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 |
AT&T
T
|
+$15.2M |
| 2 |
Union Pacific
UNP
|
+$14.5M |
| 3 |
Abbott
ABT
|
+$14.1M |
| 4 |
Coca-Cola
KO
|
+$14M |
| 5 |
Morgan Stanley
MS
|
+$11M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Ecolab
ECL
|
+$12.9M |
| 2 |
McDonald's
MCD
|
+$10.5M |
| 3 |
Atlassian
TEAM
|
+$8.87M |
| 4 |
Regeneron Pharmaceuticals
REGN
|
+$8.63M |
| 5 |
IQVIA
IQV
|
+$8.48M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 17.93% |
| 2 | Industrials | 15.34% |
| 3 | Healthcare | 13.83% |
| 4 | Financials | 11.33% |
| 5 | Consumer Discretionary | 10.4% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
101
Intuitive Surgical
ISRG
$154B
| $3.36M | 0.25% |
10,152
+8,991
| +774% | +$3.02M |
2021 Q1
2 quarters
|
|
102
Occidental Petroleum
OXY
$58.7B
| $3.35M | 0.24% |
113,166
+15,354
| +16% | +$410K |
2021 Q2
1 quarter
|
|
103
Carlyle Group
CG
$14.1B
| $3.29M | 0.24% |
+69,644
| New | +$3.34M |
2021 Q3
0 quarters
|
|
104
Molson Coors Class B
TAP
$7.57B
| $3.27M | 0.24% |
70,541
+42,082
| +148% | +$2.06M |
2021 Q1
2 quarters
|
|
105
Domino's
DPZ
$11.2B
| $3.27M | 0.24% |
6,854
+477
| +7% | +$242K |
2021 Q2
1 quarter
|
|
106
SM Energy
SM
$7.69B
| $3.27M | 0.24% |
123,824
+89,801
| +264% | +$1.81M |
2021 Q2
1 quarter
|
|
107
Synopsys
SNPS
$87.2B
| $3.24M | 0.24% |
10,807
-9,967
| -48% | -$3.03M |
2021 Q2
1 quarter
|
|
108
Expeditors International
EXPD
$25.2B
| $3.22M | 0.24% |
+27,030
| New | +$3.38M |
2021 Q3
0 quarters
|
|
109
Cardinal Health
CAH
$65B
| $3.22M | 0.24% |
65,025
+46,461
| +250% | +$2.52M |
2020 Q2
5 quarters
|
|
110
lululemon athletica
LULU
$12.2B
| $3.19M | 0.23% |
7,890
-7,749
| -50% | -$3.1M |
2021 Q2
1 quarter
|
|
111
Keysight
KEYS
$50.7B
| $3.19M | 0.23% |
+19,407
| New | +$3.26M |
2021 Q3
0 quarters
|
|
112
DELISTED
Amedisys
AMED
| $3.18M | 0.23% |
21,319
+13,833
| +185% | +$2.88M |
2020 Q1
6 quarters
|
|
113
DTE Energy
DTE
$29.1B
| $3.17M | 0.23% |
+28,365
| New | +$3.33M |
2021 Q3
0 quarters
|
|
114
D.R. Horton
DHI
$39.5B
| $3.15M | 0.23% |
37,570
+35,687
| +1,895% | +$3.29M |
2021 Q2
1 quarter
|
|
115
Alphabet (Google) Class A
GOOGL
$3.64T
| $3.14M | 0.23% |
23,460
-26,100
| -53% | -$3.55M |
2020 Q3
4 quarters
|
|
116
Franco-Nevada
FNV
$47.7B
| $3.13M | 0.23% |
24,115
+15,923
| +194% | +$2.33M |
2020 Q2
5 quarters
|
|
117
Datadog
DDOG
$66.5B
| $3.12M | 0.23% |
22,107
-2,373
| -10% | -$300K |
2020 Q4
3 quarters
|
|
118
Alcoa
AA
$10.5B
| $3.1M | 0.23% |
63,364
-105,538
| -62% | -$4.46M |
2020 Q4
3 quarters
|
|
119
Sunrun
RUN
$2.09B
| $3.09M | 0.23% |
70,242
+66,352
| +1,706% | +$3.17M |
2021 Q1
2 quarters
|
|
120
Enphase Energy
ENPH
$3.45B
| $2.99M | 0.22% |
+19,941
| New | +$3.42M |
2021 Q3
0 quarters
|
|
121
Snap
SNAP
$9.08B
| $2.97M | 0.22% |
40,212
+12,273
| +44% | +$887K |
2020 Q4
3 quarters
|
|
122
TE Connectivity
TEL
$62B
| $2.95M | 0.22% |
+21,510
| New | +$3.1M |
2021 Q3
0 quarters
|
|
123
HF Sinclair
DINO
$17.3B
| $2.95M | 0.22% |
89,047
+50,838
| +133% | +$1.55M |
2021 Q2
1 quarter
|
|
124
NiSource
NI
$22.1B
| $2.94M | 0.22% |
121,491
+118,068
| +3,449% | +$2.94M |
2021 Q1
2 quarters
|
|
125
Pinterest
PINS
$11B
| $2.92M | 0.21% |
+57,375
| New | +$3.52M |
2021 Q3
0 quarters
|
|
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Quantbot Technologies's Q3 2021 Portfolio in Review
As of Q3 2021, Quantbot Technologies held 2,105 positions worth $1.37B, up 7.6% from $1.27B the previous quarter. Its ten largest holdings account for 8.8% of the portfolio.
Quantbot Technologies deployed $159M of net new capital in Q3 2021, opening 689 new positions and adding to 414 existing holdings. Its largest new stake was Union Pacific: 67,103 shares worth $13.2M.
By sector, the portfolio is most concentrated in Technology at 18% of assets, up from 17% a quarter earlier, followed by Industrials and Healthcare.
On the sell side, the largest reduction was Ecolab, an estimated $12.9M trimmed.
- Quantbot Technologies's largest Q3 2021 buy was Union Pacific: 67,103 shares worth $13.2M.
- Quantbot Technologies added most to AT&T in Q3 2021, an estimated $15.2M increase.
- Quantbot Technologies's biggest Q3 2021 reduction was Ecolab, cutting an estimated $12.9M.
- Quantbot Technologies fully exited McDonald's in Q3 2021, selling an estimated $10.5M.
- Quantbot Technologies's ten largest holdings make up 8.8% of its $1.37B portfolio in Q3 2021.
- Quantbot Technologies opened 689 new positions and closed 633 in Q3 2021.
- Quantbot Technologies's portfolio value rose 7.6% quarter-over-quarter to $1.37B.
Based on Quantbot Technologies's 13F filing for Q3 2021, filed 9 Nov 2021.