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 | |
|---|---|---|---|---|---|---|---|
101
DELISTED
The AZEK Co
AZEK
| $3.57M | 0.24% |
120,166
+104,471
| +666% | +$3.28M |
2023 Q2
1 quarter
|
|
102
First Horizon
FHN
$11.1B
| $3.51M | 0.24% |
318,958
+97,895
| +44% | +$1.21M |
2023 Q1
2 quarters
|
|
103
Charles Schwab
SCHW
$160B
| $3.48M | 0.23% |
63,345
+42,480
| +204% | +$2.57M |
2023 Q1
2 quarters
|
|
104
Whirlpool
WHR
$1.98B
| $3.47M | 0.23% |
25,988
+6,119
| +31% | +$864K |
2022 Q1
6 quarters
|
|
105
Microsoft
MSFT
$3.87T
| $3.46M | 0.23% |
10,944
+4,359
| +66% | +$1.44M |
2023 Q2
1 quarter
|
|
106
Knight Transportation
KNX
$10.2B
| $3.44M | 0.23% |
68,636
-22,710
| -25% | -$1.26M |
2022 Q4
3 quarters
|
|
107
Snap
SNAP
$9.22B
| $3.42M | 0.23% |
383,718
+24,896
| +7% | +$260K |
2022 Q4
3 quarters
|
|
108
Fifth Third Bancorp
FITB
$49.2B
| $3.42M | 0.23% |
134,826
-86,139
| -39% | -$2.32M |
2022 Q1
6 quarters
|
|
109
Seadrill
SDRL
$2.72B
| $3.34M | 0.22% |
74,481
+74,404
| +96,629% | +$3.46M |
2023 Q2
1 quarter
|
|
110
Abbott
ABT
$189B
| $3.33M | 0.22% |
+34,351
| New | +$3.61M |
2023 Q3
0 quarters
|
|
111
Ferguson
FERG
$51.2B
| $3.32M | 0.22% |
+20,185
| New | +$3.19M |
2023 Q3
0 quarters
|
|
112
Lincoln National
LNC
$8.1B
| $3.32M | 0.22% |
134,456
+108,842
| +425% | +$2.85M |
2021 Q3
8 quarters
|
|
113
American Express
AXP
$217B
| $3.29M | 0.22% |
+22,052
| New | +$3.61M |
2023 Q3
0 quarters
|
|
114
Fox Class A
FOXA
$28.7B
| $3.27M | 0.22% |
104,742
+21,315
| +26% | +$700K |
2023 Q2
1 quarter
|
|
115
State Street SPDR S&P 500 ETF Trust
SPY
$806B
| $3.26M | 0.22% |
+7,623
| New | +$3.39M |
2023 Q3
0 quarters
|
|
116
Steel Dynamics
STLD
$34B
| $3.22M | 0.22% |
+30,051
| New | +$3.13M |
2023 Q3
0 quarters
|
|
117
Bio-Techne
TECH
$11.4B
| $3.22M | 0.22% |
+47,284
| New | +$3.74M |
2023 Q3
0 quarters
|
|
118
MasTec
MTZ
$15.2B
| $3.18M | 0.21% |
+44,210
| New | +$4.41M |
2023 Q3
0 quarters
|
|
119
Park Hotels & Resorts
PK
$3.32B
| $3.16M | 0.21% |
256,662
+226,090
| +740% | +$2.92M |
2022 Q4
3 quarters
|
|
120
DELISTED
Discover Financial Services
DFS
| $3.15M | 0.21% |
+36,377
| New | +$3.61M |
2023 Q3
0 quarters
|
|
121
BP
BP
$117B
| $3.11M | 0.21% |
80,221
+3,508
| +5% | +$130K |
2022 Q1
6 quarters
|
|
122
UGI
UGI
$8.05B
| $3.08M | 0.21% |
133,708
+24,101
| +22% | +$598K |
2023 Q2
1 quarter
|
|
123
Remitly
RELY
$4.89B
| $3.07M | 0.21% |
121,856
+61,070
| +100% | +$1.38M |
2023 Q2
1 quarter
|
|
124
Euronet Worldwide
EEFT
$2.59B
| $3.07M | 0.21% |
+38,637
| New | +$3.59M |
2023 Q3
0 quarters
|
|
125
NRG Energy
NRG
$20.5B
| $3.05M | 0.2% |
79,098
-130,335
| -62% | -$4.93M |
2023 Q1
2 quarters
|
|
Similar funds
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.