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 |
CME Group
CME
|
+$18.8M |
| 2 |
Fidelity National Information Services
FIS
|
+$11.7M |
| 3 |
Coca-Cola
KO
|
+$11.5M |
| 4 |
Johnson & Johnson
JNJ
|
+$10.6M |
| 5 |
Mastercard
MA
|
+$10.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Costco
COST
|
+$1.68M |
| 2 |
Oracle
ORCL
|
+$1.58M |
| 3 |
Danaher
DHR
|
+$1.56M |
| 4 |
Microsoft
MSFT
|
+$1.47M |
| 5 |
Boeing
BA
|
+$1.44M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 20.82% |
| 2 | Financials | 16.62% |
| 3 | Healthcare | 12.36% |
| 4 | Industrials | 11.08% |
| 5 | Consumer Discretionary | 10.9% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
26
Exelon
EXC
$48.2B
| $5.41M | 0.72% |
+209,164
| New | +$5.55M |
2020 Q2
0 quarters
|
|
27
Alibaba
BABA
$269B
| $5.4M | 0.71% |
25,045
+24,469
| +4,248% | +$5.1M |
2020 Q1
1 quarter
|
|
28
CoStar Group
CSGP
$12.9B
| $5.28M | 0.7% |
74,380
+71,340
| +2,347% | +$4.61M |
2018 Q2
8 quarters
|
|
29
Ecolab
ECL
$85.8B
| $5.25M | 0.69% |
26,406
+19,190
| +266% | +$3.72M |
2019 Q3
3 quarters
|
|
30
RTX Corp
RTX
$259B
| $5.23M | 0.69% |
84,862
+83,591
| +6,577% | +$5.22M |
2019 Q2
4 quarters
|
|
31
Ross Stores
ROST
$75.1B
| $5.19M | 0.69% |
+60,862
| New | +$5.51M |
2020 Q2
0 quarters
|
|
32
Netflix
NFLX
$269B
| $5.17M | 0.68% |
+113,690
| New | +$4.84M |
2020 Q2
0 quarters
|
|
|
VMW
33
DELISTED
VMware, Inc
VMW
| $5.11M | 0.68% |
33,027
+30,479
| +1,196% | +$4.19M |
2020 Q1
1 quarter
|
|
34
Zoetis
ZTS
$33.9B
| $5.04M | 0.67% |
36,819
+30,195
| +456% | +$3.94M |
2020 Q1
1 quarter
|
|
35
Willis Towers Watson
WTW
$31B
| $5.02M | 0.66% |
+25,474
| New | +$4.88M |
2020 Q2
0 quarters
|
|
36
Domino's
DPZ
$11.2B
| $5.01M | 0.66% |
+13,551
| New | +$4.99M |
2020 Q2
0 quarters
|
|
37
Cardinal Health
CAH
$62B
| $4.84M | 0.64% |
+92,849
| New | +$4.79M |
2020 Q2
0 quarters
|
|
38
Copart
CPRT
$30.1B
| $4.81M | 0.64% |
230,876
+227,264
| +6,292% | +$4.56M |
2019 Q2
4 quarters
|
|
39
Hartford Financial Services
HIG
$36.7B
| $4.75M | 0.63% |
+123,274
| New | +$4.7M |
2020 Q2
0 quarters
|
|
40
Intel
INTC
$278B
| $4.75M | 0.63% |
+79,440
| New | +$4.75M |
2020 Q2
0 quarters
|
|
41
Estee Lauder
EL
$39B
| $4.75M | 0.63% |
25,163
+17,363
| +223% | +$3.1M |
2020 Q1
1 quarter
|
|
42
T-Mobile US
TMUS
$170B
| $4.65M | 0.61% |
+44,660
| New | +$4.28M |
2020 Q2
0 quarters
|
|
43
Tyson Foods
TSN
$21.1B
| $4.43M | 0.59% |
74,269
+68,050
| +1,094% | +$4.12M |
2019 Q3
3 quarters
|
|
44
McDonald's
MCD
$197B
| $4.4M | 0.58% |
23,833
+14,981
| +169% | +$2.75M |
2020 Q1
1 quarter
|
|
45
Edwards Lifesciences
EW
$58B
| $4.39M | 0.58% |
63,481
+52,627
| +485% | +$3.74M |
2019 Q4
2 quarters
|
|
46
ConocoPhillips
COP
$163B
| $4.3M | 0.57% |
102,399
+86,160
| +531% | +$3.48M |
2020 Q1
1 quarter
|
|
47
TE Connectivity
TEL
$59.3B
| $4.3M | 0.57% |
52,737
+49,422
| +1,491% | +$3.72M |
2019 Q4
2 quarters
|
|
48
Yum China
YUMC
$16.7B
| $4.26M | 0.56% |
+88,600
| New | +$4.18M |
2020 Q2
0 quarters
|
|
49
DELISTED
Qorvo
QRVO
| $4.24M | 0.56% |
+38,363
| New | +$3.8M |
2020 Q2
0 quarters
|
|
50
Capital One
COF
$123B
| $4.2M | 0.55% |
67,025
+53,624
| +400% | +$3.34M |
2020 Q1
1 quarter
|
|
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Quantbot Technologies's Q2 2020 Portfolio in Review
As of Q2 2020, Quantbot Technologies held 1,604 positions worth $757M, up 393% from $153M the previous quarter. Its ten largest holdings account for 15% of the portfolio.
Quantbot Technologies deployed $564M of net new capital in Q2 2020, opening 698 new positions and adding to 307 existing holdings. Its largest new stake was CME Group: 105,162 shares worth $17.1M.
By sector, the portfolio is most concentrated in Technology at 21% of assets, up from 20% a quarter earlier, followed by Financials and Healthcare.
On the sell side, the largest reduction was AT&T, an estimated $1.32M trimmed.
- Quantbot Technologies's largest Q2 2020 buy was CME Group: 105,162 shares worth $17.1M.
- Quantbot Technologies added most to Johnson & Johnson in Q2 2020, an estimated $10.6M increase.
- Quantbot Technologies's biggest Q2 2020 reduction was AT&T, cutting an estimated $1.32M.
- Quantbot Technologies fully exited Costco in Q2 2020, selling an estimated $1.68M.
- Quantbot Technologies's ten largest holdings make up 15% of its $757M portfolio in Q2 2020.
- Quantbot Technologies opened 698 new positions and closed 498 in Q2 2020.
- Quantbot Technologies's portfolio value rose 393% quarter-over-quarter to $757M.
Based on Quantbot Technologies's 13F filing for Q2 2020, filed 13 Aug 2020.