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 | |
|---|---|---|---|---|---|---|---|
201
SiTime
SITM
$13.4B
| $2.11M | 0.16% |
26,843
+21,998
| +454% | +$2.83M |
2022 Q2
1 quarter
|
|
202
RTX Corp
RTX
$270B
| $2.09M | 0.16% |
+25,564
| New | +$2.31M |
2022 Q3
0 quarters
|
|
|
PACW
203
DELISTED
PacWest Bancorp
PACW
| $2.08M | 0.16% |
91,839
-56,406
| -38% | -$1.52M |
2021 Q4
3 quarters
|
|
204
Synaptics
SYNA
$4.68B
| $2.07M | 0.16% |
20,907
+13,156
| +170% | +$1.63M |
2022 Q1
2 quarters
|
|
205
KB Home
KBH
$3.07B
| $2.06M | 0.16% |
+79,515
| New | +$2.39M |
2022 Q3
0 quarters
|
|
206
Tractor Supply
TSCO
$19.4B
| $2.06M | 0.16% |
55,370
-34,140
| -38% | -$1.33M |
2022 Q1
2 quarters
|
|
207
MongoDB
MDB
$26.7B
| $2.03M | 0.15% |
+10,244
| New | +$2.99M |
2022 Q3
0 quarters
|
|
208
Wynn Resorts
WYNN
$8.99B
| $2.03M | 0.15% |
+32,206
| New | +$2.01M |
2022 Q3
0 quarters
|
|
209
PVH
PVH
$4.29B
| $2.02M | 0.15% |
45,196
-10,835
| -19% | -$643K |
2022 Q1
2 quarters
|
|
210
Albemarle
ALB
$11.2B
| $2.02M | 0.15% |
7,646
+6,247
| +447% | +$1.59M |
2021 Q4
3 quarters
|
|
211
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.5B
| $2.01M | 0.15% |
+5,000
| New | +$2.21M |
2022 Q3
0 quarters
|
|
212
Range Resources
RRC
$12B
| $2.01M | 0.15% |
79,465
+64,449
| +429% | +$1.95M |
2022 Q2
1 quarter
|
|
213
Southwest Airlines
LUV
$22.7B
| $2M | 0.15% |
65,027
+23,897
| +58% | +$895K |
2022 Q2
1 quarter
|
|
214
Atlassian
TEAM
$37.6B
| $2M | 0.15% |
+9,525
| New | +$2.22M |
2022 Q3
0 quarters
|
|
215
Royal Gold
RGLD
$23.2B
| $1.99M | 0.15% |
21,201
-916
| -4% | -$90.7K |
2022 Q1
2 quarters
|
|
216
SLM Corp
SLM
$3.15B
| $1.98M | 0.15% |
+141,224
| New | +$2.19M |
2022 Q3
0 quarters
|
|
217
Synchrony
SYF
$23.3B
| $1.97M | 0.15% |
69,860
-34,504
| -33% | -$1.11M |
2021 Q4
3 quarters
|
|
218
Vulcan Materials
VMC
$36.9B
| $1.95M | 0.15% |
12,359
+6,940
| +128% | +$1.13M |
2022 Q1
2 quarters
|
|
219
Sempra
SRE
$51.3B
| $1.93M | 0.15% |
25,770
-8,840
| -26% | -$715K |
2022 Q2
1 quarter
|
|
220
Canadian National Railway
CNI
$76B
| $1.92M | 0.14% |
17,788
+12,419
| +231% | +$1.48M |
2022 Q2
1 quarter
|
|
221
Carlyle Group
CG
$14.8B
| $1.92M | 0.14% |
74,151
+38,661
| +109% | +$1.27M |
2022 Q1
2 quarters
|
|
|
SGFY
222
DELISTED
Signify Health, Inc.
SGFY
| $1.92M | 0.14% |
+65,726
| New | +$1.51M |
2022 Q3
0 quarters
|
|
223
CarMax
KMX
$7.69B
| $1.91M | 0.14% |
+28,933
| New | +$2.64M |
2022 Q3
0 quarters
|
|
224
Duolingo
DUOL
$7.39B
| $1.91M | 0.14% |
20,040
+9,729
| +94% | +$947K |
2022 Q2
1 quarter
|
|
225
Lam Research
LRCX
$278B
| $1.89M | 0.14% |
51,710
+28,940
| +127% | +$1.29M |
2022 Q1
2 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.