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 |
Starbucks
SBUX
|
+$13.5M |
| 2 |
AABA
Altaba Inc
AABA
|
+$13M |
| 3 |
VeriSign
VRSN
|
+$10.2M |
| 4 |
Yum! Brands
YUM
|
+$10M |
| 5 |
Public Storage
PSA
|
+$9.33M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
American Tower
AMT
|
+$16.4M |
| 2 |
RTX Corp
RTX
|
+$13.4M |
| 3 |
Cisco
CSCO
|
+$13.1M |
| 4 |
FedEx
FDX
|
+$12.5M |
| 5 |
Bank of America
BAC
|
+$10.5M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 17.59% |
| 2 | Consumer Discretionary | 15.53% |
| 3 | Financials | 13.37% |
| 4 | Industrials | 11.89% |
| 5 | Healthcare | 11.04% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
76
Church & Dwight Co
CHD
$26.3B
| $3.26M | 0.32% |
43,406
-102,127
| -70% | -$7.74M |
2019 Q2
1 quarter
|
|
77
Gilead Sciences
GILD
$210B
| $3.25M | 0.32% |
51,317
+6,603
| +15% | +$432K |
2016 Q2
13 quarters
|
|
78
KeyCorp
KEY
$22.8B
| $3.24M | 0.32% |
181,393
+24,274
| +15% | +$420K |
2019 Q2
1 quarter
|
|
79
Planet Fitness
PLNT
$4.55B
| $3.24M | 0.32% |
55,921
+37,654
| +206% | +$2.65M |
2018 Q4
3 quarters
|
|
80
Baxter International
BAX
$13.6B
| $3.24M | 0.32% |
+36,987
| New | +$3.16M |
2019 Q3
0 quarters
|
|
81
HubSpot
HUBS
$10.1B
| $3.18M | 0.31% |
20,975
+16,364
| +355% | +$2.94M |
2019 Q1
2 quarters
|
|
82
lululemon athletica
LULU
$13.2B
| $3.15M | 0.31% |
16,343
+9,715
| +147% | +$1.82M |
2019 Q1
2 quarters
|
|
83
Eli Lilly
LLY
$1.26T
| $3.13M | 0.31% |
28,003
+9,367
| +50% | +$1.04M |
2019 Q2
1 quarter
|
|
84
Target
TGT
$75.5B
| $3.13M | 0.31% |
+29,270
| New | +$2.78M |
2019 Q3
0 quarters
|
|
85
Synchrony
SYF
$24.1B
| $3.07M | 0.3% |
+90,079
| New | +$3.09M |
2019 Q3
0 quarters
|
|
86
Omnicom Group
OMC
$24.3B
| $3.06M | 0.3% |
+39,129
| New | +$3.11M |
2019 Q3
0 quarters
|
|
87
DELISTED
Qorvo
QRVO
| $3.05M | 0.3% |
+41,131
| New | +$2.99M |
2019 Q3
0 quarters
|
|
88
IDEX
IEX
$17.4B
| $3.04M | 0.3% |
18,549
+13,916
| +300% | +$2.31M |
2019 Q2
1 quarter
|
|
89
Citigroup
C
$202B
| $3M | 0.3% |
43,497
+34,052
| +361% | +$2.32M |
2018 Q3
4 quarters
|
|
90
Biogen
BIIB
$38.3B
| $2.93M | 0.29% |
12,575
+11,875
| +1,696% | +$2.77M |
2019 Q2
1 quarter
|
|
91
Itaú Unibanco
ITUB
$82.7B
| $2.92M | 0.29% |
+477,141
| New | +$3.1M |
2019 Q3
0 quarters
|
|
92
Howmet Aerospace
HWM
$86.2B
| $2.92M | 0.29% |
+146,335
| New | +$2.88M |
2019 Q3
0 quarters
|
|
93
Pfizer
PFE
$168B
| $2.91M | 0.29% |
+85,436
| New | +$3.11M |
2019 Q3
0 quarters
|
|
94
Eastman Chemical
EMN
$7.55B
| $2.82M | 0.28% |
38,214
+36,329
| +1,927% | +$2.61M |
2018 Q4
3 quarters
|
|
95
L3Harris
LHX
$50.8B
| $2.82M | 0.28% |
13,521
-9,997
| -43% | -$2.05M |
2019 Q1
2 quarters
|
|
|
CERN
96
DELISTED
Cerner Corp
CERN
| $2.8M | 0.28% |
+41,080
| New | +$2.91M |
2019 Q3
0 quarters
|
|
97
Cognizant
CTSH
$28.7B
| $2.78M | 0.27% |
+46,183
| New | +$2.92M |
2019 Q3
0 quarters
|
|
98
F5
FFIV
$18.1B
| $2.76M | 0.27% |
19,642
-3,011
| -13% | -$416K |
2019 Q1
2 quarters
|
|
99
Chevron
CVX
$411B
| $2.69M | 0.27% |
+22,698
| New | +$2.76M |
2019 Q3
0 quarters
|
|
100
DELISTED
CyberArk
CYBR
| $2.65M | 0.26% |
26,529
+22,488
| +556% | +$2.71M |
2018 Q2
5 quarters
|
|
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Quantbot Technologies's Q3 2019 Portfolio in Review
As of Q3 2019, Quantbot Technologies held 1,732 positions worth $1.01B, up 1.5% from $1000M the previous quarter. Its ten largest holdings account for 10% of the portfolio.
Quantbot Technologies deployed $63.6M of net new capital in Q3 2019, opening 583 new positions and adding to 347 existing holdings. Its largest new stake was Altaba Inc: 196,296 shares worth $3.82M.
By sector, the portfolio is most concentrated in Technology at 18% of assets, up from 17% a quarter earlier, followed by Consumer Discretionary and Financials.
On the sell side, the largest reduction was American Tower, an estimated $16.4M trimmed.
- Quantbot Technologies's largest Q3 2019 buy was Altaba Inc: 196,296 shares worth $3.82M.
- Quantbot Technologies added most to Starbucks in Q3 2019, an estimated $13.5M increase.
- Quantbot Technologies's biggest Q3 2019 reduction was American Tower, cutting an estimated $16.4M.
- Quantbot Technologies fully exited FedEx in Q3 2019, selling an estimated $12.5M.
- Quantbot Technologies's ten largest holdings make up 10% of its $1.01B portfolio in Q3 2019.
- Quantbot Technologies opened 583 new positions and closed 486 in Q3 2019.
- Quantbot Technologies's portfolio value rose 1.5% quarter-over-quarter to $1.01B.
Based on Quantbot Technologies's 13F filing for Q3 2019, filed 12 Nov 2019.