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 | |
|---|---|---|---|---|---|---|---|
176
MetLife
MET
$64.4B
| $1.39M | 0.14% |
27,975
-22,385
| -44% | -$1.05M |
2019 Q1
1 quarter
|
|
177
Core Laboratories
CLB
$465M
| $1.39M | 0.14% |
26,533
+21,884
| +471% | +$1.28M |
2018 Q4
2 quarters
|
|
|
PLAN
178
DELISTED
Anaplan, Inc.
PLAN
| $1.39M | 0.14% |
27,485
+24,517
| +826% | +$1.01M |
2019 Q1
1 quarter
|
|
179
Home Depot
HD
$323B
| $1.38M | 0.14% |
6,636
-9,378
| -59% | -$1.87M |
2019 Q1
1 quarter
|
|
180
AMC Global Media
AMCX
$319M
| $1.38M | 0.14% |
25,256
+5,370
| +27% | +$303K |
2018 Q4
2 quarters
|
|
181
Papa John's
PZZA
$611M
| $1.35M | 0.14% |
+30,228
| New | +$1.49M |
2019 Q2
0 quarters
|
|
182
DELISTED
Discover Financial Services
DFS
| $1.34M | 0.13% |
17,276
-74,864
| -81% | -$5.8M |
2019 Q1
1 quarter
|
|
183
DELISTED
Smartsheet Inc.
SMAR
| $1.34M | 0.13% |
27,682
+10,084
| +57% | +$428K |
2018 Q3
3 quarters
|
|
184
LKQ Corp
LKQ
$4.52B
| $1.33M | 0.13% |
+50,105
| New | +$1.4M |
2019 Q2
0 quarters
|
|
185
Royal Caribbean
RCL
$83.3B
| $1.33M | 0.13% |
10,948
-36,438
| -77% | -$4.44M |
2017 Q1
9 quarters
|
|
186
Planet Fitness
PLNT
$4.03B
| $1.32M | 0.13% |
18,267
-25,173
| -58% | -$1.9M |
2018 Q4
2 quarters
|
|
187
Honeywell
HON
$69.1B
| $1.3M | 0.13% |
+7,909
| New | +$1.26M |
2019 Q2
0 quarters
|
|
|
TWTR
188
DELISTED
Twitter, Inc.
TWTR
| $1.3M | 0.13% |
+37,275
| New | +$1.37M |
2019 Q2
0 quarters
|
|
189
Inogen
INGN
$194M
| $1.26M | 0.13% |
18,947
-6,081
| -24% | -$463K |
2018 Q2
4 quarters
|
|
190
Ambarella
AMBA
$2.85B
| $1.26M | 0.13% |
28,534
+24,234
| +564% | +$1.09M |
2018 Q2
4 quarters
|
|
191
Huntsman Corp
HUN
$1.59B
| $1.26M | 0.13% |
61,618
-60,608
| -50% | -$1.27M |
2017 Q4
6 quarters
|
|
192
SolarEdge
SEDG
$1.79B
| $1.25M | 0.13% |
20,082
-6,183
| -24% | -$312K |
2019 Q1
1 quarter
|
|
193
Consolidated Edison
ED
$42.7B
| $1.25M | 0.12% |
14,237
+2,537
| +22% | +$219K |
2018 Q2
4 quarters
|
|
194
Prologis
PLD
$121B
| $1.25M | 0.12% |
15,592
-104,461
| -87% | -$7.95M |
2018 Q1
5 quarters
|
|
195
DELISTED
Sealed Air
SEE
| $1.24M | 0.12% |
+29,028
| New | +$1.28M |
2019 Q2
0 quarters
|
|
196
W.W. Grainger
GWW
$64.1B
| $1.24M | 0.12% |
4,607
-761
| -14% | -$214K |
2018 Q3
3 quarters
|
|
197
Gartner
IT
$13.7B
| $1.23M | 0.12% |
+7,652
| New | +$1.2M |
2019 Q2
0 quarters
|
|
198
Netflix
NFLX
$257B
| $1.22M | 0.12% |
+33,310
| New | +$1.2M |
2019 Q2
0 quarters
|
|
199
Harley-Davidson
HOG
$3.05B
| $1.22M | 0.12% |
+33,994
| New | +$1.24M |
2019 Q2
0 quarters
|
|
200
Reliance Steel & Aluminium
RS
$22.2B
| $1.22M | 0.12% |
+12,864
| New | +$1.15M |
2019 Q2
0 quarters
|
|
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.