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 | |
|---|---|---|---|---|---|---|---|
|
MGLN
351
DELISTED
Magellan Health Services, Inc.
MGLN
| $593K | 0.06% |
+8,000
| New | +$538K |
2019 Q2
0 quarters
|
|
352
Rithm Capital
RITM
$5.08B
| $591K | 0.06% |
38,450
-31,742
| -45% | -$517K |
2019 Q1
1 quarter
|
|
353
DELISTED
Synovus
SNV
| $591K | 0.06% |
+16,889
| New | +$587K |
2019 Q2
0 quarters
|
|
354
SS&C Technologies
SSNC
$18.7B
| $589K | 0.06% |
+10,241
| New | +$617K |
2019 Q2
0 quarters
|
|
355
Mattel
MAT
$4.5B
| $585K | 0.06% |
52,248
+25,213
| +93% | +$296K |
2018 Q4
2 quarters
|
|
356
US Foods
USFD
$23.3B
| $581K | 0.06% |
+16,251
| New | +$590K |
2019 Q2
0 quarters
|
|
357
J&J Snack Foods
JJSF
$1.65B
| $579K | 0.06% |
+3,600
| New | +$575K |
2019 Q2
0 quarters
|
|
358
Woodward
WWD
$19.7B
| $577K | 0.06% |
5,100
+3,800
| +292% | +$407K |
2018 Q3
3 quarters
|
|
359
Cabot Corp
CBT
$3.71B
| $572K | 0.06% |
12,000
-11,251
| -48% | -$506K |
2019 Q1
1 quarter
|
|
360
Cinemark Holdings
CNK
$4.8B
| $563K | 0.06% |
+15,619
| New | +$617K |
2019 Q2
0 quarters
|
|
|
WIFI
361
DELISTED
Boingo Wireless, Inc.
WIFI
| $551K | 0.06% |
+30,682
| New | +$658K |
2019 Q2
0 quarters
|
|
362
Digital Realty Trust
DLR
$69.8B
| $550K | 0.06% |
+4,670
| New | +$556K |
2019 Q2
0 quarters
|
|
363
Armour Residential REIT
ARR
$1.69B
| $545K | 0.05% |
5,857
+4,757
| +432% | +$447K |
2019 Q1
1 quarter
|
|
364
Cohen & Steers
CNS
$3.69B
| $545K | 0.05% |
+10,600
| New | +$520K |
2019 Q2
0 quarters
|
|
|
BNFT
365
DELISTED
Benefitfocus, Inc.
BNFT
| $540K | 0.05% |
19,911
+13,202
| +197% | +$443K |
2019 Q1
1 quarter
|
|
|
CCMP
366
DELISTED
CMC Materials, Inc. Common Stock
CCMP
| $539K | 0.05% |
4,900
+2,500
| +104% | +$283K |
2018 Q3
3 quarters
|
|
367
Carter's
CRI
$1.24B
| $536K | 0.05% |
+5,500
| New | +$536K |
2019 Q2
0 quarters
|
|
368
MSC Industrial Direct
MSM
$6.69B
| $534K | 0.05% |
7,200
+4,700
| +188% | +$363K |
2019 Q1
1 quarter
|
|
369
Robert Half
RHI
$4.3B
| $533K | 0.05% |
+9,363
| New | +$559K |
2019 Q2
0 quarters
|
|
370
Coca-Cola
KO
$421B
| $531K | 0.05% |
+10,444
| New | +$512K |
2019 Q2
0 quarters
|
|
371
Moelis & Co
MC
$4.13B
| $525K | 0.05% |
15,047
+13,947
| +1,268% | +$504K |
2018 Q2
4 quarters
|
|
372
MDU Resources
MDU
$4.19B
| $525K | 0.05% |
53,605
+36,926
| +221% | +$360K |
2018 Q2
4 quarters
|
|
373
NeoGenomics
NEO
$2.13B
| $525K | 0.05% |
+23,971
| New | +$526K |
2019 Q2
0 quarters
|
|
374
American Eagle Outfitters
AEO
$3.63B
| $521K | 0.05% |
+30,873
| New | +$625K |
2019 Q2
0 quarters
|
|
375
DELISTED
Spirit Airlines, Inc.
SAVE
| $519K | 0.05% |
10,874
-24,930
| -70% | -$1.27M |
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.