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 | |
|---|---|---|---|---|---|---|---|
76
Merck
MRK
$362B
| $3.08M | 0.41% |
41,806
+33,504
| +404% | +$2.52M |
2019 Q2
4 quarters
|
|
77
Fox Class A
FOXA
$27.7B
| $3.03M | 0.4% |
113,083
+101,747
| +898% | +$2.75M |
2020 Q1
1 quarter
|
|
78
Waters Corp
WAT
$90.8B
| $3.03M | 0.4% |
+16,794
| New | +$3.17M |
2020 Q2
0 quarters
|
|
79
Marvell Technology
MRVL
$148B
| $3.01M | 0.4% |
+85,798
| New | +$2.51M |
2020 Q2
0 quarters
|
|
80
Northrop Grumman
NOC
$78B
| $3.01M | 0.4% |
+9,778
| New | +$3.21M |
2020 Q2
0 quarters
|
|
81
Fortinet
FTNT
$95.2B
| $2.99M | 0.39% |
108,865
+86,125
| +379% | +$2.16M |
2019 Q3
3 quarters
|
|
82
Fastenal
FAST
$63.7B
| $2.98M | 0.39% |
+139,402
| New | +$2.66M |
2020 Q2
0 quarters
|
|
83
BHP
BHP
$205B
| $2.97M | 0.39% |
67,007
+62,569
| +1,410% | +$2.45M |
2019 Q4
2 quarters
|
|
84
Salesforce
CRM
$179B
| $2.96M | 0.39% |
15,781
+3,044
| +24% | +$513K |
2020 Q1
1 quarter
|
|
85
Okta
OKTA
$31.9B
| $2.94M | 0.39% |
14,697
+12,931
| +732% | +$2.2M |
2018 Q3
7 quarters
|
|
86
Emerson Electric
EMR
$91.6B
| $2.94M | 0.39% |
47,327
+46,124
| +3,834% | +$2.62M |
2019 Q4
2 quarters
|
|
87
Pfizer
PFE
$164B
| $2.92M | 0.39% |
94,198
+79,300
| +532% | +$2.69M |
2019 Q3
3 quarters
|
|
88
DELISTED
TD Ameritrade Holding Corp
AMTD
| $2.91M | 0.38% |
80,027
+70,934
| +780% | +$2.67M |
2019 Q2
4 quarters
|
|
89
Essex Property Trust
ESS
$17.5B
| $2.85M | 0.38% |
+12,430
| New | +$2.98M |
2020 Q2
0 quarters
|
|
90
International Flavors & Fragrances
IFF
$20.1B
| $2.84M | 0.38% |
23,175
+21,432
| +1,230% | +$2.71M |
2020 Q1
1 quarter
|
|
|
PLAN
91
DELISTED
Anaplan, Inc.
PLAN
| $2.82M | 0.37% |
+62,175
| New | +$2.6M |
2020 Q2
0 quarters
|
|
92
Labcorp
LH
$30.2B
| $2.8M | 0.37% |
19,644
+19,039
| +3,147% | +$2.63M |
2018 Q1
9 quarters
|
|
93
Amphenol
APH
$197B
| $2.76M | 0.36% |
230,184
+105,272
| +84% | +$1.17M |
2020 Q1
1 quarter
|
|
94
Zimmer Biomet
ZBH
$19.8B
| $2.74M | 0.36% |
+23,662
| New | +$2.73M |
2020 Q2
0 quarters
|
|
95
F5
FFIV
$18B
| $2.7M | 0.36% |
19,377
+19,007
| +5,137% | +$2.56M |
2019 Q1
5 quarters
|
|
96
New Oriental
EDU
$8.14B
| $2.57M | 0.34% |
19,721
+16,367
| +488% | +$1.99M |
2019 Q4
2 quarters
|
|
97
Advanced Micro Devices
AMD
$960B
| $2.52M | 0.33% |
47,875
+21,574
| +82% | +$1.14M |
2020 Q1
1 quarter
|
|
98
Dropbox
DBX
$7.21B
| $2.44M | 0.32% |
+112,102
| New | +$2.37M |
2020 Q2
0 quarters
|
|
99
Las Vegas Sands
LVS
$25.5B
| $2.43M | 0.32% |
+53,464
| New | +$2.51M |
2020 Q2
0 quarters
|
|
100
Datadog
DDOG
$66.6B
| $2.42M | 0.32% |
+27,798
| New | +$1.69M |
2020 Q2
0 quarters
|
|
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.