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 | |
|---|---|---|---|---|---|---|---|
|
AVYA
176
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
| $1.53M | 0.15% |
113,200
+58,657
| +108% | +$720K |
2019 Q1
3 quarters
|
|
177
Gilead Sciences
GILD
$208B
| $1.52M | 0.15% |
23,357
-27,960
| -54% | -$1.82M |
2016 Q2
14 quarters
|
|
178
Charter Communications
CHTR
$15.8B
| $1.51M | 0.15% |
+3,122
| New | +$1.44M |
2019 Q4
0 quarters
|
|
179
Etsy
ETSY
$7.67B
| $1.51M | 0.15% |
+34,094
| New | +$1.62M |
2019 Q4
0 quarters
|
|
|
RDS.A
180
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $1.51M | 0.15% |
25,611
+39
| +0.2% | +$2.28K |
2019 Q3
1 quarter
|
|
181
eBay
EBAY
$53.1B
| $1.5M | 0.15% |
41,537
+3,630
| +10% | +$132K |
2019 Q3
1 quarter
|
|
182
Camden Property Trust
CPT
$9.9B
| $1.49M | 0.15% |
+14,015
| New | +$1.55M |
2019 Q4
0 quarters
|
|
|
XLNX
183
DELISTED
Xilinx Inc
XLNX
| $1.46M | 0.15% |
14,983
-60,100
| -80% | -$5.65M |
2019 Q3
1 quarter
|
|
184
GoDaddy
GDDY
$13.8B
| $1.44M | 0.14% |
21,222
+12,064
| +132% | +$798K |
2019 Q1
3 quarters
|
|
185
Crown Holdings
CCK
$13.1B
| $1.43M | 0.14% |
+19,702
| New | +$1.41M |
2019 Q4
0 quarters
|
|
186
Nutrien
NTR
$33.8B
| $1.42M | 0.14% |
+29,734
| New | +$1.44M |
2019 Q4
0 quarters
|
|
187
National Fuel Gas
NFG
$7.29B
| $1.4M | 0.14% |
30,204
-5,082
| -14% | -$232K |
2019 Q1
3 quarters
|
|
188
Knight Transportation
KNX
$10.4B
| $1.39M | 0.14% |
+38,880
| New | +$1.43M |
2019 Q4
0 quarters
|
|
189
National Beverage
FIZZ
$3.49B
| $1.38M | 0.14% |
54,234
+14,312
| +36% | +$344K |
2018 Q4
4 quarters
|
|
190
Pinterest
PINS
$11B
| $1.37M | 0.14% |
+73,486
| New | +$1.59M |
2019 Q4
0 quarters
|
|
191
Thomson Reuters
TRI
$47.4B
| $1.37M | 0.14% |
+18,138
| New | +$1.32M |
2019 Q4
0 quarters
|
|
192
Idexx Laboratories
IDXX
$55.5B
| $1.34M | 0.13% |
5,135
+142
| +3% | +$37.4K |
2019 Q3
1 quarter
|
|
|
PFPT
193
DELISTED
Proofpoint, Inc.
PFPT
| $1.33M | 0.13% |
+11,625
| New | +$1.39M |
2019 Q4
0 quarters
|
|
194
H&R Block
HRB
$6.08B
| $1.33M | 0.13% |
56,748
+23,907
| +73% | +$574K |
2018 Q3
5 quarters
|
|
195
Wingstop
WING
$4.3B
| $1.33M | 0.13% |
+15,457
| New | +$1.28M |
2019 Q4
0 quarters
|
|
196
Shopify
SHOP
$189B
| $1.33M | 0.13% |
+33,430
| New | +$1.13M |
2019 Q4
0 quarters
|
|
197
Avnet
AVT
$6.91B
| $1.31M | 0.13% |
+30,919
| New | +$1.27M |
2019 Q4
0 quarters
|
|
198
Harley-Davidson
HOG
$3.27B
| $1.31M | 0.13% |
35,199
+21,078
| +149% | +$785K |
2019 Q2
2 quarters
|
|
199
Brinker International
EAT
$8.24B
| $1.3M | 0.13% |
31,058
+19,787
| +176% | +$852K |
2019 Q1
3 quarters
|
|
200
Take-Two Interactive
TTWO
$42.7B
| $1.3M | 0.13% |
10,634
-2,649
| -20% | -$323K |
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.