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 | |
|---|---|---|---|---|---|---|---|
201
Planet Fitness
PLNT
$4.54B
| $741K | 0.1% |
+12,236
| New | +$735K |
2020 Q2
0 quarters
|
|
|
ADSW
202
DELISTED
Advanced Disposal Services Inc
ADSW
| $732K | 0.1% |
+24,267
| New | +$774K |
2020 Q2
0 quarters
|
|
203
Knight Transportation
KNX
$10.4B
| $724K | 0.1% |
17,361
+12,904
| +290% | +$492K |
2019 Q4
2 quarters
|
|
204
Encompass Health
EHC
$13.8B
| $721K | 0.1% |
+14,652
| New | +$791K |
2020 Q2
0 quarters
|
|
205
Leidos
LDOS
$15.9B
| $721K | 0.1% |
7,704
+3,802
| +97% | +$374K |
2020 Q1
1 quarter
|
|
206
FMC
FMC
$810M
| $719K | 0.1% |
+7,220
| New | +$666K |
2020 Q2
0 quarters
|
|
207
United Rentals
URI
$69.6B
| $709K | 0.09% |
4,762
+3,086
| +184% | +$391K |
2020 Q1
1 quarter
|
|
208
DELISTED
Interpublic Group of Companies
IPG
| $698K | 0.09% |
+40,734
| New | +$671K |
2020 Q2
0 quarters
|
|
209
Citizens Financial Group
CFG
$27.4B
| $694K | 0.09% |
+27,525
| New | +$625K |
2020 Q2
0 quarters
|
|
210
Xylem
XYL
$21.6B
| $693K | 0.09% |
+10,675
| New | +$705K |
2020 Q2
0 quarters
|
|
211
Steris
STE
$25.7B
| $692K | 0.09% |
+4,516
| New | +$688K |
2020 Q2
0 quarters
|
|
212
Vertex Pharmaceuticals
VRTX
$137B
| $691K | 0.09% |
+2,381
| New | +$646K |
2020 Q2
0 quarters
|
|
213
State Street SPDR S&P Biotech ETF
XBI
$10.2B
| $691K | 0.09% |
6,179
-3,169
| -34% | -$312K |
2020 Q1
1 quarter
|
|
214
WEC Energy
WEC
$38.7B
| $687K | 0.09% |
7,842
+3,231
| +70% | +$291K |
2020 Q1
1 quarter
|
|
215
Wingstop
WING
$4.3B
| $687K | 0.09% |
+4,944
| New | +$576K |
2020 Q2
0 quarters
|
|
216
DELISTED
Caesars Entertainment Corporation
CZR
| $683K | 0.09% |
56,333
+36,871
| +189% | +$372K |
2019 Q1
5 quarters
|
|
217
Williams-Sonoma
WSM
$29.9B
| $682K | 0.09% |
+16,654
| New | +$567K |
2020 Q2
0 quarters
|
|
218
BJs Wholesale Club
BJ
$13.9B
| $676K | 0.09% |
+18,164
| New | +$558K |
2020 Q2
0 quarters
|
|
219
Universal Health Services
UHS
$11.2B
| $667K | 0.09% |
7,187
+4,973
| +225% | +$497K |
2019 Q3
3 quarters
|
|
220
Chewy
CHWY
$9.05B
| $665K | 0.09% |
+14,882
| New | +$649K |
2020 Q2
0 quarters
|
|
221
Edison International
EIX
$23.2B
| $660K | 0.09% |
+12,159
| New | +$700K |
2020 Q2
0 quarters
|
|
222
Truist Financial
TFC
$59.9B
| $659K | 0.09% |
+17,550
| New | +$632K |
2020 Q2
0 quarters
|
|
223
Campbell Soup
CPB
$6.81B
| $639K | 0.08% |
12,893
+8,395
| +187% | +$417K |
2020 Q1
1 quarter
|
|
224
J.M. Smucker
SJM
$14.2B
| $634K | 0.08% |
+5,996
| New | +$674K |
2020 Q2
0 quarters
|
|
225
Essential Utilities
WTRG
$13B
| $634K | 0.08% |
+15,033
| New | +$635K |
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.