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 |
American Tower
AMT
|
+$14.5M |
| 2 |
Marsh
MRSH
|
+$11.6M |
| 3 |
Linde
LIN
|
+$11.5M |
| 4 |
Visa
V
|
+$9.45M |
| 5 |
IQVIA
IQV
|
+$8.92M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
CME Group
CME
|
+$16M |
| 2 |
Mastercard
MA
|
+$12.2M |
| 3 |
Fidelity National Information Services
FIS
|
+$11.9M |
| 4 |
Johnson & Johnson
JNJ
|
+$10.5M |
| 5 |
Mondelez International
MDLZ
|
+$10.2M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 16.53% |
| 2 | Industrials | 14.39% |
| 3 | Financials | 12.74% |
| 4 | Consumer Discretionary | 12.21% |
| 5 | Healthcare | 11.11% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
26
Old Dominion Freight Line
ODFL
$36B
| $5M | 0.57% |
55,282
+45,742
| +479% | +$4.29M |
2020 Q1
2 quarters
|
|
27
Altria Group
MO
$131B
| $4.98M | 0.57% |
+128,860
| New | +$5.36M |
2020 Q3
0 quarters
|
|
28
Eli Lilly
LLY
$1.29T
| $4.97M | 0.57% |
+33,571
| New | +$5.2M |
2020 Q3
0 quarters
|
|
29
Edwards Lifesciences
EW
$61.6B
| $4.91M | 0.56% |
61,564
-1,917
| -3% | -$150K |
2019 Q4
3 quarters
|
|
30
PACCAR
PCAR
$56.2B
| $4.7M | 0.54% |
+82,653
| New | +$4.64M |
2020 Q3
0 quarters
|
|
31
Prudential Financial
PRU
$42.4B
| $4.66M | 0.53% |
+73,399
| New | +$4.82M |
2020 Q3
0 quarters
|
|
32
Chipotle Mexican Grill
CMG
$44.6B
| $4.55M | 0.52% |
182,800
+179,650
| +5,703% | +$4.33M |
2020 Q2
1 quarter
|
|
33
Willis Towers Watson
WTW
$30.9B
| $4.55M | 0.52% |
21,778
-3,696
| -15% | -$755K |
2020 Q2
1 quarter
|
|
34
Moody's
MCO
$87.6B
| $4.5M | 0.52% |
15,537
+329
| +2% | +$93.9K |
2019 Q2
5 quarters
|
|
35
Equifax
EFX
$22B
| $4.48M | 0.51% |
+28,551
| New | +$4.68M |
2020 Q3
0 quarters
|
|
36
FirstEnergy
FE
$27.2B
| $4.42M | 0.51% |
154,110
+128,250
| +496% | +$4.02M |
2020 Q2
1 quarter
|
|
37
DELISTED
Hess
HES
| $4.4M | 0.5% |
107,446
+62,137
| +137% | +$2.95M |
2019 Q4
3 quarters
|
|
38
Hartford Financial Services
HIG
$36.8B
| $4.38M | 0.5% |
118,978
-4,296
| -3% | -$171K |
2020 Q2
1 quarter
|
|
39
Fortinet
FTNT
$93.5B
| $4.26M | 0.49% |
181,045
+72,180
| +66% | +$1.86M |
2019 Q3
4 quarters
|
|
|
MXIM
40
DELISTED
Maxim Integrated Products
MXIM
| $4.19M | 0.48% |
+61,927
| New | +$4.19M |
2020 Q3
0 quarters
|
|
41
Boeing
BA
$136B
| $4.16M | 0.48% |
+25,150
| New | +$4.29M |
2020 Q3
0 quarters
|
|
42
Twilio
TWLO
$32.7B
| $4.11M | 0.47% |
16,643
+12,417
| +294% | +$3.06M |
2020 Q1
2 quarters
|
|
43
DELISTED
AvalonBay Communities
AVB
| $4.1M | 0.47% |
27,450
+26,455
| +2,659% | +$4.05M |
2019 Q4
3 quarters
|
|
44
Autodesk
ADSK
$55.3B
| $4.1M | 0.47% |
+17,735
| New | +$4.21M |
2020 Q3
0 quarters
|
|
45
Hilton Worldwide Holdings Inc. Common Stock
HLT
$83B
| $4.01M | 0.46% |
46,955
+2,932
| +7% | +$245K |
2020 Q1
2 quarters
|
|
46
Marriott International
MAR
$109B
| $3.98M | 0.46% |
42,971
+38,536
| +869% | +$3.64M |
2020 Q1
2 quarters
|
|
47
Illinois Tool Works
ITW
$81.7B
| $3.98M | 0.46% |
+20,574
| New | +$3.91M |
2020 Q3
0 quarters
|
|
48
SLB Ltd
SLB
$76.3B
| $3.96M | 0.45% |
254,848
+86,607
| +51% | +$1.61M |
2020 Q1
2 quarters
|
|
49
Boston Scientific
BSX
$64.3B
| $3.92M | 0.45% |
+102,596
| New | +$3.95M |
2020 Q3
0 quarters
|
|
50
CrowdStrike
CRWD
$232B
| $3.84M | 0.44% |
111,988
+51,948
| +87% | +$1.51M |
2020 Q2
1 quarter
|
|
Similar funds
Quantbot Technologies's Q3 2020 Portfolio in Review
As of Q3 2020, Quantbot Technologies held 1,799 positions worth $872M, up 15% from $757M the previous quarter. Its ten largest holdings account for 12% of the portfolio.
Quantbot Technologies deployed $112M of net new capital in Q3 2020, opening 692 new positions and adding to 372 existing holdings. Its largest new stake was Marsh: 101,222 shares worth $11.6M.
By sector, the portfolio is most concentrated in Technology at 17% of assets, down from 21% a quarter earlier, followed by Industrials and Financials.
On the sell side, the largest reduction was CME Group, an estimated $16M trimmed.
- Quantbot Technologies's largest Q3 2020 buy was Marsh: 101,222 shares worth $11.6M.
- Quantbot Technologies added most to American Tower in Q3 2020, an estimated $14.5M increase.
- Quantbot Technologies's biggest Q3 2020 reduction was CME Group, cutting an estimated $16M.
- Quantbot Technologies fully exited Mastercard in Q3 2020, selling an estimated $12.2M.
- Quantbot Technologies's ten largest holdings make up 12% of its $872M portfolio in Q3 2020.
- Quantbot Technologies opened 692 new positions and closed 524 in Q3 2020.
- Quantbot Technologies's portfolio value rose 15% quarter-over-quarter to $872M.
Based on Quantbot Technologies's 13F filing for Q3 2020, filed 16 Nov 2020.