 2019 reduction was Centene, cutting an estimated $12M.
- Quantbot Technologies fully exited Walt Disney in Q2 2019, selling an estimated $13.3M.
- Quantbot Technologies's ten largest holdings make up 13% of its $1000M portfolio in Q2 2019.
- Quantbot Technologies opened 623 new positions and closed 450 in Q2 2019.
- Quantbot Technologies's portfolio value fell 4.9% quarter-over-quarter to $1000M.
Based on Quantbot Technologies's 13F filing for Q2 2019, filed 13 Aug 2019.