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 | |
|---|---|---|---|---|---|---|---|
51
HCA Healthcare
HCA
$104B
| $5.3M | 0.36% |
21,539
+21,482
| +37,688% | +$5.88M |
2023 Q2
1 quarter
|
|
52
Waste Connections
WCN
$47.6B
| $5.27M | 0.35% |
39,233
+25,875
| +194% | +$3.62M |
2023 Q2
1 quarter
|
|
53
AutoZone
AZO
$51.3B
| $5.2M | 0.35% |
2,047
+1,871
| +1,063% | +$4.7M |
2022 Q3
4 quarters
|
|
54
Centene
CNC
$34.9B
| $5.19M | 0.35% |
75,344
+64,453
| +592% | +$4.29M |
2022 Q1
6 quarters
|
|
55
DoorDash
DASH
$77.3B
| $5.16M | 0.35% |
64,947
+51,435
| +381% | +$4.19M |
2023 Q2
1 quarter
|
|
56
Cencora
COR
$66B
| $5.14M | 0.35% |
+28,549
| New | +$5.27M |
2023 Q3
0 quarters
|
|
57
Advance Auto Parts
AAP
$2.67B
| $4.95M | 0.33% |
88,487
+13,800
| +18% | +$925K |
2022 Q1
6 quarters
|
|
58
Huntsman Corp
HUN
$1.7B
| $4.95M | 0.33% |
202,669
+131,232
| +184% | +$3.56M |
2023 Q1
2 quarters
|
|
59
Airbnb
ABNB
$106B
| $4.85M | 0.33% |
+35,367
| New | +$4.88M |
2023 Q3
0 quarters
|
|
60
Equity Lifestyle Properties
ELS
$12B
| $4.85M | 0.33% |
76,089
+6,131
| +9% | +$414K |
2023 Q1
2 quarters
|
|
61
Choice Hotels
CHH
$5.28B
| $4.78M | 0.32% |
39,046
-16,345
| -30% | -$2.06M |
2022 Q1
6 quarters
|
|
62
Eli Lilly
LLY
$1.27T
| $4.77M | 0.32% |
8,874
+621
| +8% | +$320K |
2021 Q3
8 quarters
|
|
63
Camden Property Trust
CPT
$9.8B
| $4.74M | 0.32% |
50,078
+45,105
| +907% | +$4.8M |
2021 Q3
8 quarters
|
|
64
General Motors
GM
$75B
| $4.69M | 0.32% |
142,243
+73,826
| +108% | +$2.62M |
2022 Q4
3 quarters
|
|
65
Applovin
APP
$132B
| $4.67M | 0.31% |
116,917
+68,822
| +143% | +$2.44M |
2023 Q2
1 quarter
|
|
66
Republic Services
RSG
$75.6B
| $4.58M | 0.31% |
32,173
+30,250
| +1,573% | +$4.49M |
2021 Q3
8 quarters
|
|
67
Louisiana-Pacific
LPX
$5.24B
| $4.57M | 0.31% |
+82,617
| New | +$5.42M |
2023 Q3
0 quarters
|
|
68
Freshworks
FRSH
$3.19B
| $4.56M | 0.31% |
229,015
+177,097
| +341% | +$3.52M |
2023 Q2
1 quarter
|
|
69
Bristol-Myers Squibb
BMY
$126B
| $4.42M | 0.3% |
76,133
+49,609
| +187% | +$3.04M |
2022 Q4
3 quarters
|
|
70
Clorox
CLX
$12.4B
| $4.42M | 0.3% |
+33,715
| New | +$5.12M |
2023 Q3
0 quarters
|
|
71
iShares Russell 2000 ETF
IWM
$78.6B
| $4.38M | 0.29% |
24,810
+2,289
| +10% | +$430K |
2023 Q2
1 quarter
|
|
72
AT&T
T
$148B
| $4.36M | 0.29% |
290,025
-151,618
| -34% | -$2.22M |
2023 Q2
1 quarter
|
|
73
United Airlines
UAL
$38.6B
| $4.35M | 0.29% |
102,818
-15,384
| -13% | -$778K |
2023 Q2
1 quarter
|
|
74
Ross Stores
ROST
$76.4B
| $4.33M | 0.29% |
38,338
+25,700
| +203% | +$2.95M |
2023 Q2
1 quarter
|
|
75
Moody's
MCO
$87.7B
| $4.21M | 0.28% |
+13,315
| New | +$4.53M |
2023 Q3
0 quarters
|
|
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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.