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 | |
|---|---|---|---|---|---|---|---|
426
Penumbra
PEN
$12.6B
| $406K | 0.04% |
+2,543
| New | +$367K |
2019 Q2
0 quarters
|
|
427
ArcelorMittal
MT
$48.6B
| $404K | 0.04% |
22,451
+8,493
| +61% | +$160K |
2018 Q2
4 quarters
|
|
428
DELISTED
Barnes Group Inc.
B
| $404K | 0.04% |
7,179
-21,221
| -75% | -$1.16M |
2019 Q1
1 quarter
|
|
429
Artisan Partners
APAM
$2.69B
| $402K | 0.04% |
+14,609
| New | +$389K |
2019 Q2
0 quarters
|
|
430
Stratasys
SSYS
$534M
| $402K | 0.04% |
13,706
-14,704
| -52% | -$349K |
2019 Q1
1 quarter
|
|
431
Quanta Services
PWR
$91.4B
| $401K | 0.04% |
+10,522
| New | +$399K |
2019 Q2
0 quarters
|
|
432
Brunswick
BC
$4.91B
| $399K | 0.04% |
8,708
-2,635
| -23% | -$127K |
2017 Q3
7 quarters
|
|
433
American States Water
AWR
$3.54B
| $398K | 0.04% |
+5,300
| New | +$382K |
2019 Q2
0 quarters
|
|
434
Cooper-Standard Automotive
CPS
$323M
| $398K | 0.04% |
8,700
-1,700
| -16% | -$81.1K |
2018 Q3
3 quarters
|
|
435
Highwoods Properties
HIW
$3.43B
| $396K | 0.04% |
9,600
+1,869
| +24% | +$83K |
2018 Q3
3 quarters
|
|
436
nVent Electric
NVT
$18.6B
| $392K | 0.04% |
15,829
+1,319
| +9% | +$34K |
2019 Q1
1 quarter
|
|
437
Assured Guaranty
AGO
$3.22B
| $390K | 0.04% |
+9,290
| New | +$410K |
2019 Q2
0 quarters
|
|
|
BMCH
438
DELISTED
BMC Stock Holdings, Inc
BMCH
| $390K | 0.04% |
18,400
+700
| +4% | +$14.5K |
2019 Q1
1 quarter
|
|
439
Dow Inc
DOW
$24.1B
| $387K | 0.04% |
+7,862
| New | +$415K |
2019 Q2
0 quarters
|
|
440
Leidos
LDOS
$16B
| $387K | 0.04% |
+4,859
| New | +$355K |
2019 Q2
0 quarters
|
|
441
Amdocs
DOX
$4.6B
| $386K | 0.04% |
6,230
-54,369
| -90% | -$3.14M |
2018 Q1
5 quarters
|
|
442
Jack Henry & Associates
JKHY
$12.3B
| $385K | 0.04% |
2,877
-5,564
| -66% | -$769K |
2018 Q4
2 quarters
|
|
443
Bilibili
BILI
$5.4B
| $381K | 0.04% |
23,432
-5,919
| -20% | -$95.6K |
2019 Q1
1 quarter
|
|
444
Tactile Systems Technology
TCMD
$597M
| $381K | 0.04% |
6,694
-6,206
| -48% | -$324K |
2018 Q4
2 quarters
|
|
445
DELISTED
GMS Inc
GMS
| $380K | 0.04% |
17,292
-4,578
| -21% | -$82.1K |
2018 Q3
3 quarters
|
|
446
Installed Building Products
IBP
$5.9B
| $379K | 0.04% |
6,400
+5,300
| +482% | +$279K |
2019 Q1
1 quarter
|
|
447
Monolithic Power Systems
MPWR
$70.1B
| $378K | 0.04% |
2,790
-980
| -26% | -$133K |
2018 Q2
4 quarters
|
|
448
Check Point Software Technologies
CHKP
$15B
| $377K | 0.04% |
+3,261
| New | +$385K |
2019 Q2
0 quarters
|
|
449
DELISTED
PROS Holdings
PRO
| $375K | 0.04% |
5,942
+842
| +17% | +$44.3K |
2018 Q3
3 quarters
|
|
450
Cooper Companies
COO
$11.8B
| $372K | 0.04% |
4,428
-9,052
| -67% | -$681K |
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.