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 |
ExxonMobil
XOM
|
+$16.1M |
| 2 |
Procter & Gamble
PG
|
+$11.7M |
| 3 |
Boeing
BA
|
+$10.1M |
| 4 |
Walt Disney
DIS
|
+$9.9M |
| 5 |
Amazon
AMZN
|
+$9.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Public Storage
PSA
|
+$14M |
| 2 |
Intel
INTC
|
+$8.79M |
| 3 |
Yum! Brands
YUM
|
+$8.3M |
| 4 |
Lockheed Martin
LMT
|
+$8.08M |
| 5 |
Coca-Cola
KO
|
+$7.95M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 16.53% |
| 2 | Consumer Discretionary | 13.25% |
| 3 | Industrials | 12.75% |
| 4 | Financials | 12.43% |
| 5 | Healthcare | 11.12% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
MXIM
26
DELISTED
Maxim Integrated Products
MXIM
| $6.4M | 0.63% |
104,004
+10,154
| +11% | +$591K |
2019 Q3
1 quarter
|
|
27
Cognizant
CTSH
$28.9B
| $6.36M | 0.63% |
102,600
+56,417
| +122% | +$3.49M |
2019 Q3
1 quarter
|
|
28
VeriSign
VRSN
$27.7B
| $6.04M | 0.6% |
31,370
-18,055
| -37% | -$3.39M |
2019 Q3
1 quarter
|
|
29
Atlassian
TEAM
$38.9B
| $5.95M | 0.59% |
49,449
+39,625
| +403% | +$4.83M |
2019 Q3
1 quarter
|
|
30
Blackrock
BLK
$182B
| $5.91M | 0.59% |
+11,761
| New | +$5.58M |
2019 Q4
0 quarters
|
|
31
Philip Morris
PM
$308B
| $5.78M | 0.57% |
67,920
+52,925
| +353% | +$4.36M |
2019 Q3
1 quarter
|
|
32
NRG Energy
NRG
$18.6B
| $5.74M | 0.57% |
144,436
+9,013
| +7% | +$356K |
2019 Q3
1 quarter
|
|
33
Northrop Grumman
NOC
$74.6B
| $5.72M | 0.57% |
+16,644
| New | +$5.85M |
2019 Q4
0 quarters
|
|
34
Qualcomm
QCOM
$177B
| $5.68M | 0.56% |
64,399
+30,855
| +92% | +$2.58M |
2019 Q3
1 quarter
|
|
35
Home Depot
HD
$343B
| $5.52M | 0.55% |
25,267
+24,348
| +2,649% | +$5.51M |
2019 Q1
3 quarters
|
|
36
SBA Communications
SBAC
$19.8B
| $5.41M | 0.54% |
22,447
+6,962
| +45% | +$1.65M |
2018 Q3
5 quarters
|
|
37
DELISTED
Paramount Global Class B
PARA
| $5.4M | 0.54% |
128,710
+40,897
| +47% | +$1.58M |
2019 Q3
1 quarter
|
|
38
Franklin Templeton
BEN
$17.1B
| $5.33M | 0.53% |
+205,236
| New | +$5.58M |
2019 Q4
0 quarters
|
|
39
DuPont de Nemours
DD
$19.4B
| $5.28M | 0.52% |
65,591
+23,381
| +55% | +$1.94M |
2018 Q3
5 quarters
|
|
40
Bank of New York Mellon
BNY
$99.4B
| $5.14M | 0.51% |
+102,208
| New | +$4.88M |
2019 Q4
0 quarters
|
|
41
DELISTED
Walgreens Boots Alliance
WBA
| $5.13M | 0.51% |
+86,949
| New | +$5.01M |
2019 Q4
0 quarters
|
|
42
Equitable Holdings
EQH
$14.1B
| $4.97M | 0.49% |
+200,446
| New | +$4.64M |
2019 Q4
0 quarters
|
|
43
Incyte
INCY
$24.4B
| $4.88M | 0.48% |
55,855
+44,499
| +392% | +$3.8M |
2018 Q3
5 quarters
|
|
44
Keysight
KEYS
$46.3B
| $4.87M | 0.48% |
47,469
+44,523
| +1,511% | +$4.56M |
2019 Q3
1 quarter
|
|
45
DELISTED
Juniper Networks
JNPR
| $4.87M | 0.48% |
197,754
+188,778
| +2,103% | +$4.64M |
2019 Q3
1 quarter
|
|
46
Tractor Supply
TSCO
$18.9B
| $4.86M | 0.48% |
260,295
-190,645
| -42% | -$3.62M |
2018 Q4
4 quarters
|
|
47
Insulet
PODD
$10.2B
| $4.83M | 0.48% |
+28,200
| New | +$4.7M |
2019 Q4
0 quarters
|
|
48
DELISTED
Caesars Entertainment Corporation
CZR
| $4.5M | 0.45% |
331,136
+161,963
| +96% | +$2.05M |
2019 Q1
3 quarters
|
|
49
Progressive
PGR
$132B
| $4.43M | 0.44% |
+61,233
| New | +$4.41M |
2019 Q4
0 quarters
|
|
50
DELISTED
Hess
HES
| $4.39M | 0.44% |
+65,741
| New | +$4.3M |
2019 Q4
0 quarters
|
|
Similar funds
Quantbot Technologies's Q4 2019 Portfolio in Review
As of Q4 2019, Quantbot Technologies held 1,762 positions worth $1.01B, down 0.62% from $1.01B the previous quarter. Its ten largest holdings account for 11% of the portfolio.
Quantbot Technologies withdrew a net $44.2M in Q4 2019, closing 583 positions and reducing 344 holdings. Its most notable exit was Public Storage, an estimated $14M position sold in full.
By sector, the portfolio is most concentrated in Technology at 17% of assets, down from 18% a quarter earlier, followed by Consumer Discretionary and Industrials.
Against the trend, Quantbot Technologies opened a new position in Procter & Gamble worth $12M.
- Quantbot Technologies's largest Q4 2019 buy was Procter & Gamble: 95,891 shares worth $12M.
- Quantbot Technologies added most to ExxonMobil in Q4 2019, an estimated $16.1M increase.
- Quantbot Technologies's biggest Q4 2019 reduction was Yum! Brands, cutting an estimated $8.3M.
- Quantbot Technologies fully exited Public Storage in Q4 2019, selling an estimated $14M.
- Quantbot Technologies's ten largest holdings make up 11% of its $1.01B portfolio in Q4 2019.
- Quantbot Technologies opened 516 new positions and closed 583 in Q4 2019.
- Quantbot Technologies's portfolio value fell 0.62% quarter-over-quarter to $1.01B.
Based on Quantbot Technologies's 13F filing for Q4 2019, filed 10 Feb 2020.