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 | |
|---|---|---|---|---|---|---|---|
1351
Meritage Homes
MTH
$4.53B
| – | – |
-28,268
| Closed | -$631K | – |
|
1352
Micron Technology
MU
$830B
| – | – |
-41,383
| Closed | -$1.71M | – |
|
1353
Navient Holdings, Inc. Common Stock
NAVI
$735M
| – | – |
-8,600
| Closed | -$99K | – |
|
1354
Nabors Industries
NBR
$1.26B
| – | – |
-28
| Closed | -$4K | – |
|
1355
NextEra Energy
NEE
$182B
| – | – |
-3,276
| Closed | -$158K | – |
|
1356
Ingevity
NGVT
$2.11B
| – | – |
-12,100
| Closed | -$1.28M | – |
|
1357
NN Inc
NNBR
$290M
| – | – |
-500
| Closed | -$3K | – |
|
1358
Northrop Grumman
NOC
$76.6B
| – | – |
-28,636
| Closed | -$7.72M | – |
|
1359
Novanta
NOVT
$5.52B
| – | – |
-319
| Closed | -$27K | – |
|
1360
NRG Energy
NRG
$20.5B
| – | – |
-47,419
| Closed | -$2.01M | – |
|
1361
Northern Trust
NTRS
$32.2B
| – | – |
-69,365
| Closed | -$6.27M | – |
|
1362
Nucor
NUE
$56.5B
| – | – |
-90,059
| Closed | -$5.25M | – |
|
1363
Enviri
NVRI
$705M
| – | – |
-33,111
| Closed | -$667K | – |
|
1364
NorthWestern Energy
NWE
$5.17B
| – | – |
-1,500
| Closed | -$105K | – |
|
1365
Owens Corning
OC
$9.8B
| – | – |
-4,085
| Closed | -$192K | – |
|
1366
Old Dominion Freight Line
ODFL
$35.2B
| – | – |
-9,078
| Closed | -$436K | – |
|
1367
Orion
OEC
$229M
| – | – |
-20,393
| Closed | -$387K | – |
|
1368
OGE Energy
OGE
$10.5B
| – | – |
-4,825
| Closed | -$208K | – |
|
1369
O-I Glass
OI
$807M
| – | – |
-2,265
| Closed | -$42K | – |
|
1370
Orchid Island Capital
ORC
$967M
| $0 | ﹤0.01% |
20
-20
| -50% | -$649 |
2018 Q4
2 quarters
|
|
1371
Oracle
ORCL
$373B
| – | – |
-44,521
| Closed | -$2.39M | – |
|
1372
Oshkosh
OSK
$8.53B
| – | – |
-4,120
| Closed | -$309K | – |
|
1373
Outfront Media
OUT
$5.51B
| – | – |
-1,028
| Closed | -$23K | – |
|
1374
Bank OZK
OZK
$5.55B
| – | – |
-5,620
| Closed | -$162K | – |
|
1375
Pan American Silver
PAAS
$17.5B
| – | – |
-88,377
| Closed | -$1.17M | – |
|
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.