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 | |
|---|---|---|---|---|---|---|---|
151
NextEra Energy
NEE
$179B
| $1.3M | 0.17% |
21,684
+18,204
| +523% | +$1.09M |
2020 Q1
1 quarter
|
|
152
Sarepta Therapeutics
SRPT
$1.72B
| $1.29M | 0.17% |
8,070
+8,041
| +27,728% | +$1.09M |
2019 Q4
2 quarters
|
|
153
Block Inc
XYZ
$49.7B
| $1.29M | 0.17% |
+12,287
| New | +$941K |
2020 Q2
0 quarters
|
|
154
Berkshire Hathaway Class B
BRK.B
$1.25T
| $1.28M | 0.17% |
+7,162
| New | +$1.31M |
2020 Q2
0 quarters
|
|
155
Workday
WDAY
$45.9B
| $1.24M | 0.16% |
+6,629
| New | +$1.07M |
2020 Q2
0 quarters
|
|
156
Zscaler
ZS
$31.5B
| $1.24M | 0.16% |
11,325
+6,036
| +114% | +$502K |
2020 Q1
1 quarter
|
|
157
AGNC Investment
AGNC
$10.4B
| $1.23M | 0.16% |
+95,706
| New | +$1.2M |
2020 Q2
0 quarters
|
|
158
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.3B
| $1.23M | 0.16% |
3,800
+3,598
| +1,781% | +$1.09M |
2019 Q4
2 quarters
|
|
159
PNC Financial Services
PNC
$91.8B
| $1.23M | 0.16% |
+11,654
| New | +$1.23M |
2020 Q2
0 quarters
|
|
160
Canadian Pacific Kansas City
CP
$82.3B
| $1.2M | 0.16% |
23,535
+23,350
| +12,622% | +$1.11M |
2020 Q1
1 quarter
|
|
161
Republic Services
RSG
$77.1B
| $1.2M | 0.16% |
14,577
+12,546
| +618% | +$1.01M |
2020 Q1
1 quarter
|
|
162
Verisk Analytics
VRSK
$26.5B
| $1.19M | 0.16% |
+7,019
| New | +$1.11M |
2020 Q2
0 quarters
|
|
163
Monster Beverage
MNST
$89.2B
| $1.15M | 0.15% |
66,560
+14,464
| +28% | +$236K |
2018 Q3
7 quarters
|
|
164
Sysco
SYY
$37.5B
| $1.14M | 0.15% |
20,900
+19,581
| +1,485% | +$1.03M |
2020 Q1
1 quarter
|
|
165
iShares Core S&P Small-Cap ETF
IJR
$106B
| $1.13M | 0.15% |
+16,600
| New | +$1.05M |
2020 Q2
0 quarters
|
|
166
Entegris
ENTG
$23.4B
| $1.13M | 0.15% |
+19,161
| New | +$1.06M |
2020 Q2
0 quarters
|
|
167
DELISTED
Coterra Energy
CTRA
| $1.11M | 0.15% |
+64,730
| New | +$1.26M |
2020 Q2
0 quarters
|
|
168
AutoZone
AZO
$52.3B
| $1.07M | 0.14% |
+952
| New | +$1M |
2020 Q2
0 quarters
|
|
169
Invesco QQQ Trust
QQQ
$461B
| $1.07M | 0.14% |
4,326
+1,638
| +61% | +$367K |
2020 Q1
1 quarter
|
|
170
iShares Core S&P 500 ETF
IVV
$875B
| $1.05M | 0.14% |
3,381
+358
| +12% | +$105K |
2019 Q4
2 quarters
|
|
171
Applied Materials
AMAT
$302B
| $1.03M | 0.14% |
+17,113
| New | +$923K |
2020 Q2
0 quarters
|
|
172
Welltower
WELL
$180B
| $1.02M | 0.13% |
+19,743
| New | +$970K |
2020 Q2
0 quarters
|
|
173
DELISTED
Electronic Arts
EA
| $1.02M | 0.13% |
7,730
+5,247
| +211% | +$620K |
2019 Q3
3 quarters
|
|
174
HCA Healthcare
HCA
$105B
| $1.01M | 0.13% |
+10,415
| New | +$1.08M |
2020 Q2
0 quarters
|
|
175
Cigna
CI
$78.1B
| $1.01M | 0.13% |
+5,374
| New | +$1.02M |
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.