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 |
Costco
COST
|
+$10.9M |
| 2 |
Apple
AAPL
|
+$9.5M |
| 3 |
Walt Disney
DIS
|
+$9.44M |
| 4 |
Cencora
COR
|
+$9.06M |
| 5 |
Ecolab
ECL
|
+$8.08M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Comcast
CMCSA
|
+$8.73M |
| 2 |
Microsoft
MSFT
|
+$8.68M |
| 3 |
Mastercard
MA
|
+$8.28M |
| 4 |
3M
MMM
|
+$7.08M |
| 5 |
Centene
CNC
|
+$6.8M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 16.31% |
| 2 | Financials | 14.35% |
| 3 | Consumer Discretionary | 13.47% |
| 4 | Industrials | 12% |
| 5 | Healthcare | 10.94% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
26
PBF Energy
PBF
$9.16B
| $6.15M | 0.44% |
150,731
-19,063
| -11% | -$792K |
2021 Q4
4 quarters
|
|
27
Danaher
DHR
$162B
| $6.04M | 0.43% |
+25,677
| New | +$5.95M |
2022 Q4
0 quarters
|
|
28
PayPal
PYPL
$48.3B
| $5.94M | 0.43% |
+83,420
| New | +$6.68M |
2022 Q4
0 quarters
|
|
29
VeriSign
VRSN
$27.7B
| $5.9M | 0.42% |
+28,737
| New | +$5.51M |
2022 Q4
0 quarters
|
|
30
Paylocity
PCTY
$8.98B
| $5.86M | 0.42% |
30,161
+24,451
| +428% | +$5.25M |
2021 Q3
5 quarters
|
|
31
Progressive
PGR
$134B
| $5.82M | 0.42% |
44,849
+15,567
| +53% | +$1.97M |
2022 Q3
1 quarter
|
|
32
Marvell Technology
MRVL
$166B
| $5.66M | 0.41% |
+152,894
| New | +$6.24M |
2022 Q4
0 quarters
|
|
33
CF Industries
CF
$18.3B
| $5.61M | 0.4% |
65,872
+60,453
| +1,116% | +$6.14M |
2022 Q1
3 quarters
|
|
34
DELISTED
Comerica
CMA
| $5.45M | 0.39% |
+81,458
| New | +$5.64M |
2022 Q4
0 quarters
|
|
35
Palo Alto Networks
PANW
$292B
| $5.39M | 0.39% |
77,208
+55,728
| +259% | +$4.47M |
2022 Q1
3 quarters
|
|
36
Cognizant
CTSH
$29B
| $5.36M | 0.38% |
93,652
+24,761
| +36% | +$1.45M |
2022 Q2
2 quarters
|
|
37
Whirlpool
WHR
$2B
| $5.35M | 0.38% |
37,820
+27,740
| +275% | +$3.94M |
2022 Q1
3 quarters
|
|
38
Edwards Lifesciences
EW
$54.4B
| $5.22M | 0.37% |
70,008
-8,412
| -11% | -$648K |
2022 Q1
3 quarters
|
|
39
Ally Financial
ALLY
$11.7B
| $5.22M | 0.37% |
213,497
+55,240
| +35% | +$1.47M |
2021 Q1
7 quarters
|
|
40
Delta Air Lines
DAL
$54.7B
| $5.13M | 0.37% |
156,082
+109,039
| +232% | +$3.61M |
2022 Q3
1 quarter
|
|
41
Expedia Group
EXPE
$35.7B
| $5.04M | 0.36% |
+57,581
| New | +$5.45M |
2022 Q4
0 quarters
|
|
42
Mercado Libre
MELI
$85.9B
| $5.04M | 0.36% |
5,958
+5,462
| +1,101% | +$4.86M |
2022 Q3
1 quarter
|
|
43
DocuSign
DOCU
$15.2B
| $4.99M | 0.36% |
89,992
+50,249
| +126% | +$2.45M |
2022 Q3
1 quarter
|
|
44
DTE Energy
DTE
$28B
| $4.95M | 0.36% |
42,136
+33,784
| +405% | +$3.83M |
2022 Q2
2 quarters
|
|
45
The Mosaic Company
MOS
$6.04B
| $4.9M | 0.35% |
+111,703
| New | +$5.53M |
2022 Q4
0 quarters
|
|
46
Baxter International
BAX
$12.4B
| $4.89M | 0.35% |
95,849
+71,193
| +289% | +$3.82M |
2022 Q1
3 quarters
|
|
47
United Airlines
UAL
$35.9B
| $4.86M | 0.35% |
+128,786
| New | +$5.23M |
2022 Q4
0 quarters
|
|
48
L3Harris
LHX
$51.8B
| $4.84M | 0.35% |
+23,252
| New | +$5.24M |
2022 Q4
0 quarters
|
|
|
COUP
49
DELISTED
Coupa Software Incorporated
COUP
| $4.8M | 0.34% |
60,657
+52,481
| +642% | +$3.14M |
2022 Q3
1 quarter
|
|
|
LTHM
50
DELISTED
Livent Corporation
LTHM
| $4.79M | 0.34% |
241,216
+131,382
| +120% | +$3.6M |
2020 Q4
8 quarters
|
|
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Quantbot Technologies's Q4 2022 Portfolio in Review
As of Q4 2022, Quantbot Technologies held 2,257 positions worth $1.39B, up 5.2% from $1.32B the previous quarter. Its ten largest holdings account for 7.7% of the portfolio.
Quantbot Technologies deployed $62M of net new capital in Q4 2022, opening 707 new positions and adding to 434 existing holdings. Its largest new stake was Walt Disney: 98,731 shares worth $8.58M.
By sector, the portfolio is most concentrated in Technology at 16% of assets, down from 17% a quarter earlier, followed by Financials and Consumer Discretionary.
On the sell side, the largest reduction was Mastercard, an estimated $8.28M trimmed.
- Quantbot Technologies's largest Q4 2022 buy was Walt Disney: 98,731 shares worth $8.58M.
- Quantbot Technologies added most to Costco in Q4 2022, an estimated $10.9M increase.
- Quantbot Technologies's biggest Q4 2022 reduction was Mastercard, cutting an estimated $8.28M.
- Quantbot Technologies fully exited Comcast in Q4 2022, selling an estimated $8.73M.
- Quantbot Technologies's ten largest holdings make up 7.7% of its $1.39B portfolio in Q4 2022.
- Quantbot Technologies opened 707 new positions and closed 646 in Q4 2022.
- Quantbot Technologies's portfolio value rose 5.2% quarter-over-quarter to $1.39B.
Based on Quantbot Technologies's 13F filing for Q4 2022, filed 13 Feb 2023.