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 | |
|---|---|---|---|---|---|---|---|
176
FirstEnergy
FE
$27.2B
| $1M | 0.13% |
+25,860
| New | +$1.07M |
2020 Q2
0 quarters
|
|
177
TransDigm Group
TDG
$66.5B
| $974K | 0.13% |
2,205
+1,608
| +269% | +$609K |
2020 Q1
1 quarter
|
|
178
Charles Schwab
SCHW
$160B
| $971K | 0.13% |
28,807
+25,054
| +668% | +$897K |
2019 Q4
2 quarters
|
|
179
Allegion
ALLE
$16.3B
| $968K | 0.13% |
9,474
+8,182
| +633% | +$807K |
2020 Q1
1 quarter
|
|
180
Coherent
COHR
$43B
| $963K | 0.13% |
20,397
+19,370
| +1,886% | +$768K |
2020 Q1
1 quarter
|
|
181
Qualys
QLYS
$6.04B
| $944K | 0.12% |
+9,076
| New | +$951K |
2020 Q2
0 quarters
|
|
182
Twilio
TWLO
$32.7B
| $927K | 0.12% |
4,226
+3,563
| +537% | +$572K |
2020 Q1
1 quarter
|
|
183
DELISTED
Unilever NV New York Registry Shares
UN
| $913K | 0.12% |
17,140
+16,812
| +5,126% | +$854K |
2019 Q2
4 quarters
|
|
184
KeyCorp
KEY
$22.7B
| $899K | 0.12% |
73,812
+66,248
| +876% | +$770K |
2020 Q1
1 quarter
|
|
185
Prologis
PLD
$122B
| $898K | 0.12% |
9,630
+9,548
| +11,644% | +$852K |
2018 Q1
9 quarters
|
|
186
Ollie's Bargain Outlet
OLLI
$5.63B
| $895K | 0.12% |
+9,170
| New | +$705K |
2020 Q2
0 quarters
|
|
187
DELISTED
Exact Sciences
EXAS
| $890K | 0.12% |
+10,240
| New | +$818K |
2020 Q2
0 quarters
|
|
188
Sempra
SRE
$52B
| $887K | 0.12% |
+15,146
| New | +$931K |
2020 Q2
0 quarters
|
|
189
Dollar General
DG
$29.6B
| $871K | 0.12% |
4,573
+1,742
| +62% | +$315K |
2019 Q2
4 quarters
|
|
190
DELISTED
iRobot
IRBT
| $867K | 0.11% |
+10,340
| New | +$681K |
2020 Q2
0 quarters
|
|
191
Commercial Metals
CMC
$6.85B
| $854K | 0.11% |
+41,889
| New | +$718K |
2020 Q2
0 quarters
|
|
192
Target
TGT
$73.3B
| $829K | 0.11% |
6,920
-1,676
| -19% | -$191K |
2019 Q3
3 quarters
|
|
193
Bank of America
BAC
$352B
| $820K | 0.11% |
34,556
-31,081
| -47% | -$734K |
2020 Q1
1 quarter
|
|
|
BKI
194
DELISTED
Black Knight, Inc. Common Stock
BKI
| $816K | 0.11% |
+11,246
| New | +$797K |
2020 Q2
0 quarters
|
|
195
Old Dominion Freight Line
ODFL
$36B
| $808K | 0.11% |
9,540
+5,234
| +122% | +$397K |
2020 Q1
1 quarter
|
|
196
Omnicom Group
OMC
$24B
| $803K | 0.11% |
14,713
+13,612
| +1,236% | +$741K |
2019 Q3
3 quarters
|
|
197
Graphic Packaging
GPK
$3.22B
| $801K | 0.11% |
+57,289
| New | +$771K |
2020 Q2
0 quarters
|
|
198
Insulet
PODD
$10.6B
| $790K | 0.1% |
4,069
+2,258
| +125% | +$432K |
2019 Q4
2 quarters
|
|
199
Thor Industries
THO
$3.99B
| $787K | 0.1% |
+7,393
| New | +$578K |
2020 Q2
0 quarters
|
|
200
GE Aerospace
GE
$344B
| $754K | 0.1% |
22,158
+21,248
| +2,335% | +$716K |
2019 Q4
2 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.