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 | |
|---|---|---|---|---|---|---|---|
101
BHP
BHP
$202B
| $2.89M | 0.29% |
+59,295
| New | +$2.69M |
2019 Q4
0 quarters
|
|
102
Rollins
ROL
$18.6B
| $2.83M | 0.28% |
128,064
+123,961
| +3,021% | +$2.94M |
2019 Q3
1 quarter
|
|
103
KLA
KLAC
$198B
| $2.81M | 0.28% |
157,890
+121,660
| +336% | +$2.04M |
2019 Q2
2 quarters
|
|
104
Bunge Global
BG
$19.5B
| $2.81M | 0.28% |
48,840
+46,738
| +2,224% | +$2.59M |
2019 Q3
1 quarter
|
|
105
Shake Shack
SHAK
$3.03B
| $2.78M | 0.28% |
+46,720
| New | +$3.36M |
2019 Q4
0 quarters
|
|
106
M&T Bank
MTB
$31.7B
| $2.76M | 0.27% |
16,275
+12,838
| +374% | +$2.08M |
2019 Q3
1 quarter
|
|
107
Merck
MRK
$364B
| $2.68M | 0.27% |
30,857
-37,681
| -55% | -$3.09M |
2019 Q2
2 quarters
|
|
108
Texas Instruments
TXN
$277B
| $2.67M | 0.27% |
20,845
+542
| +3% | +$66.9K |
2019 Q3
1 quarter
|
|
109
Wells Fargo
WFC
$258B
| $2.66M | 0.26% |
49,518
+3,664
| +8% | +$192K |
2019 Q1
3 quarters
|
|
110
Loews
L
$22.6B
| $2.65M | 0.26% |
50,562
+44,650
| +755% | +$2.25M |
2019 Q3
1 quarter
|
|
111
TechnipFMC
FTI
$25.8B
| $2.63M | 0.26% |
+165,094
| New | +$2.56M |
2019 Q4
0 quarters
|
|
112
Humana
HUM
$54B
| $2.63M | 0.26% |
+7,184
| New | +$2.28M |
2019 Q4
0 quarters
|
|
113
Veeva Systems
VEEV
$48.8B
| $2.62M | 0.26% |
+18,647
| New | +$2.74M |
2019 Q4
0 quarters
|
|
114
Autodesk
ADSK
$55.3B
| $2.58M | 0.26% |
+14,044
| New | +$2.28M |
2019 Q4
0 quarters
|
|
115
iShares Russell 2000 ETF
IWM
$77.1B
| $2.52M | 0.25% |
15,200
+14,659
| +2,710% | +$2.32M |
2019 Q3
1 quarter
|
|
116
Automatic Data Processing
ADP
$122B
| $2.48M | 0.25% |
+14,558
| New | +$2.41M |
2019 Q4
0 quarters
|
|
117
Alcoa
AA
$10.5B
| $2.43M | 0.24% |
+112,858
| New | +$2.34M |
2019 Q4
0 quarters
|
|
118
Ametek
AME
$55.5B
| $2.42M | 0.24% |
+24,300
| New | +$2.3M |
2019 Q4
0 quarters
|
|
119
Check Point Software Technologies
CHKP
$15B
| $2.42M | 0.24% |
+21,803
| New | +$2.45M |
2019 Q4
0 quarters
|
|
120
Pinnacle West Capital
PNW
$13B
| $2.41M | 0.24% |
26,825
+26,317
| +5,181% | +$2.37M |
2019 Q3
1 quarter
|
|
121
GE Aerospace
GE
$344B
| $2.36M | 0.23% |
+42,445
| New | +$2.19M |
2019 Q4
0 quarters
|
|
122
Okta
OKTA
$32B
| $2.36M | 0.23% |
20,450
-21,823
| -52% | -$2.51M |
2018 Q3
5 quarters
|
|
123
The Kraft Heinz Company
KHC
$29.7B
| $2.35M | 0.23% |
73,055
-60,093
| -45% | -$1.82M |
2019 Q1
3 quarters
|
|
124
HCA Healthcare
HCA
$104B
| $2.34M | 0.23% |
15,834
-51,056
| -76% | -$6.86M |
2018 Q4
4 quarters
|
|
125
Children's Place
PLCE
$6.34M
| $2.32M | 0.23% |
37,124
+19,893
| +115% | +$1.45M |
2019 Q2
2 quarters
|
|
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.