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 |
Walt Disney
DIS
|
+$13.4M |
| 2 |
Alphabet (Google) Class A
GOOGL
|
+$12.8M |
| 3 |
Elevance Health
ELV
|
+$10.3M |
| 4 |
Medtronic
MDT
|
+$9.43M |
| 5 |
CME Group
CME
|
+$8.62M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Constellation Brands
STZ
|
+$15.5M |
| 2 |
RTX Corp
RTX
|
+$13M |
| 3 |
Honeywell
HON
|
+$10.3M |
| 4 |
Union Pacific
UNP
|
+$8.74M |
| 5 |
Delta Air Lines
DAL
|
+$8.17M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 16% |
| 2 | Healthcare | 14.72% |
| 3 | Consumer Discretionary | 14.31% |
| 4 | Industrials | 14.1% |
| 5 | Financials | 10.69% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
26
Autodesk
ADSK
$54.9B
| $6.3M | 0.6% |
40,460
+25,053
| +163% | +$3.74M |
2018 Q4
1 quarter
|
|
27
Northern Trust
NTRS
$32.1B
| $6.27M | 0.6% |
69,365
-22,926
| -25% | -$2.07M |
2018 Q3
2 quarters
|
|
28
Lockheed Martin
LMT
$135B
| $6.26M | 0.6% |
20,853
+2,227
| +12% | +$653K |
2017 Q4
5 quarters
|
|
29
DELISTED
Paramount Global Class B
PARA
| $6.13M | 0.58% |
129,074
+45,707
| +55% | +$2.23M |
2018 Q4
1 quarter
|
|
30
Broadridge
BR
$21.7B
| $6.06M | 0.58% |
58,440
+7,157
| +14% | +$718K |
2018 Q2
3 quarters
|
|
31
Johnson & Johnson
JNJ
$674B
| $6M | 0.57% |
42,964
+39,808
| +1,261% | +$5.33M |
2017 Q1
8 quarters
|
|
32
Caterpillar
CAT
$272B
| $5.85M | 0.56% |
+43,151
| New | +$5.73M |
2019 Q1
0 quarters
|
|
33
Philip Morris
PM
$301B
| $5.79M | 0.55% |
65,464
+32,953
| +101% | +$2.65M |
2018 Q4
1 quarter
|
|
34
American Express
AXP
$218B
| $5.56M | 0.53% |
+50,859
| New | +$5.34M |
2019 Q1
0 quarters
|
|
35
FedEx
FDX
$74.6B
| $5.55M | 0.53% |
30,595
-24,114
| -44% | -$4.26M |
2018 Q4
1 quarter
|
|
36
Boeing
BA
$139B
| $5.55M | 0.53% |
+14,543
| New | +$5.6M |
2019 Q1
0 quarters
|
|
37
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $5.48M | 0.52% |
+100,697
| New | +$5.27M |
2019 Q1
0 quarters
|
|
38
Cigna
CI
$78.3B
| $5.44M | 0.52% |
+33,855
| New | +$6.18M |
2019 Q1
0 quarters
|
|
39
Royal Caribbean
RCL
$90.4B
| $5.43M | 0.52% |
47,386
+36,392
| +331% | +$4.14M |
2017 Q1
8 quarters
|
|
40
DELISTED
Interpublic Group of Companies
IPG
| $5.42M | 0.52% |
257,826
+151,773
| +143% | +$3.38M |
2018 Q2
3 quarters
|
|
41
Humana
HUM
$52.5B
| $5.36M | 0.51% |
20,150
+16,215
| +412% | +$4.67M |
2018 Q3
2 quarters
|
|
42
Duke Energy
DUK
$100B
| $5.36M | 0.51% |
+59,509
| New | +$5.25M |
2019 Q1
0 quarters
|
|
43
Trane Technologies
TT
$91.9B
| $5.32M | 0.51% |
49,286
-2,778
| -5% | -$281K |
2017 Q3
6 quarters
|
|
44
Simon Property Group
SPG
$74.5B
| $5.29M | 0.5% |
29,039
+19,798
| +214% | +$3.52M |
2018 Q3
2 quarters
|
|
45
Nucor
NUE
$56.6B
| $5.25M | 0.5% |
90,059
+87,781
| +3,853% | +$5.15M |
2018 Q4
1 quarter
|
|
46
Hilton Worldwide Holdings Inc. Common Stock
HLT
$82.8B
| $5.24M | 0.5% |
+63,096
| New | +$4.94M |
2019 Q1
0 quarters
|
|
47
Monster Beverage
MNST
$88.8B
| $5.21M | 0.5% |
382,124
+254,272
| +199% | +$3.62M |
2018 Q3
2 quarters
|
|
|
FLIR
48
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $5.18M | 0.49% |
108,987
+107,195
| +5,982% | +$5.18M |
2018 Q2
3 quarters
|
|
49
Ulta Beauty
ULTA
$28.5B
| $5.09M | 0.48% |
+14,599
| New | +$4.41M |
2019 Q1
0 quarters
|
|
50
HCA Healthcare
HCA
$105B
| $5.06M | 0.48% |
38,845
+26,300
| +210% | +$3.53M |
2018 Q4
1 quarter
|
|
Similar funds
Quantbot Technologies's Q1 2019 Portfolio in Review
As of Q1 2019, Quantbot Technologies held 1,431 positions worth $1.05B, up 2.9% from $1.02B the previous quarter. Its ten largest holdings account for 9.9% of the portfolio.
Quantbot Technologies withdrew a net $32.2M in Q1 2019, closing 455 positions and reducing 283 holdings. Its most notable exit was Constellation Brands, an estimated $15.5M position sold in full.
By sector, the portfolio is most concentrated in Technology at 16% of assets, down from 17% a quarter earlier, followed by Healthcare and Consumer Discretionary.
Against the trend, Quantbot Technologies opened a new position in Walt Disney worth $13.3M.
- Quantbot Technologies's largest Q1 2019 buy was Walt Disney: 119,961 shares worth $13.3M.
- Quantbot Technologies added most to Centene in Q1 2019, an estimated $8.05M increase.
- Quantbot Technologies's biggest Q1 2019 reduction was Delta Air Lines, cutting an estimated $8.17M.
- Quantbot Technologies fully exited Constellation Brands in Q1 2019, selling an estimated $15.5M.
- Quantbot Technologies's ten largest holdings make up 9.9% of its $1.05B portfolio in Q1 2019.
- Quantbot Technologies opened 447 new positions and closed 455 in Q1 2019.
- Quantbot Technologies's portfolio value rose 2.9% quarter-over-quarter to $1.05B.
Based on Quantbot Technologies's 13F filing for Q1 2019, filed 13 May 2019.