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 | |
|---|---|---|---|---|---|---|---|
326
Molina Healthcare
MOH
$10.9B
| $677K | 0.07% |
+4,735
| New | +$649K |
2019 Q2
0 quarters
|
|
327
DELISTED
Trinseo
TSE
| $677K | 0.07% |
16,000
-4,400
| -22% | -$189K |
2018 Q4
2 quarters
|
|
328
Methanex
MEOH
$5.44B
| $675K | 0.07% |
+14,866
| New | +$746K |
2019 Q2
0 quarters
|
|
329
Genpact
G
$7.21B
| $671K | 0.07% |
+17,635
| New | +$641K |
2019 Q2
0 quarters
|
|
330
Dropbox
DBX
$7.26B
| $670K | 0.07% |
26,776
-20,974
| -44% | -$485K |
2018 Q4
2 quarters
|
|
331
Hawaiian Electric Industries
HE
$1.51B
| $670K | 0.07% |
+15,400
| New | +$645K |
2019 Q2
0 quarters
|
|
332
Commault Systems
CVLT
$6.8B
| $664K | 0.07% |
13,400
-1,000
| -7% | -$53.2K |
2019 Q1
1 quarter
|
|
333
Hello Group
MOMO
$639M
| $663K | 0.07% |
18,535
+223
| +1% | +$7.42K |
2018 Q2
4 quarters
|
|
334
Pentair
PNR
$10.9B
| $662K | 0.07% |
17,819
-25,645
| -59% | -$973K |
2018 Q3
3 quarters
|
|
335
Citigroup
C
$205B
| $661K | 0.07% |
9,445
-45,962
| -83% | -$3.08M |
2018 Q3
3 quarters
|
|
336
GoPro
GPRO
$127M
| $651K | 0.07% |
+119,239
| New | +$758K |
2019 Q2
0 quarters
|
|
337
PPG Industries
PPG
$27.3B
| $646K | 0.06% |
+5,539
| New | +$631K |
2019 Q2
0 quarters
|
|
|
VNE
338
DELISTED
Veoneer, Inc.
VNE
| $642K | 0.06% |
37,094
+8,187
| +28% | +$172K |
2019 Q1
1 quarter
|
|
339
Wolfspeed
WOLF
$1.43B
| $637K | 0.06% |
+11,351
| New | +$694K |
2019 Q2
0 quarters
|
|
340
Unum
UNM
$12.3B
| $630K | 0.06% |
18,792
-24,256
| -56% | -$840K |
2018 Q3
3 quarters
|
|
341
AMC Entertainment Holdings
AMC
$2.95B
| $627K | 0.06% |
6,731
+2,474
| +58% | +$330K |
2018 Q4
2 quarters
|
|
|
CJ
342
DELISTED
C&J Energy Services, Inc.
CJ
| $622K | 0.06% |
52,833
+45,333
| +604% | +$621K |
2018 Q2
4 quarters
|
|
343
Entegris
ENTG
$23.3B
| $619K | 0.06% |
+16,587
| New | +$629K |
2019 Q2
0 quarters
|
|
344
Penske Automotive Group
PAG
$14B
| $619K | 0.06% |
+13,100
| New | +$594K |
2019 Q2
0 quarters
|
|
|
RTN
345
DELISTED
Raytheon Company
RTN
| $616K | 0.06% |
+3,547
| New | +$638K |
2019 Q2
0 quarters
|
|
346
Everest Group
EG
$15.7B
| $615K | 0.06% |
2,489
+368
| +17% | +$88.3K |
2019 Q1
1 quarter
|
|
347
Brown & Brown
BRO
$23.6B
| $613K | 0.06% |
+18,303
| New | +$580K |
2019 Q2
0 quarters
|
|
348
LPL Financial
LPLA
$22.9B
| $612K | 0.06% |
7,513
-16,252
| -68% | -$1.29M |
2019 Q1
1 quarter
|
|
349
Canadian Natural Resources
CNQ
$100B
| $608K | 0.06% |
46,086
-13,414
| -23% | -$184K |
2019 Q1
1 quarter
|
|
350
Cognex
CGNX
$8.57B
| $600K | 0.06% |
12,513
-5,804
| -32% | -$279K |
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.