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 | |
|---|---|---|---|---|---|---|---|
901
Tower Semiconductor
TSEM
$17.3B
| $50K | 0.01% |
3,200
-27,148
| -89% | -$453K |
2018 Q4
2 quarters
|
|
902
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
| $50K | 0.01% |
+596
| New | +$59K |
2019 Q2
0 quarters
|
|
903
Baytex Energy
BTE
$2.76B
| $49K | ﹤0.01% |
+32,300
| New | +$58.6K |
2019 Q2
0 quarters
|
|
904
International Seaways
INSW
$4.93B
| $49K | ﹤0.01% |
+2,583
| New | +$47.8K |
2019 Q2
0 quarters
|
|
905
Amgen
AMGN
$252B
| $48K | ﹤0.01% |
263
-2,937
| -92% | -$526K |
2019 Q1
1 quarter
|
|
906
MasterCraft Boat Holdings
MCFT
$497M
| $48K | ﹤0.01% |
+2,500
| New | +$57K |
2019 Q2
0 quarters
|
|
907
Sunstone Hotel Investors
SHO
$2.35B
| $48K | ﹤0.01% |
3,569
-23,334
| -87% | -$330K |
2019 Q1
1 quarter
|
|
908
XPLR Infrastructure LP
XIFR
$690M
| $48K | ﹤0.01% |
+1,000
| New | +$46.4K |
2019 Q2
0 quarters
|
|
909
Compañía de Minas Buenaventura
BVN
$7.34B
| $47K | ﹤0.01% |
2,864
+1,263
| +79% | +$20K |
2019 Q1
1 quarter
|
|
910
CNA Financial
CNA
$12.8B
| $47K | ﹤0.01% |
+1,000
| New | +$45.5K |
2019 Q2
0 quarters
|
|
911
EnerSys
ENS
$5.47B
| $47K | ﹤0.01% |
700
-15,700
| -96% | -$1.03M |
2019 Q1
1 quarter
|
|
|
GBT
912
DELISTED
Global Blood Therapeutics, Inc.
GBT
| $47K | ﹤0.01% |
+900
| New | +$51.7K |
2019 Q2
0 quarters
|
|
913
Alcon
ALC
$36.3B
| $46K | ﹤0.01% |
+745
| New | +$43.7K |
2019 Q2
0 quarters
|
|
914
Century Aluminum
CENX
$3.63B
| $46K | ﹤0.01% |
+6,780
| New | +$50.4K |
2019 Q2
0 quarters
|
|
915
Canadian Imperial Bank of Commerce
CM
$106B
| $46K | ﹤0.01% |
+1,178
| New | +$47.4K |
2019 Q2
0 quarters
|
|
916
Ecopetrol
EC
$32.1B
| $46K | ﹤0.01% |
2,552
+1,627
| +176% | +$30.5K |
2018 Q4
2 quarters
|
|
917
Enova International
ENVA
$4.12B
| $46K | ﹤0.01% |
+2,000
| New | +$47.9K |
2019 Q2
0 quarters
|
|
918
West Pharmaceutical
WST
$28.8B
| $46K | ﹤0.01% |
375
-2,304
| -86% | -$272K |
2018 Q4
2 quarters
|
|
|
MDSO
919
DELISTED
Medidata Solutions, Inc.
MDSO
| $46K | ﹤0.01% |
+518
| New | +$45.5K |
2019 Q2
0 quarters
|
|
920
Intel
INTC
$316B
| $45K | ﹤0.01% |
943
-2,665
| -74% | -$132K |
2018 Q4
2 quarters
|
|
921
DELISTED
Avangrid, Inc.
AGR
| $45K | ﹤0.01% |
+900
| New | +$45.7K |
2019 Q2
0 quarters
|
|
|
EXTN
922
DELISTED
Exterran Corporation
EXTN
| $45K | ﹤0.01% |
+3,221
| New | +$47.2K |
2019 Q2
0 quarters
|
|
|
XLRN
923
DELISTED
Acceleron Pharma
XLRN
| $45K | ﹤0.01% |
+1,100
| New | +$45.5K |
2019 Q2
0 quarters
|
|
924
Hercules Capital
HTGC
$3.1B
| $44K | ﹤0.01% |
+3,474
| New | +$45.1K |
2019 Q2
0 quarters
|
|
925
W&T Offshore
WTI
$476M
| $44K | ﹤0.01% |
+8,900
| New | +$48K |
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.