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 | |
|---|---|---|---|---|---|---|---|
76
Truist Financial
TFC
$60.1B
| $4.21M | 0.28% |
147,127
-3,099
| -2% | -$95.3K |
2022 Q3
4 quarters
|
|
77
Norwegian Cruise Line
NCLH
$8.53B
| $4.16M | 0.28% |
+252,348
| New | +$4.65M |
2023 Q3
0 quarters
|
|
78
LyondellBasell Industries
LYB
$20.4B
| $4.16M | 0.28% |
+43,898
| New | +$4.22M |
2023 Q3
0 quarters
|
|
79
O'Reilly Automotive
ORLY
$71.3B
| $4.12M | 0.28% |
68,055
-11,100
| -14% | -$696K |
2023 Q2
1 quarter
|
|
80
Sherwin-Williams
SHW
$85.1B
| $4.09M | 0.28% |
16,053
+14,960
| +1,369% | +$4M |
2022 Q1
6 quarters
|
|
81
Agree Realty
ADC
$8.96B
| $4.09M | 0.27% |
74,021
-6,245
| -8% | -$390K |
2022 Q2
5 quarters
|
|
82
Citizens Financial Group
CFG
$27.4B
| $4.06M | 0.27% |
151,595
-129,207
| -46% | -$3.69M |
2023 Q1
2 quarters
|
|
83
Dynatrace
DT
$12.9B
| $4.06M | 0.27% |
86,788
+61,746
| +247% | +$3.03M |
2023 Q1
2 quarters
|
|
84
DELISTED
Hologic
HOLX
| $4.04M | 0.27% |
58,275
+41,751
| +253% | +$3.16M |
2023 Q2
1 quarter
|
|
85
Alexandria Real Estate Equities
ARE
$7.68B
| $4.02M | 0.27% |
40,150
+14,591
| +57% | +$1.7M |
2022 Q4
3 quarters
|
|
86
Amdocs
DOX
$4.45B
| $3.98M | 0.27% |
47,120
+44,649
| +1,807% | +$4.03M |
2023 Q2
1 quarter
|
|
87
HSBC
HSBC
$307B
| $3.97M | 0.27% |
+100,668
| New | +$3.97M |
2023 Q3
0 quarters
|
|
88
Trex
TREX
$5.41B
| $3.94M | 0.26% |
63,876
+28,746
| +82% | +$1.97M |
2021 Q3
8 quarters
|
|
89
DELISTED
Marathon Oil Corporation
MRO
| $3.91M | 0.26% |
146,307
-69,058
| -32% | -$1.79M |
2023 Q2
1 quarter
|
|
90
KLA
KLAC
$211B
| $3.86M | 0.26% |
+84,210
| New | +$4.04M |
2023 Q3
0 quarters
|
|
91
Dollar General
DG
$30.2B
| $3.83M | 0.26% |
+36,157
| New | +$5.39M |
2023 Q3
0 quarters
|
|
92
SAP
SAP
$270B
| $3.82M | 0.26% |
29,550
+8
| +0% | +$1.09K |
2022 Q4
3 quarters
|
|
93
PBF Energy
PBF
$8.19B
| $3.79M | 0.25% |
+70,829
| New | +$3.37M |
2023 Q3
0 quarters
|
|
94
Infosys
INFY
$49.6B
| $3.79M | 0.25% |
221,283
-67,885
| -23% | -$1.16M |
2022 Q1
6 quarters
|
|
95
lululemon athletica
LULU
$12.3B
| $3.74M | 0.25% |
9,706
-546
| -5% | -$209K |
2023 Q1
2 quarters
|
|
96
Vistra
VST
$45.8B
| $3.7M | 0.25% |
+111,593
| New | +$3.35M |
2023 Q3
0 quarters
|
|
97
Chipotle Mexican Grill
CMG
$45.3B
| $3.67M | 0.25% |
100,250
-25,350
| -20% | -$988K |
2022 Q2
5 quarters
|
|
98
Enbridge
ENB
$106B
| $3.65M | 0.25% |
110,097
+3,311
| +3% | +$118K |
2022 Q3
4 quarters
|
|
99
KBR
KBR
$4.76B
| $3.6M | 0.24% |
+61,092
| New | +$3.76M |
2023 Q3
0 quarters
|
|
100
Tractor Supply
TSCO
$18.8B
| $3.58M | 0.24% |
88,190
-7,725
| -8% | -$335K |
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.