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Quantbot Technologies

Quantbot Technologies Portfolio holdings

AUM $2.54B Turnover 50.19%
1-Year Est. Return 22.25%
 

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.

This Fund
S&P 500
This Quarter Est. Return
+0.79%
1 Year Est. Return
+22.25%
3 Year Est. Return
+33.64%
5 Year Est. Return
+6.9%
10 Year Est. Return
+44.54%
AUM
$1000M
AUM Growth
-$51.2M
Cap. Flow
-$42.2M
Cap. Flow %
-4.22%
Top 10 Hldgs %
12.67%
Holding
1,599
New
623
Increased
242
Reduced
280
Closed
450
Avg Time Held
0.3 years
Top 10 Avg Time Held
0 years
Top 20 Avg Time Held
0 years

Top Buys

Rank Stock Value
1
AMT icon
American Tower
AMT
+$18.1M
2
CSCO icon
Cisco
CSCO
+$17.8M
3
RTX icon
RTX Corp
RTX
+$14.4M
4
EXC icon
Exelon
EXC
+$11.3M
5
CHD icon
Church & Dwight Co
CHD
+$10.8M

Top Sells

Rank Stock Value
1
DIS icon
Walt Disney
DIS
+$13.3M
2
CNC icon
Centene
CNC
+$12M
3
ELV icon
Elevance Health
ELV
+$10.2M
4
MDT icon
Medtronic
MDT
+$9.6M
5
WMT icon
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
FOSL icon
1276
Fossil Group
FOSL
$477M
– –
-12,079
Closed -$165K –
FR icon
1277
First Industrial Realty Trust
FR
$7.28B
– –
-5,376
Closed -$190K –
FTS icon
1278
Fortis
FTS
$30.7B
– –
-2,821
Closed -$104K –
FUL icon
1279
H.B. Fuller
FUL
$2.76B
– –
-6,400
Closed -$311K –
FULT icon
1280
Fulton Financial
FULT
$4.57B
– –
-6,200
Closed -$95K –
GBX icon
1281
The Greenbrier Companies
GBX
$1.3B
– –
-14,800
Closed -$477K –
TDAY icon
1282
USA Today Co
TDAY
$1.02B
– –
-33,398
Closed -$350K –
GEO icon
1283
The GEO Group
GEO
$3.97B
– –
-5,839
Closed -$112K –
GLW icon
1284
Corning
GLW
$100B
– –
-232,028
Closed -$7.68M –
GNL icon
1285
Global Net Lease
GNL
$1.53B
– –
-551
Closed -$10K –
B icon
1286
Barrick Mining
B
$69.6B
– –
-57,499
Closed -$788K –
GOOS icon
1287
Canada Goose Holdings
GOOS
$855M
– –
-1,771
Closed -$85K –
HAE icon
1288
Haemonetics
HAE
$5.38B
– –
-9,875
Closed -$863K –
HGV icon
1289
Hilton Grand Vacations
HGV
$3.38B
– –
-16,268
Closed -$501K –
HIG icon
1290
Hartford Financial Services
HIG
$36.1B
– –
-63,011
Closed -$3.13M –
HII icon
1291
Huntington Ingalls Industries
HII
$12B
– –
-5,859
Closed -$1.21M –
HLF icon
1292
Herbalife
HLF
$1.65B
– –
-24,443
Closed -$1.3M –
HLIO icon
1293
Helios Technologies
HLIO
$1.63B
– –
-5,600
Closed -$260K –
HOS icon
1294
Hornbeck Offshore Services, Inc.
HOS
$1.76B
– –
-3,800
Closed -$30K –
HOMB icon
1295
Home BancShares
HOMB
$6.06B
– –
-3,520
Closed -$61K –
HPP icon
1296
Hudson Pacific Properties
HPP
$511M
– –
-1,201
Closed -$289K –
HR icon
1297
Healthcare Realty
HR
$6.55B
– –
-30,053
Closed -$859K –
HRL icon
1298
Hormel Foods
HRL
$12.3B
– –
-7,355
Closed -$329K –
HST icon
1299
Host Hotels & Resorts
HST
$17.3B
– –
-143,191
Closed -$2.71M –
ICLR icon
1300
Icon
ICLR
$15.6B
– –
-3,000
Closed -$409K –

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.