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 | |
|---|---|---|---|---|---|---|---|
576
Vishay Intertechnology
VSH
$4.05B
| $215K | 0.02% |
13,045
-24,883
| -66% | -$439K |
2018 Q3
3 quarters
|
|
|
WAGE
577
DELISTED
WageWorks, Inc.
WAGE
| $215K | 0.02% |
4,234
-2,370
| -36% | -$112K |
2019 Q1
1 quarter
|
|
578
A.O. Smith
AOS
$8.76B
| $214K | 0.02% |
+4,540
| New | +$223K |
2019 Q2
0 quarters
|
|
579
Cactus
WHD
$4.9B
| $214K | 0.02% |
6,479
+4,079
| +170% | +$142K |
2019 Q1
1 quarter
|
|
580
Douglas Emmett
DEI
$1.74B
| $213K | 0.02% |
5,371
-3,929
| -42% | -$161K |
2019 Q1
1 quarter
|
|
581
Semtech
SMTC
$10.9B
| $213K | 0.02% |
4,436
-8,848
| -67% | -$430K |
2018 Q2
4 quarters
|
|
582
Ameriprise Financial
AMP
$45B
| $212K | 0.02% |
1,467
-4,849
| -77% | -$701K |
2018 Q3
3 quarters
|
|
583
Deckers Outdoor
DECK
$12.1B
| $212K | 0.02% |
7,254
-15,492
| -68% | -$403K |
2019 Q1
1 quarter
|
|
584
Trustmark
TRMK
$2.63B
| $212K | 0.02% |
+6,400
| New | +$216K |
2019 Q2
0 quarters
|
|
|
BBL
585
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
| $210K | 0.02% |
+4,119
| New | +$197K |
2019 Q2
0 quarters
|
|
|
LSI
586
DELISTED
Life Storage, Inc.
LSI
| $209K | 0.02% |
3,300
-989
| -23% | -$63.5K |
2019 Q1
1 quarter
|
|
587
DELISTED
Spirit AeroSystems
SPR
| $208K | 0.02% |
2,559
-1,619
| -39% | -$136K |
2019 Q1
1 quarter
|
|
588
DELISTED
TrueCar
TRUE
| $208K | 0.02% |
+38,142
| New | +$234K |
2019 Q2
0 quarters
|
|
589
W.P. Carey
WPC
$15.2B
| $208K | 0.02% |
+2,628
| New | +$208K |
2019 Q2
0 quarters
|
|
|
ATH
590
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
| $208K | 0.02% |
+4,851
| New | +$210K |
2019 Q2
0 quarters
|
|
|
AYR
591
DELISTED
Aircastle Ltd
AYR
| $208K | 0.02% |
+9,800
| New | +$198K |
2019 Q2
0 quarters
|
|
592
Columbia Sportswear
COLM
$3.65B
| $207K | 0.02% |
2,072
-11,528
| -85% | -$1.14M |
2018 Q2
4 quarters
|
|
593
First Hawaiian
FHB
$3.07B
| $206K | 0.02% |
8,000
+6,400
| +400% | +$169K |
2018 Q1
5 quarters
|
|
594
Sensata Technologies
ST
$5.91B
| $205K | 0.02% |
4,191
-6,002
| -59% | -$286K |
2019 Q1
1 quarter
|
|
595
ING
ING
$94.3B
| $203K | 0.02% |
+17,550
| New | +$209K |
2019 Q2
0 quarters
|
|
596
Maximus
MMS
$3.44B
| $203K | 0.02% |
2,800
+1,700
| +155% | +$123K |
2019 Q1
1 quarter
|
|
597
Bankunited
BKU
$3.15B
| $202K | 0.02% |
+6,009
| New | +$207K |
2019 Q2
0 quarters
|
|
|
NATI
598
DELISTED
National Instruments Corp
NATI
| $202K | 0.02% |
4,823
-25,290
| -84% | -$1.08M |
2018 Q2
4 quarters
|
|
|
SAFM
599
DELISTED
Sanderson Farms Inc
SAFM
| $200K | 0.02% |
+1,466
| New | +$208K |
2019 Q2
0 quarters
|
|
|
INXN
600
DELISTED
Interxion Holding N.V.
INXN
| $199K | 0.02% |
+2,617
| New | +$187K |
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.