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 | |
|---|---|---|---|---|---|---|---|
51
Devon Energy
DVN
$51.2B
| $4.34M | 0.43% |
167,069
+134,555
| +414% | +$3.03M |
2019 Q3
1 quarter
|
|
52
Tyson Foods
TSN
$21.1B
| $4.33M | 0.43% |
47,521
+28,598
| +151% | +$2.46M |
2019 Q3
1 quarter
|
|
|
RTN
53
DELISTED
Raytheon Company
RTN
| $4.3M | 0.43% |
19,550
-6,528
| -25% | -$1.38M |
2019 Q2
2 quarters
|
|
54
Microchip Technology
MCHP
$33.8B
| $4.26M | 0.42% |
81,462
+75,984
| +1,387% | +$3.67M |
2019 Q2
2 quarters
|
|
55
Monster Beverage
MNST
$88.9B
| $4.22M | 0.42% |
265,528
-51,136
| -16% | -$751K |
2018 Q3
5 quarters
|
|
56
Realty Income
O
$56.7B
| $4.18M | 0.41% |
+58,606
| New | +$4.37M |
2019 Q4
0 quarters
|
|
57
Chipotle Mexican Grill
CMG
$46.3B
| $4.12M | 0.41% |
+245,950
| New | +$3.95M |
2019 Q4
0 quarters
|
|
58
Netflix
NFLX
$265B
| $4.12M | 0.41% |
+127,200
| New | +$3.77M |
2019 Q4
0 quarters
|
|
59
Target
TGT
$73.9B
| $4.08M | 0.4% |
31,806
+2,536
| +9% | +$298K |
2019 Q3
1 quarter
|
|
60
TE Connectivity
TEL
$62.9B
| $4.02M | 0.4% |
+41,928
| New | +$3.88M |
2019 Q4
0 quarters
|
|
61
Goldman Sachs
GS
$267B
| $3.98M | 0.4% |
+17,333
| New | +$3.76M |
2019 Q4
0 quarters
|
|
62
MarketAxess Holdings
MKTX
$5.82B
| $3.98M | 0.39% |
10,498
+3,058
| +41% | +$1.12M |
2019 Q2
2 quarters
|
|
63
Valero Energy
VLO
$101B
| $3.88M | 0.39% |
41,490
+30,046
| +263% | +$2.84M |
2019 Q3
1 quarter
|
|
64
Johnson Controls International
JCI
$87.6B
| $3.87M | 0.38% |
+95,174
| New | +$4.02M |
2019 Q4
0 quarters
|
|
65
Hershey
HSY
$35.5B
| $3.86M | 0.38% |
26,293
-4,116
| -14% | -$610K |
2017 Q2
10 quarters
|
|
66
Labcorp
LH
$30.2B
| $3.83M | 0.38% |
26,387
+18,476
| +234% | +$2.67M |
2018 Q1
7 quarters
|
|
67
Ball Corp
BALL
$17.1B
| $3.8M | 0.38% |
58,776
+2,831
| +5% | +$192K |
2019 Q3
1 quarter
|
|
68
Unum
UNM
$12.6B
| $3.78M | 0.38% |
129,714
+83,779
| +182% | +$2.44M |
2018 Q3
5 quarters
|
|
69
MSCI
MSCI
$47.3B
| $3.74M | 0.37% |
14,480
+9,951
| +220% | +$2.43M |
2019 Q2
2 quarters
|
|
70
DELISTED
Foot Locker
FL
| $3.73M | 0.37% |
+95,726
| New | +$4.03M |
2019 Q4
0 quarters
|
|
|
VER
71
DELISTED
VEREIT, Inc.
VER
| $3.71M | 0.37% |
80,273
+75,015
| +1,427% | +$3.6M |
2019 Q3
1 quarter
|
|
72
PayPal
PYPL
$49.4B
| $3.68M | 0.37% |
34,051
-17,010
| -33% | -$1.77M |
2019 Q2
2 quarters
|
|
73
Costco
COST
$482B
| $3.58M | 0.36% |
12,177
-1,348
| -10% | -$401K |
2019 Q2
2 quarters
|
|
74
Zimmer Biomet
ZBH
$20.3B
| $3.57M | 0.35% |
24,570
+22,645
| +1,176% | +$3.13M |
2019 Q2
2 quarters
|
|
75
RTX Corp
RTX
$272B
| $3.53M | 0.35% |
37,504
+27,020
| +258% | +$2.45M |
2019 Q2
2 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.