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 | |
|---|---|---|---|---|---|---|---|
201
LyondellBasell Industries
LYB
$21.1B
| $1.22M | 0.12% |
14,118
-39,849
| -74% | -$3.4M |
2018 Q2
4 quarters
|
|
202
Pediatrix Medical
MD
$2.28B
| $1.21M | 0.12% |
48,100
-79,960
| -62% | -$2.15M |
2018 Q2
4 quarters
|
|
203
Plains GP Holdings
PAGP
$5.7B
| $1.21M | 0.12% |
+48,440
| New | +$1.17M |
2019 Q2
0 quarters
|
|
204
Glaukos
GKOS
$14.4B
| $1.21M | 0.12% |
16,000
+10,707
| +202% | +$768K |
2019 Q1
1 quarter
|
|
|
STOR
205
DELISTED
STORE Capital Corporation
STOR
| $1.2M | 0.12% |
36,321
+1,149
| +3% | +$38.8K |
2018 Q2
4 quarters
|
|
206
lululemon athletica
LULU
$12.7B
| $1.19M | 0.12% |
6,628
-4,186
| -39% | -$727K |
2019 Q1
1 quarter
|
|
207
Suncor Energy
SU
$90.8B
| $1.19M | 0.12% |
38,344
-35,487
| -48% | -$1.14M |
2018 Q3
3 quarters
|
|
|
CVET
208
DELISTED
Covetrus, Inc. Common Stock
CVET
| $1.19M | 0.12% |
+48,525
| New | +$1.4M |
2019 Q2
0 quarters
|
|
209
Helmerich & Payne
HP
$4.16B
| $1.18M | 0.12% |
+23,424
| New | +$1.29M |
2019 Q2
0 quarters
|
|
210
HealthEquity
HQY
$8.38B
| $1.18M | 0.12% |
18,070
+13,351
| +283% | +$929K |
2018 Q3
3 quarters
|
|
211
National Beverage
FIZZ
$3.28B
| $1.17M | 0.12% |
52,486
+5,086
| +11% | +$131K |
2018 Q4
2 quarters
|
|
212
Choice Hotels
CHH
$5.08B
| $1.16M | 0.12% |
13,400
+10,500
| +362% | +$876K |
2018 Q4
2 quarters
|
|
213
Gildan
GIL
$7.53B
| $1.16M | 0.12% |
29,944
+20,346
| +212% | +$760K |
2019 Q1
1 quarter
|
|
214
Healthcare Services Group
HCSG
$1.66B
| $1.15M | 0.12% |
38,071
-38,304
| -50% | -$1.27M |
2019 Q1
1 quarter
|
|
215
Credit Acceptance
CACC
$5.66B
| $1.14M | 0.11% |
+2,349
| New | +$1.12M |
2019 Q2
0 quarters
|
|
216
Cadence Design Systems
CDNS
$94B
| $1.13M | 0.11% |
+16,006
| New | +$1.07M |
2019 Q2
0 quarters
|
|
|
KSU
217
DELISTED
Kansas City Southern
KSU
| $1.12M | 0.11% |
+9,236
| New | +$1.11M |
2019 Q2
0 quarters
|
|
218
Packaging Corp of America
PKG
$22.7B
| $1.12M | 0.11% |
+11,725
| New | +$1.13M |
2019 Q2
0 quarters
|
|
|
NBL
219
DELISTED
Noble Energy, Inc.
NBL
| $1.12M | 0.11% |
+49,800
| New | +$1.18M |
2019 Q2
0 quarters
|
|
|
NEWR
220
DELISTED
New Relic, Inc.
NEWR
| $1.11M | 0.11% |
12,835
-17,630
| -58% | -$1.74M |
2018 Q1
5 quarters
|
|
221
Peabody Energy
BTU
$2.71B
| $1.11M | 0.11% |
45,955
+36,290
| +375% | +$954K |
2017 Q2
8 quarters
|
|
222
Crocs
CROX
$6.87B
| $1.1M | 0.11% |
55,739
+44,513
| +397% | +$1.03M |
2019 Q1
1 quarter
|
|
223
Okta
OKTA
$38.8B
| $1.09M | 0.11% |
8,859
-13,523
| -60% | -$1.47M |
2018 Q3
3 quarters
|
|
224
Insulet
PODD
$10.6B
| $1.09M | 0.11% |
+9,170
| New | +$940K |
2019 Q2
0 quarters
|
|
225
DELISTED
Taylor Morrison
TMHC
| $1.09M | 0.11% |
52,200
+47,906
| +1,116% | +$953K |
2018 Q3
3 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.