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 | |
|---|---|---|---|---|---|---|---|
51
Public Service Enterprise Group
PEG
$37.8B
| $5.06M | 0.48% |
85,178
+4,535
| +6% | +$254K |
2018 Q3
2 quarters
|
|
52
Pultegroup
PHM
$23.4B
| $4.98M | 0.47% |
+178,311
| New | +$4.86M |
2019 Q1
0 quarters
|
|
53
American Electric Power
AEP
$70.3B
| $4.94M | 0.47% |
59,054
+50,652
| +603% | +$4.03M |
2018 Q2
3 quarters
|
|
54
Ventas
VTR
$47B
| $4.92M | 0.47% |
+77,081
| New | +$4.82M |
2019 Q1
0 quarters
|
|
55
IQVIA
IQV
$43.7B
| $4.91M | 0.47% |
+34,106
| New | +$4.55M |
2019 Q1
0 quarters
|
|
56
Nike
NKE
$56.4B
| $4.73M | 0.45% |
56,148
+40,394
| +256% | +$3.33M |
2018 Q3
2 quarters
|
|
57
Progressive
PGR
$137B
| $4.69M | 0.45% |
65,080
-43,893
| -40% | -$3.01M |
2018 Q1
4 quarters
|
|
58
Blackrock
BLK
$189B
| $4.62M | 0.44% |
+10,806
| New | +$4.53M |
2019 Q1
0 quarters
|
|
59
LyondellBasell Industries
LYB
$20.8B
| $4.54M | 0.43% |
53,967
+39,116
| +263% | +$3.38M |
2018 Q2
3 quarters
|
|
60
General Dynamics
GD
$98.2B
| $4.45M | 0.42% |
+26,294
| New | +$4.43M |
2019 Q1
0 quarters
|
|
61
PVH
PVH
$4.31B
| $4.42M | 0.42% |
36,251
+21,916
| +153% | +$2.4M |
2018 Q4
1 quarter
|
|
62
Aon
AON
$71.8B
| $4.4M | 0.42% |
25,795
-16,693
| -39% | -$2.71M |
2018 Q4
1 quarter
|
|
63
Yum! Brands
YUM
$43.3B
| $4.22M | 0.4% |
+42,332
| New | +$4.01M |
2019 Q1
0 quarters
|
|
64
DuPont de Nemours
DD
$20.4B
| $4.21M | 0.4% |
31,219
+22,196
| +246% | +$3.08M |
2018 Q3
2 quarters
|
|
65
CVS Health
CVS
$114B
| $4.12M | 0.39% |
76,395
+14,771
| +24% | +$912K |
2018 Q4
1 quarter
|
|
66
Expeditors International
EXPD
$25.2B
| $4.05M | 0.39% |
+53,331
| New | +$3.85M |
2019 Q1
0 quarters
|
|
67
Motorola Solutions
MSI
$87.8B
| $4.02M | 0.38% |
28,637
-7,682
| -21% | -$997K |
2018 Q4
1 quarter
|
|
68
Morgan Stanley
MS
$298B
| $4.02M | 0.38% |
95,243
-20,706
| -18% | -$871K |
2018 Q2
3 quarters
|
|
69
Texas Instruments
TXN
$277B
| $3.96M | 0.38% |
+37,292
| New | +$3.86M |
2019 Q1
0 quarters
|
|
70
Norwegian Cruise Line
NCLH
$8.25B
| $3.95M | 0.38% |
+71,873
| New | +$3.7M |
2019 Q1
0 quarters
|
|
71
Wayfair
W
$15.3B
| $3.87M | 0.37% |
+26,059
| New | +$3.4M |
2019 Q1
0 quarters
|
|
72
Allstate
ALL
$66.2B
| $3.82M | 0.36% |
+40,576
| New | +$3.67M |
2019 Q1
0 quarters
|
|
73
Edison International
EIX
$23.2B
| $3.78M | 0.36% |
+61,140
| New | +$3.65M |
2019 Q1
0 quarters
|
|
|
NLSN
74
DELISTED
Nielsen Holdings plc
NLSN
| $3.69M | 0.35% |
+155,978
| New | +$4.04M |
2019 Q1
0 quarters
|
|
75
SiriusXM
SIRI
$10.7B
| $3.63M | 0.35% |
64,101
+63,111
| +6,375% | +$3.76M |
2018 Q3
2 quarters
|
|
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.