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 | |
|---|---|---|---|---|---|---|---|
|
VAR
626
DELISTED
Varian Medical Systems, Inc.
VAR
| $175K | 0.02% |
+1,290
| New | +$172K |
2019 Q2
0 quarters
|
|
627
Brinker International
EAT
$8.46B
| $174K | 0.02% |
4,431
-40,156
| -90% | -$1.65M |
2019 Q1
1 quarter
|
|
628
Mercury Systems
MRCY
$4.85B
| $174K | 0.02% |
2,478
-22
| -0.9% | -$1.53K |
2019 Q1
1 quarter
|
|
629
Green Dot
GDOT
$717M
| $169K | 0.02% |
+3,460
| New | +$188K |
2019 Q2
0 quarters
|
|
|
PACW
630
DELISTED
PacWest Bancorp
PACW
| $169K | 0.02% |
+4,363
| New | +$169K |
2019 Q2
0 quarters
|
|
631
Boyd Gaming
BYD
$5.5B
| $168K | 0.02% |
+6,237
| New | +$171K |
2019 Q2
0 quarters
|
|
632
Genesco
GCO
$407M
| $168K | 0.02% |
+3,996
| New | +$177K |
2019 Q2
0 quarters
|
|
633
Gold Fields
GFI
$36.3B
| $168K | 0.02% |
31,168
+6,738
| +28% | +$28.8K |
2016 Q3
11 quarters
|
|
634
Vodafone
VOD
$36.4B
| $167K | 0.02% |
+10,274
| New | +$177K |
2019 Q2
0 quarters
|
|
635
Gray Television
GTN
$577M
| $166K | 0.02% |
10,189
+4,949
| +94% | +$98.1K |
2018 Q4
2 quarters
|
|
636
Ralph Lauren
RL
$23.6B
| $164K | 0.02% |
1,451
-21,277
| -94% | -$2.55M |
2019 Q1
1 quarter
|
|
637
DELISTED
Hawaiian Holdings, Inc.
HA
| $164K | 0.02% |
6,000
-32,633
| -84% | -$886K |
2018 Q3
3 quarters
|
|
|
MINI
638
DELISTED
Mobile Mini Inc
MINI
| $164K | 0.02% |
5,400
+2,500
| +86% | +$83K |
2018 Q3
3 quarters
|
|
639
DELISTED
Allete
ALE
| $163K | 0.02% |
+1,968
| New | +$162K |
2019 Q2
0 quarters
|
|
640
Biogen
BIIB
$37.7B
| $163K | 0.02% |
+700
| New | +$162K |
2019 Q2
0 quarters
|
|
641
Polaris
PII
$3.82B
| $162K | 0.02% |
1,781
-7,717
| -81% | -$703K |
2018 Q4
2 quarters
|
|
642
JBG SMITH
JBGS
$716M
| $161K | 0.02% |
+4,100
| New | +$169K |
2019 Q2
0 quarters
|
|
643
Minerals Technologies
MTX
$1.94B
| $160K | 0.02% |
+3,001
| New | +$175K |
2019 Q2
0 quarters
|
|
|
VIAB
644
DELISTED
Viacom Inc. Class B
VIAB
| $160K | 0.02% |
5,369
-42,645
| -89% | -$1.25M |
2019 Q1
1 quarter
|
|
645
Pricesmart
PSMT
$5.13B
| $159K | 0.02% |
3,129
+3,029
| +3,029% | +$169K |
2018 Q4
2 quarters
|
|
646
Insmed
INSM
$25.5B
| $158K | 0.02% |
+6,200
| New | +$173K |
2019 Q2
0 quarters
|
|
647
The RMR Group
RMR
$269M
| $158K | 0.02% |
+3,374
| New | +$182K |
2019 Q2
0 quarters
|
|
648
Teledyne Technologies
TDY
$29.8B
| $158K | 0.02% |
+577
| New | +$144K |
2019 Q2
0 quarters
|
|
649
Kinsale Capital Group
KNSL
$8.69B
| $157K | 0.02% |
+1,727
| New | +$138K |
2019 Q2
0 quarters
|
|
650
Schneider National
SNDR
$5.07B
| $156K | 0.02% |
8,572
-17,203
| -67% | -$333K |
2018 Q3
3 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.