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 |
D.R. Horton
DHI
|
+$11.4M |
| 2 |
Netflix
NFLX
|
+$11.2M |
| 3 |
Interpublic Group of Companies
IPG
|
+$9.48M |
| 4 |
Inspire Medical Systems
INSP
|
+$8.98M |
| 5 |
Edwards Lifesciences
EW
|
+$8.63M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
MSCI
MSCI
|
+$9.37M |
| 2 |
Teledyne Technologies
TDY
|
+$8.61M |
| 3 |
IDEX
IEX
|
+$8.08M |
| 4 |
Fidelity National Information Services
FIS
|
+$7.36M |
| 5 |
Rexford Industrial Realty
REXR
|
+$6.96M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 15.78% |
| 2 | Consumer Discretionary | 14.86% |
| 3 | Industrials | 12.39% |
| 4 | Financials | 12.25% |
| 5 | Healthcare | 10.47% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
26
US Bancorp
USB
$92.5B
| $7.16M | 0.48% |
216,560
+51,529
| +31% | +$1.88M |
2023 Q1
2 quarters
|
|
27
Quest Diagnostics
DGX
$27.7B
| $7.14M | 0.48% |
58,551
+55,437
| +1,780% | +$7.39M |
2023 Q2
1 quarter
|
|
|
28
Inspire Medical Systems
INSP
$1.97B
| $7.07M | 0.48% |
+35,626
| New | +$8.98M |
2023 Q3
0 quarters
|
|
29
Ford
F
$48.8B
| $7.06M | 0.47% |
568,191
+465,419
| +453% | +$6.04M |
2022 Q2
5 quarters
|
|
30
Freeport-McMoran
FCX
$88.3B
| $6.98M | 0.47% |
187,193
+32,683
| +21% | +$1.32M |
2023 Q1
2 quarters
|
|
31
Omnicom Group
OMC
$22.2B
| $6.77M | 0.45% |
+90,857
| New | +$7.49M |
2023 Q3
0 quarters
|
|
32
Visa
V
$774B
| $6.73M | 0.45% |
29,260
+11,639
| +66% | +$2.8M |
2022 Q1
6 quarters
|
|
33
Toast
TOST
$18.2B
| $6.42M | 0.43% |
342,817
+110,785
| +48% | +$2.41M |
2023 Q2
1 quarter
|
|
34
Las Vegas Sands
LVS
$23.9B
| $6.29M | 0.42% |
137,274
+65,541
| +91% | +$3.54M |
2023 Q1
2 quarters
|
|
35
Cleveland-Cliffs
CLF
$7.95B
| $6.29M | 0.42% |
402,208
+241,074
| +150% | +$3.76M |
2023 Q1
2 quarters
|
|
36
Lockheed Martin
LMT
$148B
| $6.24M | 0.42% |
15,251
+14,515
| +1,972% | +$6.44M |
2022 Q4
3 quarters
|
|
37
Brown & Brown
BRO
$23.1B
| $6.12M | 0.41% |
87,688
+50,388
| +135% | +$3.59M |
2021 Q3
8 quarters
|
|
38
Barrick Mining
B
$60B
| $6.09M | 0.41% |
418,470
+367,663
| +724% | +$6.03M |
2023 Q2
1 quarter
|
|
39
Kenvue
KVUE
$37.4B
| $6.08M | 0.41% |
+302,654
| New | +$7.01M |
2023 Q3
0 quarters
|
|
40
Shopify
SHOP
$200B
| $6.05M | 0.41% |
110,923
+85,250
| +332% | +$5.17M |
2023 Q2
1 quarter
|
|
41
Eversource Energy
ES
$25.8B
| $6.04M | 0.41% |
103,843
+35,533
| +52% | +$2.37M |
2023 Q1
2 quarters
|
|
42
Rollins
ROL
$16.7B
| $6.02M | 0.4% |
161,197
+70,254
| +77% | +$2.84M |
2022 Q3
4 quarters
|
|
43
Ferrari
RACE
$69.5B
| $6M | 0.4% |
20,295
+17,886
| +742% | +$5.55M |
2023 Q1
2 quarters
|
|
44
Constellation Brands
STZ
$22.8B
| $5.95M | 0.4% |
+23,667
| New | +$6.18M |
2023 Q3
0 quarters
|
|
45
Transocean
RIG
$7.68B
| $5.89M | 0.4% |
717,033
-225,867
| -24% | -$1.85M |
2022 Q2
5 quarters
|
|
46
ASML
ASML
$598B
| $5.85M | 0.39% |
9,944
+3,328
| +50% | +$2.21M |
2021 Q2
9 quarters
|
|
47
Lam Research
LRCX
$295B
| $5.58M | 0.38% |
+89,090
| New | +$5.85M |
2023 Q3
0 quarters
|
|
48
Conagra Brands
CAG
$6.96B
| $5.51M | 0.37% |
201,052
+78,616
| +64% | +$2.42M |
2022 Q1
6 quarters
|
|
49
DELISTED
Walgreens Boots Alliance
WBA
| $5.49M | 0.37% |
+246,772
| New | +$6.56M |
2023 Q3
0 quarters
|
|
50
EastGroup Properties
EGP
$10.7B
| $5.47M | 0.37% |
32,875
+21,746
| +195% | +$3.85M |
2023 Q2
1 quarter
|
|
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Quantbot Technologies's Q3 2023 Portfolio in Review
As of Q3 2023, Quantbot Technologies held 2,098 positions worth $1.49B, down 2.6% from $1.53B the previous quarter. Its ten largest holdings account for 7.1% of the portfolio.
Quantbot Technologies deployed $80M of net new capital in Q3 2023, opening 581 new positions and adding to 453 existing holdings. Its largest new stake was Netflix: 263,840 shares worth $10M.
By sector, the portfolio is most concentrated in Technology at 16% of assets, down from 16% a quarter earlier, followed by Consumer Discretionary and Industrials.
On the sell side, the largest reduction was MSCI, an estimated $9.37M trimmed.
- Quantbot Technologies's largest Q3 2023 buy was Netflix: 263,840 shares worth $10M.
- Quantbot Technologies added most to D.R. Horton in Q3 2023, an estimated $11.4M increase.
- Quantbot Technologies's biggest Q3 2023 reduction was MSCI, cutting an estimated $9.37M.
- Quantbot Technologies fully exited Teledyne Technologies in Q3 2023, selling an estimated $8.61M.
- Quantbot Technologies's ten largest holdings make up 7.1% of its $1.49B portfolio in Q3 2023.
- Quantbot Technologies opened 581 new positions and closed 610 in Q3 2023.
- Quantbot Technologies's portfolio value fell 2.6% quarter-over-quarter to $1.49B.
Based on Quantbot Technologies's 13F filing for Q3 2023, filed 7 Nov 2023.