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 | |
|---|---|---|---|---|---|---|---|
401
DELISTED
Arch Resources, Inc.
ARCH
| $465K | 0.05% |
4,945
+3,745
| +312% | +$343K |
2018 Q4
2 quarters
|
|
402
TripAdvisor
TRIP
$870M
| $462K | 0.05% |
+9,998
| New | +$487K |
2019 Q2
0 quarters
|
|
403
NMI Holdings
NMIH
$2.9B
| $459K | 0.05% |
+16,194
| New | +$451K |
2019 Q2
0 quarters
|
|
404
Lazard
LAZ
$4.41B
| $452K | 0.05% |
13,163
+424
| +3% | +$15.2K |
2018 Q4
2 quarters
|
|
|
CSII
405
DELISTED
Cardiovascular Systems, Inc.
CSII
| $451K | 0.05% |
10,527
+9,436
| +865% | +$366K |
2018 Q2
4 quarters
|
|
|
RAD
406
DELISTED
Rite Aid Corporation
RAD
| $447K | 0.04% |
+55,820
| New | +$481K |
2019 Q2
0 quarters
|
|
407
CDW
CDW
$21.6B
| $446K | 0.04% |
4,022
-11,059
| -73% | -$1.16M |
2018 Q4
2 quarters
|
|
408
PennyMac Mortgage Investment
PMT
$635M
| $441K | 0.04% |
+20,237
| New | +$429K |
2019 Q2
0 quarters
|
|
409
Prosperity Bancshares
PB
$8.68B
| $435K | 0.04% |
6,600
+3,700
| +128% | +$256K |
2018 Q4
2 quarters
|
|
410
High Templar Tech Ltd
HTT
$256M
| $430K | 0.04% |
57,445
+46,656
| +432% | +$322K |
2018 Q4
2 quarters
|
|
|
CARB
411
DELISTED
Carbonite Inc
CARB
| $428K | 0.04% |
+16,459
| New | +$402K |
2019 Q2
0 quarters
|
|
412
Grand Canyon Education
LOPE
$3.01B
| $426K | 0.04% |
+3,642
| New | +$435K |
2019 Q2
0 quarters
|
|
413
JetBlue
JBLU
$1.41B
| $425K | 0.04% |
23,022
-13,526
| -37% | -$242K |
2019 Q1
1 quarter
|
|
414
Stanley Black & Decker
SWK
$16.9B
| $421K | 0.04% |
+2,916
| New | +$411K |
2019 Q2
0 quarters
|
|
415
Del Monte Corp
DMC
$1.3B
| $420K | 0.04% |
+15,610
| New | +$426K |
2019 Q2
0 quarters
|
|
416
Five Below
FIVE
$13.6B
| $420K | 0.04% |
3,505
-11,587
| -77% | -$1.52M |
2019 Q1
1 quarter
|
|
417
Flagstar Bank National Association
FLG
$4.11B
| $420K | 0.04% |
14,032
-19,899
| -59% | -$642K |
2019 Q1
1 quarter
|
|
418
Nu Skin
NUS
$190M
| $419K | 0.04% |
8,499
-49,468
| -85% | -$2.52M |
2019 Q1
1 quarter
|
|
419
Timken Company
TKR
$7.61B
| $418K | 0.04% |
8,143
+1,265
| +18% | +$60.4K |
2017 Q1
9 quarters
|
|
420
Republic Services
RSG
$77B
| $417K | 0.04% |
4,823
-89,056
| -95% | -$7.41M |
2018 Q3
3 quarters
|
|
421
Urban Outfitters
URBN
$7.29B
| $417K | 0.04% |
18,346
-40,107
| -69% | -$1.09M |
2018 Q2
4 quarters
|
|
|
AERI
422
DELISTED
Aerie Pharmaceuticals
AERI
| $416K | 0.04% |
14,085
+13,385
| +1,912% | +$516K |
2019 Q1
1 quarter
|
|
423
East-West Bancorp
EWBC
$17.9B
| $409K | 0.04% |
8,763
-6,562
| -43% | -$314K |
2017 Q4
6 quarters
|
|
424
AbbVie
ABBV
$522B
| $408K | 0.04% |
5,624
-12,676
| -69% | -$996K |
2019 Q1
1 quarter
|
|
425
Kulicke & Soffa
KLIC
$3.76B
| $408K | 0.04% |
18,100
+17,100
| +1,710% | +$376K |
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.