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 | |
|---|---|---|---|---|---|---|---|
1376
DELISTED
Paramount Global Class B
PARA
| – | – |
-129,074
| Closed | -$6.13M | – |
|
1377
Pembina Pipeline
PBA
$28.3B
| – | – |
-21,273
| Closed | -$781K | – |
|
1378
DELISTED
PotlatchDeltic
PCH
| – | – |
-4
| Closed | – | – |
|
1379
Principal Financial Group
PFG
$24.5B
| – | – |
-1,452
| Closed | -$72K | – |
|
1380
DELISTED
Premier
PINC
| – | – |
-20,894
| Closed | -$720K | – |
|
1381
Philip Morris
PM
$301B
| – | – |
-65,464
| Closed | -$5.79M | – |
|
1382
PPL Corp
PPL
$26.9B
| – | – |
-6,343
| Closed | -$201K | – |
|
1383
PRA Group
PRAA
$479M
| – | – |
-1,005
| Closed | -$26K | – |
|
1384
Perrigo
PRGO
$2.35B
| – | – |
-20,841
| Closed | -$1M | – |
|
1385
Protolabs
PRLB
$1.65B
| – | – |
-1,000
| Closed | -$105K | – |
|
1386
PVH
PVH
$4.28B
| – | – |
-36,251
| Closed | -$4.42M | – |
|
1387
DELISTED
Qorvo
QRVO
| – | – |
-1,213
| Closed | -$87K | – |
|
1388
Quad
QUAD
$380M
| – | – |
-3,616
| Closed | -$43K | – |
|
1389
Ryder
R
$10.7B
| – | – |
-19,210
| Closed | -$1.19M | – |
|
1390
Rogers Communications
RCI
$18B
| – | – |
-2,000
| Closed | -$107K | – |
|
1391
RELX
RELX
$69.4B
| – | – |
-104
| Closed | -$2K | – |
|
1392
Rexford Industrial Realty
REXR
$8.21B
| – | – |
-7,850
| Closed | -$281K | – |
|
1393
Resideo Technologies
REZI
$3.04B
| – | – |
-8,788
| Closed | -$169K | – |
|
1394
Reinsurance Group of America
RGA
$17.4B
| – | – |
-5,661
| Closed | -$803K | – |
|
1395
RH
RH
$2.59B
| – | – |
-32,114
| Closed | -$3.31M | – |
|
1396
Rio Tinto
RIO
$141B
| – | – |
-27,501
| Closed | -$1.62M | – |
|
1397
RLI Corp
RLI
$6.24B
| $0 | ﹤0.01% |
+14
| New | +$575 |
2019 Q2
0 quarters
|
|
1398
RLJ Lodging Trust
RLJ
$1.96B
| – | – |
-2,718
| Closed | -$47K | – |
|
1399
Gibraltar Industries
ROCK
$1.01B
| – | – |
-2,400
| Closed | -$97K | – |
|
1400
Rollins
ROL
$18.6B
| – | – |
-38,238
| Closed | -$1.06M | – |
|
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.