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 | |
|---|---|---|---|---|---|---|---|
751
Edgewell Personal Care
EPC
$1.38B
| $103K | 0.01% |
+3,846
| New | +$137K |
2019 Q2
0 quarters
|
|
|
SGEN
752
DELISTED
Seagen Inc. Common Stock
SGEN
| $103K | 0.01% |
1,500
-789
| -34% | -$55.3K |
2018 Q4
2 quarters
|
|
|
TERP
753
DELISTED
TerraForm Power, Inc
TERP
| $103K | 0.01% |
+7,251
| New | +$100K |
2019 Q2
0 quarters
|
|
754
DELISTED
Encore Wire Corp
WIRE
| $102K | 0.01% |
+1,755
| New | +$98.1K |
2019 Q2
0 quarters
|
|
755
AGNC Investment
AGNC
$11.1B
| $101K | 0.01% |
+6,050
| New | +$105K |
2019 Q2
0 quarters
|
|
756
DELISTED
Kaman Corp
KAMN
| $101K | 0.01% |
+1,600
| New | +$96K |
2019 Q2
0 quarters
|
|
757
Benchmark Electronics
BHE
$2.28B
| $100K | 0.01% |
+4,000
| New | +$103K |
2019 Q2
0 quarters
|
|
758
DELISTED
Mr. Cooper
COOP
| $100K | 0.01% |
+12,500
| New | +$105K |
2019 Q2
0 quarters
|
|
759
WesBanco
WSBC
$3.75B
| $100K | 0.01% |
+2,600
| New | +$100K |
2019 Q2
0 quarters
|
|
760
Popular Inc
BPOP
$9.9B
| $98K | 0.01% |
+1,811
| New | +$98.9K |
2019 Q2
0 quarters
|
|
761
DELISTED
Berry Corp
BRY
| $98K | 0.01% |
9,300
-284
| -3% | -$3.22K |
2019 Q1
1 quarter
|
|
|
GLIBA
762
DELISTED
GCI Liberty, Inc. Class A Common Stock (DE)
GLIBA
| $98K | 0.01% |
+1,600
| New | +$94.9K |
2019 Q2
0 quarters
|
|
|
GHDX
763
DELISTED
Genomic Health, Inc.
GHDX
| $98K | 0.01% |
+1,700
| New | +$101K |
2019 Q2
0 quarters
|
|
764
Ziff Davis
ZD
$1.69B
| $97K | 0.01% |
+1,265
| New | +$95.6K |
2019 Q2
0 quarters
|
|
765
Allogene Therapeutics
ALLO
$322M
| $96K | 0.01% |
+3,600
| New | +$100K |
2019 Q2
0 quarters
|
|
766
Hyatt Hotels
H
$17.8B
| $96K | 0.01% |
+1,272
| New | +$96K |
2019 Q2
0 quarters
|
|
767
Kinross Gold
KGC
$25.5B
| $96K | 0.01% |
24,800
-8,007
| -24% | -$27K |
2019 Q1
1 quarter
|
|
768
LexinFintech Holdings
LX
$102M
| $96K | 0.01% |
+8,652
| New | +$108K |
2019 Q2
0 quarters
|
|
769
Televisa
TV
$2.48B
| $96K | 0.01% |
11,488
-3,923
| -25% | -$38.2K |
2018 Q4
2 quarters
|
|
770
AnaptysBio
ANAB
$1.44B
| $95K | 0.01% |
+1,700
| New | +$122K |
2019 Q2
0 quarters
|
|
771
Diageo
DEO
$56.5B
| $94K | 0.01% |
548
-1,396
| -72% | -$235K |
2019 Q1
1 quarter
|
|
|
CORE
772
DELISTED
Core Mark Holding Co., Inc.
CORE
| $94K | 0.01% |
+2,368
| New | +$89K |
2019 Q2
0 quarters
|
|
|
LMNX
773
DELISTED
Luminex Corp
LMNX
| $94K | 0.01% |
4,600
-28,855
| -86% | -$634K |
2018 Q3
3 quarters
|
|
774
Paylocity
PCTY
$9.29B
| $93K | 0.01% |
+1,000
| New | +$94.9K |
2019 Q2
0 quarters
|
|
775
Alkermes
ALKS
$7.77B
| $92K | 0.01% |
4,100
+2,700
| +193% | +$74K |
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.