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 | |
|---|---|---|---|---|---|---|---|
76
Sempra
SRE
$51.8B
| $3.52M | 0.35% |
+46,530
| New | +$3.41M |
2019 Q4
0 quarters
|
|
|
PLAN
77
DELISTED
Anaplan, Inc.
PLAN
| $3.52M | 0.35% |
67,150
+11,983
| +22% | +$595K |
2019 Q1
3 quarters
|
|
78
Lennar Class A
LEN
$20.1B
| $3.47M | 0.34% |
+64,287
| New | +$3.67M |
2019 Q4
0 quarters
|
|
79
Marathon Petroleum
MPC
$113B
| $3.42M | 0.34% |
+56,854
| New | +$3.56M |
2019 Q4
0 quarters
|
|
80
Howmet Aerospace
HWM
$89B
| $3.41M | 0.34% |
144,357
-1,978
| -1% | -$44.2K |
2019 Q3
1 quarter
|
|
81
Motorola Solutions
MSI
$88.2B
| $3.41M | 0.34% |
21,137
+1,543
| +8% | +$254K |
2019 Q3
1 quarter
|
|
82
Ecolab
ECL
$86.2B
| $3.4M | 0.34% |
17,647
+4,851
| +38% | +$921K |
2019 Q3
1 quarter
|
|
83
American Eagle Outfitters
AEO
$3.69B
| $3.4M | 0.34% |
231,452
+195,145
| +537% | +$2.98M |
2019 Q2
2 quarters
|
|
84
Corpay
CPAY
$29.3B
| $3.35M | 0.33% |
11,645
+3,163
| +37% | +$933K |
2019 Q3
1 quarter
|
|
85
Vivmark Residential
VMRK
$50B
| $3.29M | 0.33% |
+40,621
| New | +$3.46M |
2019 Q4
0 quarters
|
|
86
Conagra Brands
CAG
$6.96B
| $3.26M | 0.32% |
+95,367
| New | +$2.76M |
2019 Q4
0 quarters
|
|
87
Carvana
CVNA
$79.5B
| $3.21M | 0.32% |
+174,155
| New | +$2.91M |
2019 Q4
0 quarters
|
|
88
United Airlines
UAL
$36.8B
| $3.18M | 0.32% |
36,075
+27,994
| +346% | +$2.51M |
2019 Q3
1 quarter
|
|
89
Walmart Inc
WMT
$999B
| $3.18M | 0.32% |
80,178
+68,181
| +568% | +$2.71M |
2019 Q3
1 quarter
|
|
90
Hartford Financial Services
HIG
$36.7B
| $3.15M | 0.31% |
+51,842
| New | +$3.11M |
2019 Q4
0 quarters
|
|
91
Moody's
MCO
$88.3B
| $3.14M | 0.31% |
13,231
-13,307
| -50% | -$2.96M |
2019 Q2
2 quarters
|
|
92
Thermo Fisher Scientific
TMO
$261B
| $3.14M | 0.31% |
9,660
+6,733
| +230% | +$2.04M |
2019 Q2
2 quarters
|
|
93
CSX Corp
CSX
$96.7B
| $3.13M | 0.31% |
+129,849
| New | +$3.07M |
2019 Q4
0 quarters
|
|
94
Textron
TXT
$14.3B
| $3.13M | 0.31% |
70,168
+69,473
| +9,996% | +$3.22M |
2019 Q3
1 quarter
|
|
95
Mettler-Toledo International
MTD
$34.5B
| $3.02M | 0.3% |
3,814
+2,256
| +145% | +$1.63M |
2019 Q3
1 quarter
|
|
96
Delta Air Lines
DAL
$57.9B
| $3.02M | 0.3% |
+51,591
| New | +$2.89M |
2019 Q4
0 quarters
|
|
97
DELISTED
Spirit AeroSystems
SPR
| $2.98M | 0.3% |
40,948
+38,701
| +1,722% | +$3.19M |
2019 Q1
3 quarters
|
|
98
Garmin
GRMN
$56.1B
| $2.97M | 0.29% |
30,439
+8,839
| +41% | +$824K |
2019 Q2
2 quarters
|
|
|
AGN
99
DELISTED
Allergan plc
AGN
| $2.96M | 0.29% |
15,505
+9,697
| +167% | +$1.75M |
2018 Q2
6 quarters
|
|
100
Baxter International
BAX
$13.5B
| $2.9M | 0.29% |
34,699
-2,288
| -6% | -$189K |
2019 Q3
1 quarter
|
|
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.