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 |
Morgan Stanley
MS
|
+$11.3M |
| 2 |
Comcast
CMCSA
|
+$10.9M |
| 3 |
Mastercard
MA
|
+$9.33M |
| 4 |
Bristol-Myers Squibb
BMY
|
+$8.6M |
| 5 |
CERN
Cerner Corp
CERN
|
+$8.59M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Home Depot
HD
|
+$14.3M |
| 2 |
Illinois Tool Works
ITW
|
+$12.3M |
| 3 |
Marsh
MRSH
|
+$11.1M |
| 4 |
Danaher
DHR
|
+$9.8M |
| 5 |
JPMorgan Chase
JPM
|
+$8.2M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 20.78% |
| 2 | Financials | 12.92% |
| 3 | Healthcare | 11.31% |
| 4 | Consumer Discretionary | 11.01% |
| 5 | Industrials | 10.23% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
26
Zscaler
ZS
$31.4B
| $5.74M | 0.55% |
+33,418
| New | +$6.64M |
2021 Q1
0 quarters
|
|
27
Advanced Micro Devices
AMD
$876B
| $5.54M | 0.53% |
+70,617
| New | +$6.08M |
2021 Q1
0 quarters
|
|
28
Roper Technologies
ROP
$47.5B
| $5.38M | 0.51% |
13,329
+2,881
| +28% | +$1.16M |
2020 Q1
4 quarters
|
|
29
Freeport-McMoran
FCX
$85B
| $5.34M | 0.51% |
162,153
+151,509
| +1,423% | +$4.91M |
2020 Q4
1 quarter
|
|
30
Uber
UBER
$142B
| $5.2M | 0.49% |
95,357
+21,303
| +29% | +$1.19M |
2020 Q4
1 quarter
|
|
31
Centene
CNC
$35.3B
| $5.18M | 0.49% |
81,127
+62,483
| +335% | +$3.87M |
2020 Q4
1 quarter
|
|
32
Johnson Controls International
JCI
$84.4B
| $5.16M | 0.49% |
86,456
+54,550
| +171% | +$3M |
2020 Q2
3 quarters
|
|
33
Humana
HUM
$54B
| $5.01M | 0.48% |
11,949
-863
| -7% | -$344K |
2020 Q4
1 quarter
|
|
34
ConocoPhillips
COP
$168B
| $4.99M | 0.48% |
+94,285
| New | +$4.65M |
2021 Q1
0 quarters
|
|
35
Cummins
CMI
$61.9B
| $4.99M | 0.48% |
+19,264
| New | +$4.81M |
2021 Q1
0 quarters
|
|
36
Progressive
PGR
$137B
| $4.92M | 0.47% |
51,433
+40,317
| +363% | +$3.66M |
2020 Q4
1 quarter
|
|
37
Expedia Group
EXPE
$30.6B
| $4.92M | 0.47% |
28,562
+26,180
| +1,099% | +$4.03M |
2020 Q4
1 quarter
|
|
38
AT&T
T
$149B
| $4.87M | 0.46% |
213,130
+188,007
| +748% | +$4.16M |
2020 Q1
4 quarters
|
|
|
WORK
39
DELISTED
Slack Technologies, Inc.
WORK
| $4.7M | 0.45% |
115,573
+98,908
| +594% | +$4.14M |
2020 Q2
3 quarters
|
|
40
NextEra Energy
NEE
$179B
| $4.67M | 0.44% |
+61,764
| New | +$4.82M |
2021 Q1
0 quarters
|
|
41
Netflix
NFLX
$255B
| $4.61M | 0.44% |
88,370
+85,980
| +3,597% | +$4.56M |
2020 Q2
3 quarters
|
|
42
Albemarle
ALB
$11B
| $4.58M | 0.44% |
+31,320
| New | +$5.03M |
2021 Q1
0 quarters
|
|
43
Illumina
ILMN
$31.3B
| $4.44M | 0.42% |
11,882
+9,567
| +413% | +$3.9M |
2020 Q4
1 quarter
|
|
44
Prudential Financial
PRU
$42.4B
| $4.44M | 0.42% |
48,695
+28,086
| +136% | +$2.4M |
2020 Q3
2 quarters
|
|
45
Ball Corp
BALL
$17B
| $4.43M | 0.42% |
52,252
+20,512
| +65% | +$1.8M |
2020 Q4
1 quarter
|
|
46
Mettler-Toledo International
MTD
$34.6B
| $4.42M | 0.42% |
3,822
+2,475
| +184% | +$2.87M |
2019 Q3
6 quarters
|
|
47
FirstEnergy
FE
$27.2B
| $4.34M | 0.41% |
125,088
+1,705
| +1% | +$55.7K |
2020 Q2
3 quarters
|
|
48
Hilton Worldwide Holdings Inc. Common Stock
HLT
$83B
| $4.31M | 0.41% |
35,619
+17,218
| +94% | +$1.99M |
2020 Q1
4 quarters
|
|
49
Constellation Brands
STZ
$24.6B
| $4.3M | 0.41% |
18,853
+7,487
| +66% | +$1.69M |
2020 Q3
2 quarters
|
|
50
Southwest Airlines
LUV
$22B
| $4.2M | 0.4% |
68,836
-12,017
| -15% | -$639K |
2020 Q1
4 quarters
|
|
Similar funds
Quantbot Technologies's Q1 2021 Portfolio in Review
As of Q1 2021, Quantbot Technologies held 1,924 positions worth $1.05B, up 9.2% from $962M the previous quarter. Its ten largest holdings account for 9.1% of the portfolio.
Quantbot Technologies deployed $57.5M of net new capital in Q1 2021, opening 685 new positions and adding to 356 existing holdings. Its largest new stake was Comcast: 206,667 shares worth $11.2M.
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 Chevron, an estimated $6.67M trimmed.
- Quantbot Technologies's largest Q1 2021 buy was Comcast: 206,667 shares worth $11.2M.
- Quantbot Technologies added most to Morgan Stanley in Q1 2021, an estimated $11.3M increase.
- Quantbot Technologies's biggest Q1 2021 reduction was Chevron, cutting an estimated $6.67M.
- Quantbot Technologies fully exited Home Depot in Q1 2021, selling an estimated $14.3M.
- Quantbot Technologies's ten largest holdings make up 9.1% of its $1.05B portfolio in Q1 2021.
- Quantbot Technologies opened 685 new positions and closed 561 in Q1 2021.
- Quantbot Technologies's portfolio value rose 9.2% quarter-over-quarter to $1.05B.
Based on Quantbot Technologies's 13F filing for Q1 2021, filed 14 May 2021.