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 | |
|---|---|---|---|---|---|---|---|
1151
Arch Capital
ACGL
$35.2B
| – | – |
-6,800
| Closed | -$219K | – |
|
1152
Aecom
ACM
$9.04B
| – | – |
-25,592
| Closed | -$759K | – |
|
1153
Analog Devices
ADI
$191B
| – | – |
-7,602
| Closed | -$800K | – |
|
1154
Adient
ADNT
$1.22B
| – | – |
-123,079
| Closed | -$1.6M | – |
|
1155
AES
AES
$10.6B
| – | – |
-35,031
| Closed | -$633K | – |
|
1156
Aflac
AFL
$61.9B
| – | – |
-66,034
| Closed | -$3.3M | – |
|
1157
First Majestic Silver
AG
$7.82B
| – | – |
-76,998
| Closed | -$506K | – |
|
1158
American International
AIG
$41.3B
| – | – |
-8,067
| Closed | -$347K | – |
|
1159
Albany International
AIN
$1.99B
| – | – |
-700
| Closed | -$50K | – |
|
1160
AAR Corp
AIR
$4.69B
| – | – |
-17,600
| Closed | -$572K | – |
|
1161
Aimco
AIV
$222M
| – | – |
-76,629
| Closed | -$513K | – |
|
1162
Assurant
AIZ
$15.6B
| – | – |
-21,791
| Closed | -$2.07M | – |
|
1163
Akamai
AKAM
$11.5B
| – | – |
-8,329
| Closed | -$597K | – |
|
1164
Albemarle
ALB
$11.7B
| – | – |
-14,089
| Closed | -$1.16M | – |
|
1165
Alaska Air
ALK
$4.65B
| – | – |
-15,379
| Closed | -$863K | – |
|
1166
Allegion
ALLE
$16.2B
| – | – |
-3,152
| Closed | -$285K | – |
|
1167
Alarm.com
ALRM
$3.21B
| – | – |
-3,717
| Closed | -$241K | – |
|
1168
Applied Materials
AMAT
$294B
| – | – |
-58,195
| Closed | -$2.31M | – |
|
1169
AMN Healthcare
AMN
$1.46B
| – | – |
-7,192
| Closed | -$338K | – |
|
1170
AutoNation
AN
$5.95B
| – | – |
-22,992
| Closed | -$821K | – |
|
1171
Aon
AON
$71.2B
| – | – |
-25,795
| Closed | -$4.4M | – |
|
1172
Apple Hospitality REIT
APLE
$4.65B
| – | – |
-1,052
| Closed | -$17K | – |
|
1173
Antero Resources
AR
$11.2B
| – | – |
-72,914
| Closed | -$643K | – |
|
1174
Ares Capital
ARCC
$14B
| – | – |
-10,438
| Closed | -$178K | – |
|
1175
Arcos Dorados Holdings
ARCO
$1.49B
| – | – |
-1,671
| Closed | -$11K | – |
|
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.