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 | |
|---|---|---|---|---|---|---|---|
526
ADT
ADT
$7.25B
| $256K | 0.03% |
41,923
+28,937
| +223% | +$184K |
2018 Q3
3 quarters
|
|
527
SPS Commerce
SPSC
$2.87B
| $255K | 0.03% |
5,000
-19,200
| -79% | -$1M |
2018 Q2
4 quarters
|
|
528
Kaiser Aluminum
KALU
$1.82B
| $254K | 0.03% |
+2,611
| New | +$255K |
2019 Q2
0 quarters
|
|
529
AtriCure
ATRC
$2.94B
| $253K | 0.03% |
8,500
+3,100
| +57% | +$90.5K |
2018 Q4
2 quarters
|
|
530
Commercial Metals
CMC
$7.1B
| $253K | 0.03% |
+14,200
| New | +$232K |
2019 Q2
0 quarters
|
|
531
Chemed
CHE
$6.97B
| $252K | 0.03% |
700
-9,699
| -93% | -$3.24M |
2018 Q2
4 quarters
|
|
532
Alamos Gold
AGI
$13.6B
| $251K | 0.03% |
+41,584
| New | +$207K |
2019 Q2
0 quarters
|
|
533
Autohome
ATHM
$2.57B
| $251K | 0.03% |
+2,942
| New | +$293K |
2019 Q2
0 quarters
|
|
534
Canadian Solar
CSIQ
$735M
| $250K | 0.03% |
+11,486
| New | +$228K |
2019 Q2
0 quarters
|
|
535
Materion
MTRN
$4.22B
| $250K | 0.03% |
+3,700
| New | +$233K |
2019 Q2
0 quarters
|
|
536
Travel + Leisure Co
TNL
$4.72B
| $250K | 0.03% |
5,700
-33,961
| -86% | -$1.45M |
2018 Q4
2 quarters
|
|
537
Newell Brands
NWL
$2.51B
| $248K | 0.02% |
16,115
+8,721
| +118% | +$131K |
2019 Q1
1 quarter
|
|
538
Teck Resources
TECK
$31.8B
| $248K | 0.02% |
10,781
-4,099
| -28% | -$91.9K |
2019 Q1
1 quarter
|
|
539
SL Green Realty
SLG
$3.72B
| $247K | 0.02% |
3,175
-17,391
| -85% | -$1.47M |
2019 Q1
1 quarter
|
|
540
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
| $247K | 0.02% |
4,701
-1,399
| -23% | -$72.4K |
2018 Q3
3 quarters
|
|
541
Frontdoor
FTDR
$6.81B
| $246K | 0.02% |
5,662
-6,984
| -55% | -$268K |
2019 Q1
1 quarter
|
|
542
Dillards
DDS
$10.2B
| $243K | 0.02% |
+3,917
| New | +$252K |
2019 Q2
0 quarters
|
|
543
Amneal Pharmaceuticals
AMRX
$7.41B
| $242K | 0.02% |
+33,871
| New | +$346K |
2019 Q2
0 quarters
|
|
544
Golar LNG
GLNG
$4.45B
| $241K | 0.02% |
13,087
+5,287
| +68% | +$101K |
2019 Q1
1 quarter
|
|
545
Jabil
JBL
$26B
| $240K | 0.02% |
7,600
-1,571
| -17% | -$45.1K |
2019 Q1
1 quarter
|
|
546
DELISTED
Amedisys
AMED
| $239K | 0.02% |
1,971
-897
| -31% | -$106K |
2019 Q1
1 quarter
|
|
547
EXL Service
EXLS
$6.53B
| $238K | 0.02% |
18,000
+11,500
| +177% | +$141K |
2019 Q1
1 quarter
|
|
548
Shenandoah Telecom
SHEN
$565M
| $237K | 0.02% |
6,178
+4,078
| +194% | +$169K |
2018 Q4
2 quarters
|
|
549
HSBC
HSBC
$308B
| $236K | 0.02% |
+5,661
| New | +$237K |
2019 Q2
0 quarters
|
|
550
Codexis
CDXS
$122M
| $235K | 0.02% |
+12,780
| New | +$246K |
2019 Q2
0 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.