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 | |
|---|---|---|---|---|---|---|---|
1201
Blackrock
BLK
$188B
| – | – |
-10,806
| Closed | -$4.62M | – |
|
1202
Badger Meter
BMI
$4.61B
| – | – |
-9,000
| Closed | -$500K | – |
|
1203
Bank of Montreal
BMO
$121B
| – | – |
-3,702
| Closed | -$276K | – |
|
1204
Scotiabank
BNS
$114B
| – | – |
-3,152
| Closed | -$167K | – |
|
1205
Broadridge
BR
$21.8B
| – | – |
-58,440
| Closed | -$6.06M | – |
|
1206
Boston Scientific
BSX
$63.8B
| – | – |
-11,779
| Closed | -$452K | – |
|
1207
British American Tobacco
BTI
$129B
| – | – |
-13,853
| Closed | -$577K | – |
|
1208
Neighborhood Intelligence Inc
NXH
$166M
| – | – |
-24,765
| Closed | -$340K | – |
|
1209
CarGurus
CARG
$3.08B
| – | – |
-4,732
| Closed | -$189K | – |
|
1210
Casey's General Stores
CASY
$25.6B
| – | – |
-2,511
| Closed | -$323K | – |
|
1211
CBRE Group
CBRE
$39.8B
| – | – |
-36,081
| Closed | -$1.78M | – |
|
1212
Coeur Mining
CDE
$16.8B
| – | – |
-8,700
| Closed | -$35K | – |
|
1213
CF Industries
CF
$17.4B
| – | – |
-2,984
| Closed | -$121K | – |
|
1214
C.H. Robinson
CHRW
$15B
| – | – |
-27,618
| Closed | -$2.4M | – |
|
1215
Charter Communications
CHTR
$13.9B
| – | – |
-1,256
| Closed | -$435K | – |
|
1216
DELISTED
ChampionX
CHX
| – | – |
-354
| Closed | -$14K | – |
|
1217
Clean Harbors
CLH
$15.2B
| – | – |
-4,507
| Closed | -$322K | – |
|
1218
Clorox
CLX
$12.8B
| – | – |
-9,275
| Closed | -$1.49M | – |
|
1219
DELISTED
Comerica
CMA
| – | – |
-11,706
| Closed | -$858K | – |
|
1220
CME Group
CME
$109B
| – | – |
-48,766
| Closed | -$8.02M | – |
|
1221
Cummins
CMI
$63.9B
| – | – |
-14,201
| Closed | -$2.24M | – |
|
1222
Cimpress
CMPR
$1.36B
| – | – |
-4,900
| Closed | -$392K | – |
|
1223
CMS Energy
CMS
$21.8B
| – | – |
-4,178
| Closed | -$232K | – |
|
1224
CNO Financial Group
CNO
$5.24B
| – | – |
-6,100
| Closed | -$98K | – |
|
1225
CNX Resources
CNX
$5.15B
| – | – |
-13,293
| Closed | -$143K | – |
|
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.