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 |
Starbucks
SBUX
|
+$13.5M |
| 2 |
AABA
Altaba Inc
AABA
|
+$13M |
| 3 |
VeriSign
VRSN
|
+$10.2M |
| 4 |
Yum! Brands
YUM
|
+$10M |
| 5 |
Public Storage
PSA
|
+$9.33M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
American Tower
AMT
|
+$16.4M |
| 2 |
RTX Corp
RTX
|
+$13.4M |
| 3 |
Cisco
CSCO
|
+$13.1M |
| 4 |
FedEx
FDX
|
+$12.5M |
| 5 |
Bank of America
BAC
|
+$10.5M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 17.59% |
| 2 | Consumer Discretionary | 15.53% |
| 3 | Financials | 13.37% |
| 4 | Industrials | 11.89% |
| 5 | Healthcare | 11.04% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
176
Black Hills Corp
BKH
$6.66B
| $1.5M | 0.15% |
19,531
+13,231
| +210% | +$1.03M |
2019 Q1
2 quarters
|
|
177
Genpact
G
$7.2B
| $1.5M | 0.15% |
38,672
+21,037
| +119% | +$834K |
2019 Q2
1 quarter
|
|
178
Goodyear
GT
$1.16B
| $1.49M | 0.15% |
103,715
-69,140
| -40% | -$921K |
2018 Q4
3 quarters
|
|
179
eBay
EBAY
$54.2B
| $1.48M | 0.15% |
+37,907
| New | +$1.52M |
2019 Q3
0 quarters
|
|
180
Gen Digital
GEN
$17.8B
| $1.47M | 0.14% |
+62,135
| New | +$1.45M |
2019 Q3
0 quarters
|
|
181
Deere & Co
DE
$185B
| $1.44M | 0.14% |
+8,547
| New | +$1.37M |
2019 Q3
0 quarters
|
|
182
Hasbro
HAS
$17B
| $1.42M | 0.14% |
11,937
+10,708
| +871% | +$1.22M |
2019 Q1
2 quarters
|
|
|
WLL
183
DELISTED
Whiting Petroleum Corporation
WLL
| $1.41M | 0.14% |
+2,347
| New | +$1.99M |
2019 Q3
0 quarters
|
|
184
Under Armour
UAA
$2.22B
| $1.4M | 0.14% |
+70,154
| New | +$1.55M |
2019 Q3
0 quarters
|
|
185
DELISTED
WestRock Company
WRK
| $1.4M | 0.14% |
38,280
+32,824
| +602% | +$1.17M |
2019 Q1
2 quarters
|
|
|
DNKN
186
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $1.4M | 0.14% |
17,589
+6,365
| +57% | +$517K |
2019 Q2
1 quarter
|
|
187
3M
MMM
$97.7B
| $1.37M | 0.13% |
9,959
-19,697
| -66% | -$2.75M |
2019 Q1
2 quarters
|
|
188
Unum
UNM
$12.6B
| $1.36M | 0.13% |
45,935
+27,143
| +144% | +$806K |
2018 Q3
4 quarters
|
|
189
Gentex
GNTX
$3.99B
| $1.36M | 0.13% |
+49,319
| New | +$1.3M |
2019 Q3
0 quarters
|
|
190
Idexx Laboratories
IDXX
$54.9B
| $1.36M | 0.13% |
+4,993
| New | +$1.39M |
2019 Q3
0 quarters
|
|
191
DELISTED
Exact Sciences
EXAS
| $1.35M | 0.13% |
+14,987
| New | +$1.71M |
2019 Q3
0 quarters
|
|
192
Lennox International
LII
$11.9B
| $1.34M | 0.13% |
5,539
-3,608
| -39% | -$931K |
2019 Q2
1 quarter
|
|
193
Franco-Nevada
FNV
$49.3B
| $1.34M | 0.13% |
14,706
-17,530
| -54% | -$1.61M |
2019 Q2
1 quarter
|
|
194
Merit Medical Systems
MMSI
$5.26B
| $1.34M | 0.13% |
+43,916
| New | +$1.78M |
2019 Q3
0 quarters
|
|
195
Children's Place
PLCE
$3.97M
| $1.33M | 0.13% |
17,231
-6,251
| -27% | -$551K |
2019 Q2
1 quarter
|
|
196
Duke Energy
DUK
$101B
| $1.32M | 0.13% |
+13,748
| New | +$1.25M |
2019 Q3
0 quarters
|
|
197
Allison Transmission
ALSN
$10.3B
| $1.3M | 0.13% |
27,607
-20,486
| -43% | -$929K |
2018 Q2
5 quarters
|
|
198
Antero Midstream
AM
$9.34B
| $1.29M | 0.13% |
174,286
+94,229
| +118% | +$814K |
2019 Q1
2 quarters
|
|
199
Rapid7
RPD
$993M
| $1.28M | 0.13% |
28,298
+25,729
| +1,002% | +$1.45M |
2019 Q2
1 quarter
|
|
200
Capital One
COF
$118B
| $1.28M | 0.13% |
14,036
-12,834
| -48% | -$1.15M |
2018 Q3
4 quarters
|
|
Similar funds
Quantbot Technologies's Q3 2019 Portfolio in Review
As of Q3 2019, Quantbot Technologies held 1,732 positions worth $1.01B, up 1.5% from $1000M the previous quarter. Its ten largest holdings account for 10% of the portfolio.
Quantbot Technologies deployed $63.6M of net new capital in Q3 2019, opening 583 new positions and adding to 347 existing holdings. Its largest new stake was Altaba Inc: 196,296 shares worth $3.82M.
By sector, the portfolio is most concentrated in Technology at 18% of assets, up from 17% a quarter earlier, followed by Consumer Discretionary and Financials.
On the sell side, the largest reduction was American Tower, an estimated $16.4M trimmed.
- Quantbot Technologies's largest Q3 2019 buy was Altaba Inc: 196,296 shares worth $3.82M.
- Quantbot Technologies added most to Starbucks in Q3 2019, an estimated $13.5M increase.
- Quantbot Technologies's biggest Q3 2019 reduction was American Tower, cutting an estimated $16.4M.
- Quantbot Technologies fully exited FedEx in Q3 2019, selling an estimated $12.5M.
- Quantbot Technologies's ten largest holdings make up 10% of its $1.01B portfolio in Q3 2019.
- Quantbot Technologies opened 583 new positions and closed 486 in Q3 2019.
- Quantbot Technologies's portfolio value rose 1.5% quarter-over-quarter to $1.01B.
Based on Quantbot Technologies's 13F filing for Q3 2019, filed 12 Nov 2019.