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 | |
|---|---|---|---|---|---|---|---|
|
WCG
151
DELISTED
Wellcare Health Plans, Inc.
WCG
| $1.9M | 0.19% |
5,749
-1,870
| -25% | -$561K |
2019 Q3
1 quarter
|
|
152
Copart
CPRT
$29.5B
| $1.89M | 0.19% |
83,128
-19,672
| -19% | -$420K |
2019 Q2
2 quarters
|
|
153
McKesson
MCK
$127B
| $1.88M | 0.19% |
13,616
+8,028
| +144% | +$1.13M |
2019 Q3
1 quarter
|
|
154
BP
BP
$118B
| $1.85M | 0.18% |
49,011
-148,468
| -75% | -$5.64M |
2019 Q1
3 quarters
|
|
155
C.H. Robinson
CHRW
$15.6B
| $1.85M | 0.18% |
+23,614
| New | +$1.88M |
2019 Q4
0 quarters
|
|
156
APA Corp
APA
$16.3B
| $1.84M | 0.18% |
+72,112
| New | +$1.63M |
2019 Q4
0 quarters
|
|
157
DELISTED
Sealed Air
SEE
| $1.83M | 0.18% |
45,903
+17,783
| +63% | +$704K |
2019 Q2
2 quarters
|
|
158
Medtronic
MDT
$132B
| $1.83M | 0.18% |
+16,102
| New | +$1.77M |
2019 Q4
0 quarters
|
|
159
New Oriental
EDU
$8.26B
| $1.81M | 0.18% |
+14,966
| New | +$1.79M |
2019 Q4
0 quarters
|
|
|
COUP
160
DELISTED
Coupa Software Incorporated
COUP
| $1.79M | 0.18% |
12,272
+5,038
| +70% | +$719K |
2019 Q3
1 quarter
|
|
161
Liberty Global Class C
LBTYK
$3.5B
| $1.79M | 0.18% |
82,007
+65,305
| +391% | +$1.47M |
2019 Q3
1 quarter
|
|
162
Biogen
BIIB
$37.5B
| $1.78M | 0.18% |
6,003
-6,572
| -52% | -$1.82M |
2019 Q2
2 quarters
|
|
163
Williams Companies
WMB
$86.4B
| $1.77M | 0.18% |
74,511
+33,299
| +81% | +$763K |
2019 Q3
1 quarter
|
|
164
Baker Hughes
BKR
$49.1B
| $1.74M | 0.17% |
+68,016
| New | +$1.55M |
2019 Q4
0 quarters
|
|
165
Cisco
CSCO
$377B
| $1.71M | 0.17% |
35,733
-35,397
| -50% | -$1.65M |
2019 Q2
2 quarters
|
|
166
Fifth Third Bancorp
FITB
$49.2B
| $1.71M | 0.17% |
55,659
-80,006
| -59% | -$2.35M |
2019 Q2
2 quarters
|
|
167
Builders FirstSource
BLDR
$6.53B
| $1.68M | 0.17% |
+66,225
| New | +$1.58M |
2019 Q4
0 quarters
|
|
168
Vanguard Real Estate ETF
VNQ
$38.6B
| $1.68M | 0.17% |
+18,070
| New | +$1.67M |
2019 Q4
0 quarters
|
|
169
D.R. Horton
DHI
$39.5B
| $1.66M | 0.17% |
31,540
+23,947
| +315% | +$1.28M |
2019 Q3
1 quarter
|
|
170
Booz Allen Hamilton
BAH
$10.3B
| $1.66M | 0.16% |
+23,281
| New | +$1.66M |
2019 Q4
0 quarters
|
|
|
ZEN
171
DELISTED
ZENDESK INC
ZEN
| $1.65M | 0.16% |
21,546
+19,239
| +834% | +$1.41M |
2019 Q3
1 quarter
|
|
172
Dollar General
DG
$29.6B
| $1.64M | 0.16% |
10,489
+6,529
| +165% | +$1.04M |
2019 Q2
2 quarters
|
|
173
Cinemark Holdings
CNK
$4.73B
| $1.62M | 0.16% |
47,801
+25,316
| +113% | +$895K |
2019 Q2
2 quarters
|
|
174
DELISTED
Sprint Corporation
S
| $1.6M | 0.16% |
+306,893
| New | +$1.8M |
2019 Q4
0 quarters
|
|
175
Constellation Brands
STZ
$24.6B
| $1.58M | 0.16% |
8,309
+7,562
| +1,012% | +$1.43M |
2019 Q3
1 quarter
|
|
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.