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 | |
|---|---|---|---|---|---|---|---|
|
AAWW
1751
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
| – | – |
-28,310
| Closed | -$714K | – |
|
|
SBNY
1752
DELISTED
Signature Bank
SBNY
| – | – |
-4,732
| Closed | -$564K | – |
|
|
WLL
1753
DELISTED
Whiting Petroleum Corporation
WLL
| – | – |
-2,347
| Closed | -$1.41M | – |
|
|
CMO
1754
DELISTED
Capstead Mortgage Corp.
CMO
| – | – |
-1,351
| Closed | -$9K | – |
|
|
GRA
1755
DELISTED
W.R. Grace & Co.
GRA
| – | – |
-9,636
| Closed | -$643K | – |
|
|
ORBC
1756
DELISTED
ORBCOMM, Inc.
ORBC
| – | – |
-17,218
| Closed | -$81K | – |
|
|
CY
1757
DELISTED
Cypress Semiconductor
CY
| – | – |
-1,541
| Closed | -$35K | – |
|
|
CELG
1758
DELISTED
Celgene Corp
CELG
| – | – |
-21,334
| Closed | -$2.12M | – |
|
1759
DELISTED
Diamond Offshore Drilling
DO
| – | – |
-57,440
| Closed | -$319K | – |
|
1760
DELISTED
Primo Water Corporation
PRMW
| – | – |
-2,075
| Closed | -$25K | – |
|
1761
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
| – | – |
-450
| Closed | -$18K | – |
|
1762
DELISTED
Healthcare Realty Trust Incorporated
HR
| – | – |
-7,869
| Closed | -$263K | – |
|
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.