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 | |
|---|---|---|---|---|---|---|---|
|
BKI
376
DELISTED
Black Knight, Inc. Common Stock
BKI
| $517K | 0.05% |
8,603
+5,725
| +199% | +$325K |
2019 Q1
1 quarter
|
|
377
DELISTED
CyberArk
CYBR
| $516K | 0.05% |
4,041
+1,604
| +66% | +$203K |
2018 Q2
4 quarters
|
|
378
Viasat
VSAT
$10.1B
| $514K | 0.05% |
+6,366
| New | +$557K |
2019 Q2
0 quarters
|
|
379
Permian Resources
PR
$19.3B
| $513K | 0.05% |
67,615
+30,974
| +85% | +$275K |
2018 Q4
2 quarters
|
|
|
FLIR
380
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $513K | 0.05% |
9,488
-99,499
| -91% | -$5.05M |
2018 Q2
4 quarters
|
|
381
DELISTED
Tellurian Inc.
TELL
| $502K | 0.05% |
+64,044
| New | +$569K |
2019 Q2
0 quarters
|
|
382
DELISTED
Denny's
DENN
| $500K | 0.05% |
+24,400
| New | +$469K |
2019 Q2
0 quarters
|
|
383
Huya Inc
HUYA
$514M
| $497K | 0.05% |
+20,126
| New | +$463K |
2019 Q2
0 quarters
|
|
384
DELISTED
Webster Financial
WBS
| $496K | 0.05% |
10,384
+9,996
| +2,576% | +$498K |
2019 Q1
1 quarter
|
|
385
DELISTED
Sandstorm Gold
SAND
| $494K | 0.05% |
+89,200
| New | +$480K |
2019 Q2
0 quarters
|
|
386
Black Hills Corp
BKH
$6.7B
| $492K | 0.05% |
6,300
+6,188
| +5,525% | +$466K |
2019 Q1
1 quarter
|
|
387
Middleby
MIDD
$6.13B
| $492K | 0.05% |
3,630
+3,460
| +2,035% | +$465K |
2019 Q1
1 quarter
|
|
388
DELISTED
Zuora, Inc.
ZUO
| $492K | 0.05% |
+32,177
| New | +$610K |
2019 Q2
0 quarters
|
|
|
NSTG
389
DELISTED
NanoString Technologies, Inc.
NSTG
| $491K | 0.05% |
16,184
-14,943
| -48% | -$396K |
2019 Q1
1 quarter
|
|
|
WDR
390
DELISTED
Waddell & Reed Financial, Inc.
WDR
| $491K | 0.05% |
29,510
+29,210
| +9,737% | +$509K |
2018 Q4
2 quarters
|
|
391
Ovintiv
OVV
$17.5B
| $489K | 0.05% |
19,065
+2,703
| +17% | +$84.3K |
2019 Q1
1 quarter
|
|
392
Texas Roadhouse
TXRH
$12.2B
| $489K | 0.05% |
9,128
-14,083
| -61% | -$792K |
2018 Q3
3 quarters
|
|
|
MIK
393
DELISTED
Michaels Stores, Inc
MIK
| $478K | 0.05% |
54,964
-130,332
| -70% | -$1.38M |
2018 Q4
2 quarters
|
|
394
EQT Corp
EQT
$33.1B
| $474K | 0.05% |
29,986
+13,864
| +86% | +$266K |
2019 Q1
1 quarter
|
|
395
Alliant Energy
LNT
$19B
| $474K | 0.05% |
9,676
+3,164
| +49% | +$151K |
2018 Q2
4 quarters
|
|
396
Open Text
OTEX
$6.03B
| $473K | 0.05% |
11,497
+663
| +6% | +$26.4K |
2016 Q1
13 quarters
|
|
397
JOYY Inc
JOYY
$3.86B
| $473K | 0.05% |
6,793
+3,728
| +122% | +$284K |
2018 Q4
2 quarters
|
|
398
TransUnion
TRU
$15.4B
| $471K | 0.05% |
+6,409
| New | +$438K |
2019 Q2
0 quarters
|
|
399
Ferrari
RACE
$71.2B
| $467K | 0.05% |
+2,898
| New | +$417K |
2019 Q2
0 quarters
|
|
400
Occidental Petroleum
OXY
$58.7B
| $465K | 0.05% |
9,255
-99,951
| -92% | -$5.62M |
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.