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 | |
|---|---|---|---|---|---|---|---|
51
Moody's
MCO
$87.3B
| $4.18M | 0.55% |
15,208
+14,408
| +1,801% | +$3.66M |
2019 Q2
4 quarters
|
|
52
Southern Company
SO
$108B
| $4.17M | 0.55% |
80,457
+57,221
| +246% | +$3.18M |
2020 Q1
1 quarter
|
|
53
T. Rowe Price
TROW
$23.1B
| $4.14M | 0.55% |
33,506
+31,751
| +1,809% | +$3.62M |
2020 Q1
1 quarter
|
|
54
TJX Companies
TJX
$150B
| $4.02M | 0.53% |
+79,579
| New | +$4M |
2020 Q2
0 quarters
|
|
55
Arista Networks
ANET
$261B
| $3.98M | 0.53% |
303,120
+275,568
| +1,000% | +$3.73M |
2020 Q1
1 quarter
|
|
56
Micron Technology
MU
$903B
| $3.98M | 0.53% |
77,240
+75,017
| +3,375% | +$3.54M |
2020 Q1
1 quarter
|
|
57
Parker-Hannifin
PH
$121B
| $3.94M | 0.52% |
21,503
+21,453
| +42,906% | +$3.46M |
2019 Q4
2 quarters
|
|
58
CVS Health
CVS
$115B
| $3.84M | 0.51% |
+59,109
| New | +$3.72M |
2020 Q2
0 quarters
|
|
59
O'Reilly Automotive
ORLY
$73.4B
| $3.76M | 0.5% |
133,710
+104,670
| +360% | +$2.74M |
2019 Q1
5 quarters
|
|
60
Yum! Brands
YUM
$42.7B
| $3.61M | 0.48% |
41,592
+37,536
| +925% | +$3.21M |
2019 Q3
3 quarters
|
|
61
Lockheed Martin
LMT
$140B
| $3.6M | 0.48% |
9,866
+9,037
| +1,090% | +$3.41M |
2020 Q1
1 quarter
|
|
62
Baxter International
BAX
$13.3B
| $3.5M | 0.46% |
+40,602
| New | +$3.54M |
2020 Q2
0 quarters
|
|
63
Kinder Morgan
KMI
$71.3B
| $3.47M | 0.46% |
228,898
+227,930
| +23,546% | +$3.46M |
2019 Q4
2 quarters
|
|
64
Analog Devices
ADI
$198B
| $3.44M | 0.45% |
28,036
+26,171
| +1,403% | +$2.87M |
2019 Q3
3 quarters
|
|
65
DuPont de Nemours
DD
$20.5B
| $3.43M | 0.45% |
+51,372
| New | +$3M |
2020 Q2
0 quarters
|
|
66
Enbridge
ENB
$107B
| $3.4M | 0.45% |
+111,709
| New | +$3.43M |
2020 Q2
0 quarters
|
|
67
NVIDIA
NVDA
$4.01T
| $3.33M | 0.44% |
350,760
+342,560
| +4,178% | +$2.77M |
2020 Q1
1 quarter
|
|
68
Teladoc Health
TDOC
$1.58B
| $3.32M | 0.44% |
+17,410
| New | +$3.05M |
2020 Q2
0 quarters
|
|
69
DELISTED
Ansys
ANSS
| $3.32M | 0.44% |
11,368
+10,580
| +1,343% | +$2.82M |
2020 Q1
1 quarter
|
|
|
IPHI
70
DELISTED
INPHI CORPORATION
IPHI
| $3.25M | 0.43% |
+27,650
| New | +$2.91M |
2020 Q2
0 quarters
|
|
71
Hilton Worldwide Holdings Inc. Common Stock
HLT
$82.9B
| $3.23M | 0.43% |
44,023
+38,998
| +776% | +$2.89M |
2020 Q1
1 quarter
|
|
72
MSCI
MSCI
$46.6B
| $3.18M | 0.42% |
+9,519
| New | +$3.08M |
2020 Q2
0 quarters
|
|
73
Veeva Systems
VEEV
$49B
| $3.14M | 0.41% |
13,391
+13,335
| +23,813% | +$2.64M |
2019 Q4
2 quarters
|
|
74
Trane Technologies
TT
$92.8B
| $3.11M | 0.41% |
34,941
+24,698
| +241% | +$2.15M |
2017 Q3
11 quarters
|
|
75
SLB Ltd
SLB
$75.1B
| $3.09M | 0.41% |
168,241
+154,695
| +1,142% | +$2.71M |
2020 Q1
1 quarter
|
|
Similar funds
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.