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 | |
|---|---|---|---|---|---|---|---|
101
Corteva
CTVA
$6.13B
| $2.4M | 0.32% |
+89,450
| New | +$2.33M |
2020 Q2
0 quarters
|
|
102
Pultegroup
PHM
$23.4B
| $2.39M | 0.32% |
70,335
+59,022
| +522% | +$1.77M |
2019 Q4
2 quarters
|
|
103
Conagra Brands
CAG
$6.95B
| $2.35M | 0.31% |
+66,763
| New | +$2.23M |
2020 Q2
0 quarters
|
|
104
DELISTED
Hess
HES
| $2.35M | 0.31% |
45,309
+41,618
| +1,128% | +$1.91M |
2019 Q4
2 quarters
|
|
105
Spotify
SPOT
$123B
| $2.31M | 0.31% |
8,964
+2,317
| +35% | +$397K |
2020 Q1
1 quarter
|
|
106
Trade Desk
TTD
$7.32B
| $2.26M | 0.3% |
55,710
+51,030
| +1,090% | +$1.54M |
2020 Q1
1 quarter
|
|
107
Phillips 66
PSX
$103B
| $2.25M | 0.3% |
31,280
+29,577
| +1,737% | +$2.09M |
2019 Q2
4 quarters
|
|
108
Live Nation Entertainment
LYV
$42.5B
| $2.2M | 0.29% |
+49,649
| New | +$2.18M |
2020 Q2
0 quarters
|
|
109
Corpay
CPAY
$29.2B
| $2.18M | 0.29% |
8,657
+5,701
| +193% | +$1.35M |
2019 Q3
3 quarters
|
|
110
Optimum Communications Inc
OPTU
$243M
| $2.14M | 0.28% |
95,124
+85,430
| +881% | +$2.1M |
2020 Q1
1 quarter
|
|
111
AbbVie
ABBV
$520B
| $2.12M | 0.28% |
21,629
+18,944
| +706% | +$1.67M |
2020 Q1
1 quarter
|
|
112
Boston Properties
BXP
$10B
| $2.11M | 0.28% |
23,355
+20,532
| +727% | +$1.86M |
2020 Q1
1 quarter
|
|
|
TWTR
113
DELISTED
Twitter, Inc.
TWTR
| $2.09M | 0.28% |
70,294
+68,478
| +3,771% | +$2.06M |
2019 Q4
2 quarters
|
|
|
ETFC
114
DELISTED
E*Trade Financial Corporation
ETFC
| $2.07M | 0.27% |
+41,604
| New | +$1.79M |
2020 Q2
0 quarters
|
|
115
Pinterest
PINS
$11B
| $2.04M | 0.27% |
+92,152
| New | +$1.8M |
2020 Q2
0 quarters
|
|
116
Vale
VALE
$48B
| $2.04M | 0.27% |
198,183
+140,892
| +246% | +$1.29M |
2018 Q4
6 quarters
|
|
117
Vulcan Materials
VMC
$36B
| $1.97M | 0.26% |
+16,997
| New | +$1.86M |
2020 Q2
0 quarters
|
|
118
Duke Energy
DUK
$100B
| $1.88M | 0.25% |
23,500
+10,859
| +86% | +$918K |
2020 Q1
1 quarter
|
|
119
State Street
STT
$47.3B
| $1.87M | 0.25% |
+29,417
| New | +$1.78M |
2020 Q2
0 quarters
|
|
120
American Tower
AMT
$88B
| $1.86M | 0.25% |
7,210
+3,211
| +80% | +$794K |
2020 Q1
1 quarter
|
|
121
EOG Resources
EOG
$80.7B
| $1.85M | 0.24% |
+36,493
| New | +$1.77M |
2020 Q2
0 quarters
|
|
122
FedEx
FDX
$74.8B
| $1.84M | 0.24% |
+13,102
| New | +$1.65M |
2020 Q2
0 quarters
|
|
123
Rio Tinto
RIO
$135B
| $1.8M | 0.24% |
+31,978
| New | +$1.62M |
2020 Q2
0 quarters
|
|
|
WORK
124
DELISTED
Slack Technologies, Inc.
WORK
| $1.78M | 0.24% |
+57,304
| New | +$1.72M |
2020 Q2
0 quarters
|
|
125
McKesson
MCK
$124B
| $1.78M | 0.23% |
+11,570
| New | +$1.67M |
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.