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 | |
|---|---|---|---|---|---|---|---|
126
Monster Beverage
MNST
$92.7B
| $2.32M | 0.23% |
145,332
-236,792
| -62% | -$3.57M |
2018 Q3
3 quarters
|
|
127
Nutanix
NTNX
$18.2B
| $2.3M | 0.23% |
88,831
+81,215
| +1,066% | +$2.83M |
2019 Q1
1 quarter
|
|
128
Everpure Inc
P
$42.3B
| $2.3M | 0.23% |
+150,559
| New | +$2.94M |
2019 Q2
0 quarters
|
|
129
Parker-Hannifin
PH
$113B
| $2.27M | 0.23% |
13,367
+6,197
| +86% | +$1.07M |
2019 Q1
1 quarter
|
|
130
Apple
AAPL
$5.03T
| $2.26M | 0.23% |
45,696
-123,296
| -73% | -$6.01M |
2018 Q4
2 quarters
|
|
131
Children's Place
PLCE
$9.34M
| $2.24M | 0.22% |
+23,482
| New | +$2.4M |
2019 Q2
0 quarters
|
|
132
Allison Transmission
ALSN
$8.92B
| $2.23M | 0.22% |
48,093
-343
| -0.7% | -$15.5K |
2018 Q2
4 quarters
|
|
133
American Electric Power
AEP
$70.9B
| $2.16M | 0.22% |
24,516
-34,538
| -58% | -$2.98M |
2018 Q2
4 quarters
|
|
134
General Dynamics
GD
$101B
| $2.14M | 0.21% |
11,758
-14,536
| -55% | -$2.5M |
2019 Q1
1 quarter
|
|
135
Morgan Stanley
MS
$288B
| $2.13M | 0.21% |
48,703
-46,540
| -49% | -$2.08M |
2018 Q2
4 quarters
|
|
136
Chipotle Mexican Grill
CMG
$40.3B
| $2.12M | 0.21% |
+144,900
| New | +$2.04M |
2019 Q2
0 quarters
|
|
137
Edwards Lifesciences
EW
$53B
| $2.1M | 0.21% |
34,068
-1,995
| -6% | -$121K |
2018 Q4
2 quarters
|
|
138
Eli Lilly
LLY
$1.26T
| $2.06M | 0.21% |
+18,636
| New | +$2.19M |
2019 Q2
0 quarters
|
|
139
Costco
COST
$449B
| $2.06M | 0.21% |
+7,792
| New | +$1.94M |
2019 Q2
0 quarters
|
|
|
AGN
140
DELISTED
Allergan plc
AGN
| $2.05M | 0.21% |
12,270
+9,275
| +310% | +$1.28M |
2018 Q2
4 quarters
|
|
|
CLDR
141
DELISTED
Cloudera, Inc.
CLDR
| $2.03M | 0.2% |
386,042
+349,542
| +958% | +$3.23M |
2018 Q2
4 quarters
|
|
|
ACIA
142
DELISTED
Acacia Communications Inc
ACIA
| $1.99M | 0.2% |
42,258
+30,364
| +255% | +$1.6M |
2018 Q2
4 quarters
|
|
143
Bank of New York Mellon
BNY
$99B
| $1.96M | 0.2% |
+44,519
| New | +$2.09M |
2019 Q2
0 quarters
|
|
144
Mercado Libre
MELI
$82.4B
| $1.96M | 0.2% |
+3,200
| New | +$1.78M |
2019 Q2
0 quarters
|
|
|
FTCH
145
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $1.96M | 0.2% |
94,094
+73,707
| +362% | +$1.7M |
2018 Q4
2 quarters
|
|
146
Trip.com Group
TCOM
$24.9B
| $1.96M | 0.2% |
+52,993
| New | +$2.09M |
2019 Q2
0 quarters
|
|
147
Lamb Weston
LW
$7.45B
| $1.95M | 0.19% |
30,744
+3,664
| +14% | +$242K |
2018 Q1
5 quarters
|
|
148
Chegg
CHGG
$78M
| $1.94M | 0.19% |
50,190
+588
| +1% | +$22.2K |
2019 Q1
1 quarter
|
|
149
Tandem Diabetes Care
TNDM
$1.33B
| $1.89M | 0.19% |
29,310
+28,679
| +4,545% | +$1.85M |
2019 Q1
1 quarter
|
|
150
Essent Group
ESNT
$6.02B
| $1.88M | 0.19% |
+40,048
| New | +$1.89M |
2019 Q2
0 quarters
|
|
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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.