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 | |
|---|---|---|---|---|---|---|---|
76
GitLab
GTLB
$7.88B
| $3.93M | 0.28% |
86,474
+68,444
| +380% | +$3.09M |
2022 Q2
2 quarters
|
|
77
Interactive Brokers
IBKR
$37.4B
| $3.92M | 0.28% |
216,972
+23,320
| +12% | +$436K |
2020 Q1
11 quarters
|
|
78
GlobalFoundries
GFS
$23.9B
| $3.91M | 0.28% |
+72,483
| New | +$4.24M |
2022 Q4
0 quarters
|
|
79
T. Rowe Price
TROW
$23.6B
| $3.89M | 0.28% |
35,653
-20,446
| -36% | -$2.31M |
2022 Q1
3 quarters
|
|
80
Cullen/Frost Bankers
CFR
$9.8B
| $3.88M | 0.28% |
+29,018
| New | +$4.13M |
2022 Q4
0 quarters
|
|
81
Ares Management
ARES
$31.4B
| $3.82M | 0.27% |
+55,858
| New | +$4.03M |
2022 Q4
0 quarters
|
|
82
Fortune Brands Innovations
FBIN
$5.83B
| $3.82M | 0.27% |
66,885
+1,209
| +2% | +$63.6K |
2021 Q4
4 quarters
|
|
83
Hilton Worldwide Holdings Inc. Common Stock
HLT
$83.9B
| $3.81M | 0.27% |
30,189
-817
| -3% | -$108K |
2022 Q2
2 quarters
|
|
84
Sociedad Química y Minera de Chile
SQM
$15.6B
| $3.8M | 0.27% |
+47,548
| New | +$4.4M |
2022 Q4
0 quarters
|
|
85
Hasbro
HAS
$17.3B
| $3.76M | 0.27% |
61,679
+41,096
| +200% | +$2.57M |
2022 Q3
1 quarter
|
|
86
Lincoln National
LNC
$8.1B
| $3.75M | 0.27% |
121,964
+28,710
| +31% | +$1.14M |
2021 Q3
5 quarters
|
|
87
Rollins
ROL
$18.5B
| $3.7M | 0.27% |
101,318
+15,545
| +18% | +$604K |
2022 Q3
1 quarter
|
|
88
Impinj
PI
$5.39B
| $3.69M | 0.26% |
33,820
+17,494
| +107% | +$1.84M |
2022 Q3
1 quarter
|
|
89
Vulcan Materials
VMC
$36.5B
| $3.66M | 0.26% |
20,898
+8,539
| +69% | +$1.46M |
2022 Q1
3 quarters
|
|
90
Zscaler
ZS
$31.6B
| $3.62M | 0.26% |
32,380
+1,858
| +6% | +$252K |
2021 Q4
4 quarters
|
|
91
CSX Corp
CSX
$95.7B
| $3.6M | 0.26% |
116,157
-144,362
| -55% | -$4.34M |
2022 Q2
2 quarters
|
|
92
Fifth Third Bancorp
FITB
$49.2B
| $3.59M | 0.26% |
109,285
+23,218
| +27% | +$793K |
2022 Q1
3 quarters
|
|
93
Spotify
SPOT
$125B
| $3.58M | 0.26% |
45,350
+13,375
| +42% | +$1.08M |
2022 Q3
1 quarter
|
|
94
Republic Services
RSG
$76B
| $3.57M | 0.26% |
27,697
+18,174
| +191% | +$2.42M |
2021 Q3
5 quarters
|
|
95
Celsius Holdings
CELH
$8.28B
| $3.55M | 0.25% |
102,399
-33,897
| -25% | -$1.11M |
2021 Q3
5 quarters
|
|
96
Citigroup
C
$206B
| $3.54M | 0.25% |
78,377
+72,980
| +1,352% | +$3.32M |
2022 Q3
1 quarter
|
|
97
Advance Auto Parts
AAP
$2.76B
| $3.51M | 0.25% |
23,870
+4,091
| +21% | +$663K |
2022 Q1
3 quarters
|
|
98
CVS Health
CVS
$115B
| $3.51M | 0.25% |
37,656
+34,509
| +1,097% | +$3.33M |
2022 Q2
2 quarters
|
|
99
Sherwin-Williams
SHW
$85.9B
| $3.5M | 0.25% |
14,753
-20,906
| -59% | -$4.83M |
2022 Q1
3 quarters
|
|
100
West Pharmaceutical
WST
$28.8B
| $3.5M | 0.25% |
14,869
+8,672
| +140% | +$2.05M |
2022 Q2
2 quarters
|
|
Similar funds
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.