Institution Information
Reportee Signature Date Report period Total Entries Total Value($)
QUANTBOT TECHNOLOGIES LP 08-13-2019 06-30-2019 1149 1,000,324,000
Institutional Holdings
Issuer Class Position Value Shares Portfolio Percentage (%) Previous Percentage (%) Shares Delta Shares Delta(%)
AMERICAN TOWER CORP COM 1 $18,418,000 90,087 1.84 90,087 +Inf
CISCO SYSTEMS INC COM Liquidated $17,656,000 322,611 1.77 0.24 322,611 +Inf
CONSTELLATION BRANDS INC-A COM Liquidated $0 0 1.52 96,340 +Inf
UNITED TECHNOLOGIES CORP COM Liquidated $14,107,000 108,355 1.41 1.27 108,355 +Inf
WALT DISNEY CO/THE COM Liquidated $0 0 1.27 119,961 +Inf
FEDEX CORP COM 6 $12,528,000 76,306 1.25 0.53 45,711 149.41
EXELON CORP COM 7 $12,506,000 260,875 1.25 0.16 227,523 682.19
CHURCH DWIGHT CO INC COM Liquidated $10,632,000 145,533 1.06 0.05 145,533 +Inf
BANK OF AMERICA CORP COM Liquidated $10,541,000 363,494 1.05 0.01 363,494 +Inf
PROGRESSIVE CORP COM 10 $10,341,000 129,386 1.03 0.45 64,306 98.81
ANTHEM INC COM Liquidated $0 0 0.97 35,691 +Inf
CVS HEALTH CORP COM 12 $9,990,000 183,338 1.00 0.39 106,943 139.99
MARSH MCLENNAN COS COM 13 $9,912,000 99,376 0.99 0.69 21,882 28.24
MEDTRONIC PLC COM Liquidated $0 0 0.91 105,307 +Inf
NORFOLK SOUTHERN CORP COM 15 $9,558,000 47,951 0.96 47,951 +Inf
AMAZON.COM INC COM 16 $9,233,000 4,876 0.92 0.82 62 1.29
PAYPAL HOLDINGS INC COM 17 $9,197,000 80,357 0.92 80,357 +Inf
JPMORGAN CHASE CO COM 18 $8,960,000 80,147 0.90 0.02 78,538 4881.17
WALMART INC COM Liquidated $0 0 0.79 84,802 +Inf
REALTY INCOME CORP COM 20 $8,235,000 119,404 0.82 119,404 +Inf
CME GROUP INC COM Liquidated $0 0 0.76 48,766 +Inf
NORTHROP GRUMMAN CORP COM Liquidated $0 0 0.73 28,636 +Inf
UNION PACIFIC CORP COM Liquidated $7,701,000 45,542 0.77 0.86 45,542 +Inf
CORNING INC COM Liquidated $0 0 0.73 0.09 203,041 700.46
AUTODESK INC COM 25 $7,617,000 46,759 0.76 0.60 6,299 15.57
DEXCOM INC COM Liquidated $0 0 0.70 0.27 38,982 168.99
CATERPILLAR INC COM 27 $7,203,000 52,851 0.72 0.56 9,700 22.48
FACEBOOK INC-CLASS A COM Liquidated $0 0 0.70 54,865 +Inf
CROWN CASTLE INTL CORP COM Liquidated $7,108,000 54,536 0.71 0.17 54,536 +Inf
CITRIX SYSTEMS INC COM Liquidated $0 0 0.66 69,849 +Inf
NIKE INC -CL B COM 31 $6,821,000 81,251 0.68 0.45 25,103 44.71
TOTAL SYSTEM SERVICES INC COM Liquidated $0 0 0.64 0.39 22,920 47.33
VERISIGN INC COM Liquidated $0 0 0.63 0.58 -3,782 -9.41
ABIOMED INC COM Liquidated $0 0 0.62 22,972 +Inf
PROCTER GAMBLE CO/THE COM Liquidated $6,551,000 59,751 0.66 0.22 59,751 +Inf
INTERCONTINENTAL EXCHANGE IN COM Liquidated $0 0 0.64 86,595 +Inf
AVALONBAY COMMUNITIES INC COM Liquidated $6,499,000 31,989 0.65 0.51 31,989 +Inf
NORTHERN TRUST CORP COM Liquidated $0 0 0.60 0.76 -22,926 -24.84
CONOCOPHILLIPS COM 39 $6,267,000 102,750 0.63 0.22 68,480 199.82
LOCKHEED MARTIN CORP COM Liquidated $0 0 0.60 0.48 2,227 11.96
APTIV PLC COM Liquidated $0 0 0.60 99,681 +Inf
CONAGRA BRANDS INC COM Liquidated $0 0 0.60 287,201 +Inf
CBS CORP-CLASS B NON VOTING COM Liquidated $0 0 0.58 0.36 45,707 54.83
ALTRIA GROUP INC COM 44 $6,129,000 129,450 0.61 129,450 +Inf
BROADRIDGE FINANCIAL SOLUTIO COM Liquidated $0 0 0.58 0.48 7,157 13.96
COSTAR GROUP INC COM 46 $5,951,000 10,741 0.60 0.11 8,204 323.37
VERIZON COMMUNICATIONS INC COM 47 $5,925,000 103,722 0.59 103,722 +Inf
EOG RESOURCES INC COM 48 $5,906,000 63,400 0.59 0.09 53,463 538.02
PHILIP MORRIS INTERNATIONAL COM Liquidated $0 0 0.55 0.21 32,953 101.36
MICROCHIP TECHNOLOGY INC COM 50 $5,784,000 66,724 0.58 66,724 +Inf
STRYKER CORP COM Liquidated $0 0 0.55 36,149 +Inf
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