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 | |
|---|---|---|---|---|---|---|---|
251
DELISTED
2U Inc
TWOU
| $934K | 0.09% |
828
+728
| +728% | +$1.07M |
2018 Q2
4 quarters
|
|
252
Silgan Holdings
SLGN
$4.32B
| $930K | 0.09% |
+30,421
| New | +$908K |
2019 Q2
0 quarters
|
|
|
SINA
253
DELISTED
Sina Corp
SINA
| $930K | 0.09% |
21,581
+14,136
| +190% | +$741K |
2018 Q3
3 quarters
|
|
254
Ametek
AME
$55.5B
| $928K | 0.09% |
10,218
-14,191
| -58% | -$1.22M |
2018 Q1
5 quarters
|
|
255
FIVE9
FIVN
$2.12B
| $925K | 0.09% |
18,053
+6,388
| +55% | +$324K |
2019 Q1
1 quarter
|
|
256
Bright Horizons
BFAM
$2.54B
| $923K | 0.09% |
6,124
+4,924
| +410% | +$660K |
2018 Q4
2 quarters
|
|
257
Gaming and Leisure Properties
GLPI
$11.4B
| $918K | 0.09% |
+23,554
| New | +$933K |
2019 Q2
0 quarters
|
|
258
Antero Midstream
AM
$9.7B
| $917K | 0.09% |
80,057
+74,684
| +1,390% | +$956K |
2019 Q1
1 quarter
|
|
259
Delta Air Lines
DAL
$57.1B
| $916K | 0.09% |
16,151
-21,767
| -57% | -$1.22M |
2018 Q4
2 quarters
|
|
260
Chimera Investment
CIM
$558M
| $912K | 0.09% |
16,119
+13,565
| +531% | +$769K |
2018 Q4
2 quarters
|
|
261
Workiva
WK
$3.76B
| $911K | 0.09% |
15,690
+13,390
| +582% | +$717K |
2018 Q3
3 quarters
|
|
262
Sonoco
SON
$4.84B
| $908K | 0.09% |
+13,900
| New | +$878K |
2019 Q2
0 quarters
|
|
263
Huckleberry.ai, Inc. Class B Common Stock
HUCK
$159M
| $905K | 0.09% |
+33,137
| New | +$1.15M |
2019 Q2
0 quarters
|
|
264
Archer Daniels Midland
ADM
$34B
| $904K | 0.09% |
22,159
-130,998
| -86% | -$5.42M |
2018 Q1
5 quarters
|
|
265
NiSource
NI
$22.1B
| $903K | 0.09% |
+31,387
| New | +$884K |
2019 Q2
0 quarters
|
|
266
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
| $901K | 0.09% |
+89,339
| New | +$999K |
2019 Q2
0 quarters
|
|
267
Tractor Supply
TSCO
$19.1B
| $899K | 0.09% |
41,360
-91,580
| -69% | -$1.89M |
2018 Q4
2 quarters
|
|
268
IBM
IBM
$232B
| $898K | 0.09% |
+6,817
| New | +$896K |
2019 Q2
0 quarters
|
|
269
Teradyne
TER
$41.4B
| $894K | 0.09% |
18,666
-2,290
| -11% | -$104K |
2018 Q3
3 quarters
|
|
|
DNKN
270
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $894K | 0.09% |
+11,224
| New | +$854K |
2019 Q2
0 quarters
|
|
271
National Fuel Gas
NFG
$7.33B
| $890K | 0.09% |
16,884
+14,046
| +495% | +$800K |
2019 Q1
1 quarter
|
|
272
SiriusXM
SIRI
$10.7B
| $883K | 0.09% |
15,827
-48,274
| -75% | -$2.75M |
2018 Q3
3 quarters
|
|
|
FRC
273
DELISTED
First Republic Bank
FRC
| $873K | 0.09% |
+8,948
| New | +$901K |
2019 Q2
0 quarters
|
|
274
Silicon Laboratories
SLAB
$7.39B
| $868K | 0.09% |
8,400
-1,300
| -13% | -$125K |
2018 Q3
3 quarters
|
|
275
Conduent
CNDT
$193M
| $863K | 0.09% |
90,057
-4,149
| -4% | -$44.9K |
2018 Q1
5 quarters
|
|
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.