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 | |
|---|---|---|---|---|---|---|---|
201
Steel Dynamics
STLD
$32.6B
| $1.3M | 0.13% |
38,123
+15,697
| +70% | +$501K |
2018 Q2
6 quarters
|
|
202
Gartner
IT
$12.1B
| $1.29M | 0.13% |
+8,377
| New | +$1.28M |
2019 Q4
0 quarters
|
|
|
ABMD
203
DELISTED
Abiomed Inc
ABMD
| $1.28M | 0.13% |
7,533
+6,850
| +1,003% | +$1.27M |
2019 Q3
1 quarter
|
|
|
INXN
204
DELISTED
Interxion Holding N.V.
INXN
| $1.27M | 0.13% |
15,171
+13,134
| +645% | +$1.1M |
2019 Q2
2 quarters
|
|
|
ETFC
205
DELISTED
E*Trade Financial Corporation
ETFC
| $1.27M | 0.13% |
28,002
-24,027
| -46% | -$1.03M |
2018 Q3
5 quarters
|
|
206
8x8 Inc
EGHT
$337M
| $1.26M | 0.12% |
+68,803
| New | +$1.33M |
2019 Q4
0 quarters
|
|
207
The Mosaic Company
MOS
$6.97B
| $1.26M | 0.12% |
+58,025
| New | +$1.15M |
2019 Q4
0 quarters
|
|
208
WIX.com
WIX
$2.81B
| $1.24M | 0.12% |
10,145
-8,280
| -45% | -$1.01M |
2019 Q2
2 quarters
|
|
209
Macerich
MAC
$7.11B
| $1.24M | 0.12% |
46,069
+46,057
| +383,808% | +$1.27M |
2019 Q3
1 quarter
|
|
210
F5
FFIV
$17.6B
| $1.23M | 0.12% |
8,784
-10,858
| -55% | -$1.53M |
2019 Q1
3 quarters
|
|
|
DISH
211
DELISTED
DISH Network Corp.
DISH
| $1.22M | 0.12% |
34,327
+31,772
| +1,244% | +$1.1M |
2019 Q3
1 quarter
|
|
212
Canadian National Railway
CNI
$76.3B
| $1.21M | 0.12% |
13,374
+6,120
| +84% | +$550K |
2019 Q3
1 quarter
|
|
213
Northern Trust
NTRS
$32.3B
| $1.21M | 0.12% |
+11,388
| New | +$1.17M |
2019 Q4
0 quarters
|
|
214
MGIC Investment
MTG
$5.52B
| $1.2M | 0.12% |
+84,997
| New | +$1.18M |
2019 Q4
0 quarters
|
|
|
I
215
DELISTED
INTELSAT S. A.
I
| $1.2M | 0.12% |
+170,741
| New | +$2.68M |
2019 Q4
0 quarters
|
|
216
Eagle Materials
EXP
$5.5B
| $1.19M | 0.12% |
+13,117
| New | +$1.2M |
2019 Q4
0 quarters
|
|
217
DELISTED
Hanesbrands
HBI
| $1.19M | 0.12% |
+79,955
| New | +$1.22M |
2019 Q4
0 quarters
|
|
218
Core Laboratories
CLB
$417M
| $1.18M | 0.12% |
31,285
+25,577
| +448% | +$1.15M |
2018 Q4
4 quarters
|
|
219
CF Industries
CF
$18.3B
| $1.17M | 0.12% |
24,455
-10,335
| -30% | -$484K |
2019 Q3
1 quarter
|
|
220
Molson Coors Class B
TAP
$7.57B
| $1.16M | 0.12% |
+21,609
| New | +$1.16M |
2019 Q4
0 quarters
|
|
221
Vulcan Materials
VMC
$35.8B
| $1.16M | 0.11% |
+8,024
| New | +$1.15M |
2019 Q4
0 quarters
|
|
222
Cintas
CTAS
$89.8B
| $1.15M | 0.11% |
+17,128
| New | +$1.13M |
2019 Q4
0 quarters
|
|
223
Prologis
PLD
$122B
| $1.14M | 0.11% |
12,824
-14,038
| -52% | -$1.24M |
2018 Q1
7 quarters
|
|
224
Parker-Hannifin
PH
$121B
| $1.14M | 0.11% |
+5,552
| New | +$1.08M |
2019 Q4
0 quarters
|
|
225
Pultegroup
PHM
$23.4B
| $1.14M | 0.11% |
+29,308
| New | +$1.14M |
2019 Q4
0 quarters
|
|
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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.