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Quantbot Technologies

Quantbot Technologies Portfolio holdings

AUM $2.54B Turnover 50.19%
1-Year Est. Return 22.25%
 

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.

This Fund
S&P 500
This Quarter Est. Return
+0.79%
1 Year Est. Return
+22.25%
3 Year Est. Return
+33.64%
5 Year Est. Return
+6.9%
10 Year Est. Return
+44.54%
AUM
$1000M
AUM Growth
-$51.2M
Cap. Flow
-$42.2M
Cap. Flow %
-4.22%
Top 10 Hldgs %
12.67%
Holding
1,599
New
623
Increased
242
Reduced
280
Closed
450
Avg Time Held
0.3 years
Top 10 Avg Time Held
0 years
Top 20 Avg Time Held
0 years

Top Buys

Rank Stock Value
1
AMT icon
American Tower
AMT
+$18.1M
2
CSCO icon
Cisco
CSCO
+$17.8M
3
RTX icon
RTX Corp
RTX
+$14.4M
4
EXC icon
Exelon
EXC
+$11.3M
5
CHD icon
Church & Dwight Co
CHD
+$10.8M

Top Sells

Rank Stock Value
1
DIS icon
Walt Disney
DIS
+$13.3M
2
CNC icon
Centene
CNC
+$12M
3
ELV icon
Elevance Health
ELV
+$10.2M
4
MDT icon
Medtronic
MDT
+$9.6M
5
WMT icon
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
LL icon
1501
DELISTED
LL Flooring Holdings, Inc.
LL
– –
-37,000
Closed -$373K –
ERF icon
1502
DELISTED
Enerplus Corporation
ERF
– –
-8,660
Closed -$72K –
CBD
1503
DELISTED
Companhia Brasileira de Distribuicao
CBD
– –
-2,138
Closed -$49K –
PGTI
1504
DELISTED
PGT, Inc.
PGTI
– –
-24,559
Closed -$340K –
NVTA
1505
DELISTED
Invitae Corporation
NVTA
– –
-700
Closed -$16K –
GOL icon
1506
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
– –
-12,034
Closed -$157K –
TRHC
1507
DELISTED
Tabula Rasa HealthCare, Inc. Common Stock
TRHC
– –
-13,200
Closed -$744K –
TRTN
1508
DELISTED
Triton International Limited
TRTN
– –
-21,000
Closed -$653K –
PDCE
1509
DELISTED
PDC Energy, Inc.
PDCE
– –
-4,249
Closed -$172K –
AUD
1510
DELISTED
Audacy, Inc.
AUD
– –
-63,900
Closed -$335K –
SJR
1511
DELISTED
Shaw Communications Inc.
SJR
– –
-1,198
Closed -$24K –
LCI
1512
DELISTED
Lannett Company, Inc.
LCI
– –
-2,276
Closed -$71K –
ASAP
1513
DELISTED
Waitr Holdings Inc. Common Stock
ASAP
– –
-15
Closed -$3K –
PRTY
1514
DELISTED
Party City Holdco Inc.
PRTY
– –
-136,181
Closed -$1.08M –
ABMD
1515
DELISTED
Abiomed Inc
ABMD
– –
-22,972
Closed -$6.56M –
Y
1516
DELISTED
Alleghany Corp
Y
– –
-1,400
Closed -$857K –
DRE
1517
DELISTED
Duke Realty Corp.
DRE
– –
-7,919
Closed -$242K –
CTXS
1518
DELISTED
Citrix Systems Inc
CTXS
– –
-69,849
Closed -$6.96M –
GCP
1519
DELISTED
GCP Applied Technologies Inc.
GCP
– –
-817
Closed -$24K –
MANT
1520
DELISTED
Mantech International Corp
MANT
– –
-13,700
Closed -$740K –
NBEV
1521
DELISTED
NewAge, Inc. Common Stock (Delaware)
NBEV
– –
-1,000
Closed -$5K –
SAIL icon
1522
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
– –
-2,173
Closed -$62K –
MTOR
1523
DELISTED
MERITOR, Inc.
MTOR
– –
-5,700
Closed -$115K –
CNR icon
1524
DELISTED
Cornerstone Building Brands, Inc.
CNR
– –
-38,412
Closed -$236K –
NP icon
1525
DELISTED
Neenah, Inc. Common Stock
NP
– –
-3,512
Closed -$226K –

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.