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 | |
|---|---|---|---|---|---|---|---|
1326
Lennar Class A
LEN
$20.6B
| – | – |
-5,014
| Closed | -$238K | – |
|
1327
Ligand Pharmaceuticals
LGND
$6.28B
| – | – |
-160
| Closed | -$12K | – |
|
1328
Lockheed Martin
LMT
$139B
| – | – |
-20,853
| Closed | -$6.26M | – |
|
1329
Cheniere Energy
LNG
$59.9B
| – | – |
-200
| Closed | -$13K | – |
|
1330
DELISTED
Light & Wonder
LNW
| – | – |
-60,866
| Closed | -$1.24M | – |
|
1331
Louisiana-Pacific
LPX
$5.28B
| – | – |
-31,219
| Closed | -$761K | – |
|
1332
Lattice Semiconductor
LSCC
$15.8B
| – | – |
-41,042
| Closed | -$489K | – |
|
1333
Lumen Technologies, Inc. Common Stock
LUMN
$4.86B
| – | – |
-27,285
| Closed | -$327K | – |
|
1334
DELISTED
LXP Industrial Trust
LXP
| – | – |
-1,461
| Closed | -$66K | – |
|
1335
Macy's
M
$6.55B
| – | – |
-22,157
| Closed | -$532K | – |
|
1336
Macerich
MAC
$7.26B
| – | – |
-9,532
| Closed | -$413K | – |
|
1337
MBIA
MBI
$244M
| – | – |
-4,130
| Closed | -$39K | – |
|
1338
McKesson
MCK
$125B
| – | – |
-2,092
| Closed | -$244K | – |
|
|
1339
Medtronic
MDT
$130B
| – | – |
-105,307
| Closed | -$9.6M | – |
|
1340
Medifast
MED
$146M
| – | – |
-2,500
| Closed | -$318K | – |
|
1341
Manulife Financial
MFC
$73.1B
| – | – |
-58,391
| Closed | -$987K | – |
|
1342
MGM Resorts International
MGM
$8.36B
| – | – |
-59,140
| Closed | -$1.52M | – |
|
1343
Magnolia Oil & Gas
MGY
$6.12B
| – | – |
-7,858
| Closed | -$94K | – |
|
1344
Markel Group
MKL
$24.1B
| – | – |
-893
| Closed | -$889K | – |
|
1345
MillerKnoll
MLKN
$1.51B
| – | – |
-20,346
| Closed | -$715K | – |
|
1346
Marathon Petroleum
MPC
$106B
| – | – |
-44,165
| Closed | -$2.64M | – |
|
1347
Microsoft
MSFT
$3.96T
| – | – |
-28,324
| Closed | -$3.34M | – |
|
1348
Motorola Solutions
MSI
$87.2B
| – | – |
-28,637
| Closed | -$4.02M | – |
|
1349
Match Group
MTCH
$9.09B
| – | – |
-8,138
| Closed | -$460K | – |
|
1350
Matador Resources
MTDR
$6.23B
| – | – |
-384
| Closed | -$7K | – |
|
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.