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 | |
|---|---|---|---|---|---|---|---|
301
DELISTED
Caesars Entertainment Corporation
CZR
| $760K | 0.08% |
64,299
+31,537
| +96% | +$299K |
2019 Q1
1 quarter
|
|
302
Teva Pharmaceutical Industries Limited
TEVA
$51.2B
| $745K | 0.07% |
+80,807
| New | +$974K |
2019 Q2
0 quarters
|
|
303
NetEase
NTES
$78.8B
| $743K | 0.07% |
14,540
+7,235
| +99% | +$384K |
2019 Q1
1 quarter
|
|
304
JD.com
JD
$37B
| $741K | 0.07% |
+24,467
| New | +$704K |
2019 Q2
0 quarters
|
|
305
Blackstone Mortgage Trust
BXMT
$1.8B
| $736K | 0.07% |
20,712
+17,212
| +492% | +$612K |
2019 Q1
1 quarter
|
|
306
Infosys
INFY
$49.9B
| $735K | 0.07% |
68,712
+47,466
| +223% | +$503K |
2019 Q1
1 quarter
|
|
307
Southwest Airlines
LUV
$22B
| $732K | 0.07% |
+14,416
| New | +$747K |
2019 Q2
0 quarters
|
|
308
Ingredion
INGR
$5.79B
| $725K | 0.07% |
8,790
-13,821
| -61% | -$1.19M |
2019 Q1
1 quarter
|
|
309
Pilgrim's Pride
PPC
$6.5B
| $725K | 0.07% |
+28,592
| New | +$740K |
2019 Q2
0 quarters
|
|
310
First American
FAF
$6.59B
| $720K | 0.07% |
13,426
+8,454
| +170% | +$460K |
2019 Q1
1 quarter
|
|
311
MGIC Investment
MTG
$5.51B
| $718K | 0.07% |
+54,700
| New | +$760K |
2019 Q2
0 quarters
|
|
312
UDR
UDR
$11.6B
| $714K | 0.07% |
15,912
-4,800
| -23% | -$216K |
2019 Q1
1 quarter
|
|
313
Arbor Realty Trust
ABR
$238M
| $712K | 0.07% |
+58,746
| New | +$763K |
2019 Q2
0 quarters
|
|
314
Cogent Communications
CCOI
$206M
| $712K | 0.07% |
12,000
+3,700
| +45% | +$212K |
2018 Q4
2 quarters
|
|
315
Wolverine World Wide
WWW
$1.85B
| $711K | 0.07% |
25,829
+20,906
| +425% | +$665K |
2019 Q1
1 quarter
|
|
316
Bread Financial
BFH
$3.72B
| $707K | 0.07% |
+6,326
| New | +$765K |
2019 Q2
0 quarters
|
|
317
Graco
GGG
$11.6B
| $707K | 0.07% |
14,100
+11,643
| +474% | +$587K |
2019 Q1
1 quarter
|
|
318
Warrior Met Coal
HCC
$4.44B
| $706K | 0.07% |
27,038
+9,560
| +55% | +$272K |
2019 Q1
1 quarter
|
|
319
G-III Apparel Group
GIII
$1.35B
| $702K | 0.07% |
+23,894
| New | +$815K |
2019 Q2
0 quarters
|
|
|
HZNP
320
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $702K | 0.07% |
29,180
+18,448
| +172% | +$468K |
2018 Q3
3 quarters
|
|
|
SBNY
321
DELISTED
Signature Bank
SBNY
| $702K | 0.07% |
5,817
+1,437
| +33% | +$178K |
2018 Q4
2 quarters
|
|
322
Boston Properties
BXP
$10.1B
| $699K | 0.07% |
5,424
-8,599
| -61% | -$1.15M |
2018 Q3
3 quarters
|
|
323
Copart
CPRT
$29.7B
| $686K | 0.07% |
+36,740
| New | +$630K |
2019 Q2
0 quarters
|
|
324
Avient
AVNT
$4.14B
| $682K | 0.07% |
21,757
-1,109
| -5% | -$31.1K |
2018 Q3
3 quarters
|
|
325
Steel Dynamics
STLD
$33.9B
| $682K | 0.07% |
22,586
+2,192
| +11% | +$67K |
2018 Q2
4 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.