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 | |
|---|---|---|---|---|---|---|---|
101
Texas Instruments
TXN
$268B
| $2.62M | 0.26% |
+20,303
| New | +$2.5M |
2019 Q3
0 quarters
|
|
|
PLAN
102
DELISTED
Anaplan, Inc.
PLAN
| $2.59M | 0.26% |
55,167
+27,682
| +101% | +$1.5M |
2019 Q1
2 quarters
|
|
103
Canadian Pacific Kansas City
CP
$81.7B
| $2.59M | 0.26% |
+58,160
| New | +$2.74M |
2019 Q3
0 quarters
|
|
104
Invesco
IVZ
$12.7B
| $2.58M | 0.25% |
+152,063
| New | +$2.68M |
2019 Q3
0 quarters
|
|
105
Chegg
CHGG
$66.9M
| $2.56M | 0.25% |
85,563
+35,373
| +70% | +$1.4M |
2019 Q1
2 quarters
|
|
106
Qualcomm
QCOM
$182B
| $2.56M | 0.25% |
+33,544
| New | +$2.52M |
2019 Q3
0 quarters
|
|
107
Ecolab
ECL
$86.1B
| $2.53M | 0.25% |
+12,796
| New | +$2.56M |
2019 Q3
0 quarters
|
|
108
Chemed
CHE
$7B
| $2.47M | 0.24% |
5,916
+5,216
| +745% | +$2.13M |
2018 Q2
5 quarters
|
|
109
Enbridge
ENB
$105B
| $2.45M | 0.24% |
69,836
-21,009
| -23% | -$727K |
2019 Q1
2 quarters
|
|
110
MarketAxess Holdings
MKTX
$5.81B
| $2.44M | 0.24% |
7,440
+4,878
| +190% | +$1.75M |
2019 Q2
1 quarter
|
|
111
Corpay
CPAY
$29.4B
| $2.43M | 0.24% |
+8,482
| New | +$2.46M |
2019 Q3
0 quarters
|
|
112
Welltower
WELL
$180B
| $2.42M | 0.24% |
26,661
-5,164
| -16% | -$449K |
2019 Q1
2 quarters
|
|
113
Brown & Brown
BRO
$23.4B
| $2.4M | 0.24% |
66,531
+48,228
| +263% | +$1.73M |
2019 Q2
1 quarter
|
|
114
DELISTED
TD Ameritrade Holding Corp
AMTD
| $2.35M | 0.23% |
50,362
+44,045
| +697% | +$2.11M |
2019 Q2
1 quarter
|
|
115
US Foods
USFD
$23.5B
| $2.34M | 0.23% |
57,021
+40,770
| +251% | +$1.57M |
2019 Q2
1 quarter
|
|
116
Wells Fargo
WFC
$258B
| $2.31M | 0.23% |
45,854
-33,194
| -42% | -$1.56M |
2019 Q1
2 quarters
|
|
117
Morgan Stanley
MS
$293B
| $2.31M | 0.23% |
54,049
+5,346
| +11% | +$228K |
2018 Q2
5 quarters
|
|
118
Prologis
PLD
$123B
| $2.29M | 0.23% |
26,862
+11,270
| +72% | +$932K |
2018 Q1
6 quarters
|
|
119
W.W. Grainger
GWW
$67.6B
| $2.27M | 0.22% |
7,655
+3,048
| +66% | +$847K |
2018 Q3
4 quarters
|
|
|
ETFC
120
DELISTED
E*Trade Financial Corporation
ETFC
| $2.27M | 0.22% |
52,029
-72,109
| -58% | -$3.19M |
2018 Q3
4 quarters
|
|
121
PG&E
PCG
$28.8B
| $2.27M | 0.22% |
+227,299
| New | +$3.44M |
2019 Q3
0 quarters
|
|
122
Zoetis
ZTS
$33.2B
| $2.26M | 0.22% |
18,170
-12,591
| -41% | -$1.52M |
2019 Q2
1 quarter
|
|
123
Agnico Eagle Mines
AEM
$97.9B
| $2.23M | 0.22% |
41,530
+39,028
| +1,560% | +$2.21M |
2019 Q1
2 quarters
|
|
124
Wynn Resorts
WYNN
$8.87B
| $2.22M | 0.22% |
+20,450
| New | +$2.43M |
2019 Q3
0 quarters
|
|
125
PepsiCo
PEP
$193B
| $2.21M | 0.22% |
16,135
+4,039
| +33% | +$537K |
2019 Q2
1 quarter
|
|
Similar funds
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.