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 |
ExxonMobil
XOM
|
+$16.1M |
| 2 |
Procter & Gamble
PG
|
+$11.7M |
| 3 |
Boeing
BA
|
+$10.1M |
| 4 |
Walt Disney
DIS
|
+$9.9M |
| 5 |
Amazon
AMZN
|
+$9.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Public Storage
PSA
|
+$14M |
| 2 |
Intel
INTC
|
+$8.79M |
| 3 |
Yum! Brands
YUM
|
+$8.3M |
| 4 |
Lockheed Martin
LMT
|
+$8.08M |
| 5 |
Coca-Cola
KO
|
+$7.95M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 16.53% |
| 2 | Consumer Discretionary | 13.25% |
| 3 | Industrials | 12.75% |
| 4 | Financials | 12.43% |
| 5 | Healthcare | 11.12% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
126
Celanese
CE
$5.64B
| $2.32M | 0.23% |
18,843
+12,426
| +194% | +$1.53M |
2019 Q3
1 quarter
|
|
127
Franco-Nevada
FNV
$47.7B
| $2.32M | 0.23% |
22,417
+7,711
| +52% | +$745K |
2019 Q2
2 quarters
|
|
128
Itaú Unibanco
ITUB
$83B
| $2.31M | 0.23% |
347,642
-129,499
| -27% | -$811K |
2019 Q3
1 quarter
|
|
129
Haemonetics
HAE
$5.6B
| $2.26M | 0.22% |
+19,676
| New | +$2.38M |
2019 Q4
0 quarters
|
|
130
Jacobs Solutions
J
$18.5B
| $2.26M | 0.22% |
30,372
+25,143
| +481% | +$1.9M |
2019 Q3
1 quarter
|
|
131
Aptiv
APTV
$7.84B
| $2.24M | 0.22% |
23,582
+9,128
| +63% | +$836K |
2019 Q3
1 quarter
|
|
|
AVLR
132
DELISTED
Avalara, Inc.
AVLR
| $2.21M | 0.22% |
30,170
+21,584
| +251% | +$1.57M |
2019 Q2
2 quarters
|
|
133
Meta Platforms (Facebook)
META
$1.64T
| $2.19M | 0.22% |
+10,675
| New | +$2.07M |
2019 Q4
0 quarters
|
|
134
DELISTED
TD Ameritrade Holding Corp
AMTD
| $2.17M | 0.22% |
43,722
-6,640
| -13% | -$288K |
2019 Q2
2 quarters
|
|
|
GLIBA
135
DELISTED
GCI Liberty, Inc. Class A Common Stock (DE)
GLIBA
| $2.13M | 0.21% |
30,126
+19,859
| +193% | +$1.37M |
2019 Q2
2 quarters
|
|
136
Vertex Pharmaceuticals
VRTX
$137B
| $2.13M | 0.21% |
9,743
+2,864
| +42% | +$580K |
2018 Q4
4 quarters
|
|
137
General Motors
GM
$72.5B
| $2.12M | 0.21% |
57,901
-47,398
| -45% | -$1.72M |
2019 Q3
1 quarter
|
|
138
Invesco
IVZ
$12.7B
| $2.11M | 0.21% |
117,559
-34,504
| -23% | -$589K |
2019 Q3
1 quarter
|
|
|
CIT
139
DELISTED
CIT Group Inc.
CIT
| $2.04M | 0.2% |
44,640
+37,013
| +485% | +$1.66M |
2019 Q3
1 quarter
|
|
140
Analog Devices
ADI
$193B
| $2.01M | 0.2% |
16,881
-27,215
| -62% | -$3.07M |
2019 Q3
1 quarter
|
|
141
Intercontinental Exchange
ICE
$100B
| $2M | 0.2% |
+21,599
| New | +$2M |
2019 Q4
0 quarters
|
|
142
Bread Financial
BFH
$3.74B
| $1.99M | 0.2% |
22,273
+11,648
| +110% | +$1.03M |
2019 Q2
2 quarters
|
|
143
Lam Research
LRCX
$283B
| $1.99M | 0.2% |
+68,190
| New | +$1.81M |
2019 Q4
0 quarters
|
|
144
Occidental Petroleum
OXY
$58.7B
| $1.97M | 0.2% |
47,817
-48,621
| -50% | -$1.95M |
2019 Q1
3 quarters
|
|
145
Sun Communities
SUI
$14.1B
| $1.97M | 0.2% |
+13,100
| New | +$2.04M |
2019 Q4
0 quarters
|
|
146
DELISTED
Qorvo
QRVO
| $1.94M | 0.19% |
16,652
-24,479
| -60% | -$2.37M |
2019 Q3
1 quarter
|
|
147
Fortinet
FTNT
$93.5B
| $1.93M | 0.19% |
90,315
-163,270
| -64% | -$3.07M |
2019 Q3
1 quarter
|
|
148
Intuitive Surgical
ISRG
$154B
| $1.93M | 0.19% |
9,777
+3,966
| +68% | +$743K |
2019 Q2
2 quarters
|
|
149
Western Digital
WDC
$111B
| $1.91M | 0.19% |
+39,904
| New | +$1.66M |
2019 Q4
0 quarters
|
|
150
Cadence Design Systems
CDNS
$88.6B
| $1.9M | 0.19% |
27,439
-99,250
| -78% | -$6.66M |
2019 Q2
2 quarters
|
|
Similar funds
Quantbot Technologies's Q4 2019 Portfolio in Review
As of Q4 2019, Quantbot Technologies held 1,762 positions worth $1.01B, down 0.62% from $1.01B the previous quarter. Its ten largest holdings account for 11% of the portfolio.
Quantbot Technologies withdrew a net $44.2M in Q4 2019, closing 583 positions and reducing 344 holdings. Its most notable exit was Public Storage, an estimated $14M position sold in full.
By sector, the portfolio is most concentrated in Technology at 17% of assets, down from 18% a quarter earlier, followed by Consumer Discretionary and Industrials.
Against the trend, Quantbot Technologies opened a new position in Procter & Gamble worth $12M.
- Quantbot Technologies's largest Q4 2019 buy was Procter & Gamble: 95,891 shares worth $12M.
- Quantbot Technologies added most to ExxonMobil in Q4 2019, an estimated $16.1M increase.
- Quantbot Technologies's biggest Q4 2019 reduction was Yum! Brands, cutting an estimated $8.3M.
- Quantbot Technologies fully exited Public Storage in Q4 2019, selling an estimated $14M.
- Quantbot Technologies's ten largest holdings make up 11% of its $1.01B portfolio in Q4 2019.
- Quantbot Technologies opened 516 new positions and closed 583 in Q4 2019.
- Quantbot Technologies's portfolio value fell 0.62% quarter-over-quarter to $1.01B.
Based on Quantbot Technologies's 13F filing for Q4 2019, filed 10 Feb 2020.