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 |
Comcast
CMCSA
|
+$8.96M |
| 2 |
Yum! Brands
YUM
|
+$8.78M |
| 3 |
Visa
V
|
+$8.73M |
| 4 |
3M
MMM
|
+$8.13M |
| 5 |
International Flavors & Fragrances
IFF
|
+$7.44M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Hershey
HSY
|
+$9.1M |
| 2 |
State Street
STT
|
+$6.92M |
| 3 |
The Kraft Heinz Company
KHC
|
+$5.7M |
| 4 |
Amphenol
APH
|
+$5.61M |
| 5 |
Keurig Dr Pepper
KDP
|
+$5.6M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 17.01% |
| 2 | Financials | 15.89% |
| 3 | Consumer Discretionary | 11.84% |
| 4 | Industrials | 11.82% |
| 5 | Healthcare | 10.43% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
126
Aptiv
APTV
$7.99B
| $2.96M | 0.22% |
37,921
+20,363
| +116% | +$1.95M |
2021 Q4
3 quarters
|
|
127
Scorpio Tankers
STNG
$4.22B
| $2.96M | 0.22% |
+70,312
| New | +$2.8M |
2022 Q3
0 quarters
|
|
128
Advanced Drainage Systems
WMS
$9.7B
| $2.92M | 0.22% |
+23,444
| New | +$2.92M |
2022 Q3
0 quarters
|
|
129
Procter & Gamble
PG
$388B
| $2.88M | 0.22% |
22,849
+11,953
| +110% | +$1.7M |
2022 Q1
2 quarters
|
|
130
Transocean
RIG
$5.99B
| $2.88M | 0.22% |
1,164,212
+569,411
| +96% | +$1.82M |
2022 Q2
1 quarter
|
|
131
McCormick & Company Non-Voting
MKC
$12.5B
| $2.87M | 0.22% |
+40,299
| New | +$3.38M |
2022 Q3
0 quarters
|
|
|
CPE
132
DELISTED
Callon Petroleum Company
CPE
| $2.86M | 0.22% |
81,608
+65,925
| +420% | +$2.63M |
2022 Q2
1 quarter
|
|
133
Trex
TREX
$5.47B
| $2.84M | 0.21% |
64,728
+53,770
| +491% | +$2.88M |
2021 Q3
4 quarters
|
|
134
Ametek
AME
$55B
| $2.84M | 0.21% |
25,004
-35,931
| -59% | -$4.31M |
2021 Q2
5 quarters
|
|
135
Stanley Black & Decker
SWK
$17.2B
| $2.82M | 0.21% |
37,485
+28,969
| +340% | +$2.79M |
2022 Q1
2 quarters
|
|
136
Intel
INTC
$333B
| $2.8M | 0.21% |
+108,492
| New | +$3.7M |
2022 Q3
0 quarters
|
|
137
Essential Utilities
WTRG
$12.8B
| $2.79M | 0.21% |
67,451
+27,109
| +67% | +$1.31M |
2022 Q1
2 quarters
|
|
138
International Paper
IP
$18.4B
| $2.77M | 0.21% |
+87,370
| New | +$3.57M |
2022 Q3
0 quarters
|
|
139
Spotify
SPOT
$123B
| $2.76M | 0.21% |
+31,975
| New | +$3.42M |
2022 Q3
0 quarters
|
|
140
Fifth Third Bancorp
FITB
$49B
| $2.75M | 0.21% |
86,067
+41,446
| +93% | +$1.43M |
2022 Q1
2 quarters
|
|
141
Enphase Energy
ENPH
$3.73B
| $2.75M | 0.21% |
9,904
+5,606
| +130% | +$1.51M |
2022 Q2
1 quarter
|
|
142
Cintas
CTAS
$89.5B
| $2.75M | 0.21% |
+28,312
| New | +$2.89M |
2022 Q3
0 quarters
|
|
143
DELISTED
Sealed Air
SEE
| $2.72M | 0.21% |
+61,232
| New | +$3.36M |
2022 Q3
0 quarters
|
|
144
Philip Morris
PM
$304B
| $2.72M | 0.21% |
+32,806
| New | +$3.13M |
2022 Q3
0 quarters
|
|
145
Otis Worldwide
OTIS
$29.4B
| $2.71M | 0.2% |
+42,553
| New | +$3.11M |
2022 Q3
0 quarters
|
|
146
Estee Lauder
EL
$40.8B
| $2.71M | 0.2% |
+12,563
| New | +$3.21M |
2022 Q3
0 quarters
|
|
147
Aon
AON
$71B
| $2.7M | 0.2% |
10,094
-3,156
| -24% | -$892K |
2022 Q2
1 quarter
|
|
148
Delek US
DK
$3.99B
| $2.7M | 0.2% |
99,470
+69,419
| +231% | +$1.83M |
2022 Q1
2 quarters
|
|
|
AUY
149
DELISTED
Yamana Gold, Inc.
AUY
| $2.7M | 0.2% |
595,222
+530,084
| +814% | +$2.46M |
2022 Q2
1 quarter
|
|
150
Home Depot
HD
$349B
| $2.68M | 0.2% |
+9,722
| New | +$2.87M |
2022 Q3
0 quarters
|
|
Similar funds
Quantbot Technologies's Q3 2022 Portfolio in Review
As of Q3 2022, Quantbot Technologies held 2,276 positions worth $1.32B, up 22% from $1.09B the previous quarter. Its ten largest holdings account for 6.1% of the portfolio.
Quantbot Technologies deployed $374M of net new capital in Q3 2022, opening 613 new positions and adding to 472 existing holdings. Its largest new stake was Yum! Brands: 75,600 shares worth $8.04M.
By sector, the portfolio is most concentrated in Technology at 17% of assets, up from 15% a quarter earlier, followed by Financials and Consumer Discretionary.
On the sell side, the largest reduction was State Street, an estimated $6.92M trimmed.
- Quantbot Technologies's largest Q3 2022 buy was Yum! Brands: 75,600 shares worth $8.04M.
- Quantbot Technologies added most to Comcast in Q3 2022, an estimated $8.96M increase.
- Quantbot Technologies's biggest Q3 2022 reduction was State Street, cutting an estimated $6.92M.
- Quantbot Technologies fully exited Hershey in Q3 2022, selling an estimated $9.1M.
- Quantbot Technologies's ten largest holdings make up 6.1% of its $1.32B portfolio in Q3 2022.
- Quantbot Technologies opened 613 new positions and closed 725 in Q3 2022.
- Quantbot Technologies's portfolio value rose 22% quarter-over-quarter to $1.32B.
Based on Quantbot Technologies's 13F filing for Q3 2022, filed 7 Nov 2022.