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 | |
|---|---|---|---|---|---|---|---|
101
iShares Russell 2000 ETF
IWM
$77.3B
| $3.46M | 0.25% |
19,824
+5,597
| +39% | +$995K |
2021 Q4
4 quarters
|
|
102
Medtronic
MDT
$129B
| $3.44M | 0.25% |
44,291
+40,860
| +1,191% | +$3.31M |
2022 Q2
2 quarters
|
|
103
DELISTED
Discover Financial Services
DFS
| $3.41M | 0.24% |
34,856
+1,635
| +5% | +$165K |
2022 Q3
1 quarter
|
|
104
Williams-Sonoma
WSM
$29.5B
| $3.37M | 0.24% |
+58,734
| New | +$3.53M |
2022 Q4
0 quarters
|
|
105
ChargePoint
CHPT
$324M
| $3.33M | 0.24% |
17,493
+15,964
| +1,044% | +$3.88M |
2022 Q1
3 quarters
|
|
106
Salesforce
CRM
$179B
| $3.33M | 0.24% |
+25,132
| New | +$3.67M |
2022 Q4
0 quarters
|
|
|
ATVI
107
DELISTED
Activision Blizzard
ATVI
| $3.32M | 0.24% |
43,433
-35,218
| -45% | -$2.62M |
2022 Q1
3 quarters
|
|
108
Reinsurance Group of America
RGA
$17.8B
| $3.32M | 0.24% |
23,355
+17,153
| +277% | +$2.4M |
2022 Q3
1 quarter
|
|
109
Elevance Health
ELV
$92.9B
| $3.32M | 0.24% |
6,464
-2,463
| -28% | -$1.25M |
2022 Q3
1 quarter
|
|
110
Comstock Resources
CRK
$4.42B
| $3.3M | 0.24% |
240,403
+148,890
| +163% | +$2.54M |
2022 Q1
3 quarters
|
|
111
Align Technology
ALGN
$11.8B
| $3.29M | 0.24% |
15,585
+10,858
| +230% | +$2.17M |
2022 Q3
1 quarter
|
|
112
Essex Property Trust
ESS
$17.5B
| $3.28M | 0.23% |
+15,456
| New | +$3.38M |
2022 Q4
0 quarters
|
|
113
Agree Realty
ADC
$8.99B
| $3.26M | 0.23% |
45,998
+29,987
| +187% | +$2.06M |
2022 Q2
2 quarters
|
|
114
DELISTED
Nordstrom
JWN
| $3.26M | 0.23% |
201,820
+68,753
| +52% | +$1.32M |
2021 Q1
7 quarters
|
|
115
Tandem Diabetes Care
TNDM
$1.22B
| $3.25M | 0.23% |
+72,303
| New | +$3.27M |
2022 Q4
0 quarters
|
|
116
Autoliv
ALV
$8.56B
| $3.23M | 0.23% |
42,212
+38,002
| +903% | +$3.04M |
2022 Q3
1 quarter
|
|
117
Marriott International
MAR
$109B
| $3.22M | 0.23% |
+21,632
| New | +$3.33M |
2022 Q4
0 quarters
|
|
118
Polaris
PII
$3.68B
| $3.21M | 0.23% |
31,742
+31,703
| +81,290% | +$3.3M |
2022 Q3
1 quarter
|
|
119
DELISTED
SunPower Corporation Common Stock
SPWR
| $3.21M | 0.23% |
177,778
+111,385
| +168% | +$2.28M |
2022 Q3
1 quarter
|
|
120
CoStar Group
CSGP
$12.1B
| $3.2M | 0.23% |
+41,458
| New | +$3.24M |
2022 Q4
0 quarters
|
|
121
Linde
LIN
$240B
| $3.19M | 0.23% |
9,791
-5,769
| -37% | -$1.81M |
2022 Q3
1 quarter
|
|
122
DELISTED
AvalonBay Communities
AVB
| $3.18M | 0.23% |
+19,701
| New | +$3.35M |
2022 Q4
0 quarters
|
|
123
Graco
GGG
$11.6B
| $3.15M | 0.23% |
+46,823
| New | +$3.12M |
2022 Q4
0 quarters
|
|
124
Helen of Troy
HELE
$870M
| $3.13M | 0.22% |
28,231
+17,549
| +164% | +$1.71M |
2022 Q2
2 quarters
|
|
125
Crown Castle
CCI
$38.2B
| $3.1M | 0.22% |
22,865
-4,648
| -17% | -$629K |
2022 Q1
3 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.