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 | |
|---|---|---|---|---|---|---|---|
201
Constellation Energy
CEG
$98.5B
| $2.1M | 0.15% |
+24,324
| New | +$2.19M |
2022 Q4
0 quarters
|
|
202
Inspire Medical Systems
INSP
$1.77B
| $2.09M | 0.15% |
8,300
-5,443
| -40% | -$1.16M |
2022 Q3
1 quarter
|
|
203
Park Hotels & Resorts
PK
$3.27B
| $2.09M | 0.15% |
+177,249
| New | +$2.16M |
2022 Q4
0 quarters
|
|
204
C.H. Robinson
CHRW
$15.6B
| $2.07M | 0.15% |
22,579
+3,312
| +17% | +$315K |
2021 Q1
7 quarters
|
|
205
Camden Property Trust
CPT
$9.9B
| $2.06M | 0.15% |
18,414
+8,165
| +80% | +$935K |
2021 Q3
5 quarters
|
|
206
Domino's
DPZ
$11.2B
| $2.06M | 0.15% |
5,937
-7,341
| -55% | -$2.57M |
2022 Q3
1 quarter
|
|
207
EQT Corp
EQT
$33B
| $2.05M | 0.15% |
60,474
+38,536
| +176% | +$1.55M |
2022 Q1
3 quarters
|
|
208
W.P. Carey
WPC
$15.1B
| $2.04M | 0.15% |
26,622
+25,656
| +2,656% | +$1.93M |
2022 Q1
3 quarters
|
|
209
Philips
PHG
$29.7B
| $2.01M | 0.14% |
156,324
+121,744
| +352% | +$1.47M |
2021 Q3
5 quarters
|
|
210
Entegris
ENTG
$22.5B
| $2M | 0.14% |
+30,553
| New | +$2.25M |
2022 Q4
0 quarters
|
|
211
Watsco Inc
WSO
$12.8B
| $2M | 0.14% |
8,031
+7,335
| +1,054% | +$1.93M |
2022 Q2
2 quarters
|
|
212
Gerdau
GGB
$8.63B
| $1.99M | 0.14% |
453,356
+362,272
| +398% | +$1.56M |
2022 Q3
1 quarter
|
|
213
NVR
NVR
$15.5B
| $1.97M | 0.14% |
427
+3
| +0.7% | +$13.2K |
2022 Q1
3 quarters
|
|
214
NetEase
NTES
$78.2B
| $1.96M | 0.14% |
26,999
+1,965
| +8% | +$134K |
2022 Q3
1 quarter
|
|
215
Vipshop
VIPS
$6.31B
| $1.96M | 0.14% |
+143,647
| New | +$1.43M |
2022 Q4
0 quarters
|
|
216
Flagstar Bank National Association
FLG
$4.17B
| $1.95M | 0.14% |
75,567
+56,545
| +297% | +$1.51M |
2021 Q2
6 quarters
|
|
217
Alpha Metallurgical Resources
AMR
$1.95B
| $1.94M | 0.14% |
13,277
-9,759
| -42% | -$1.54M |
2021 Q3
5 quarters
|
|
218
DELISTED
WestRock Company
WRK
| $1.94M | 0.14% |
55,262
-55,371
| -50% | -$1.93M |
2021 Q4
4 quarters
|
|
219
Accenture
ACN
$148B
| $1.93M | 0.14% |
7,244
-16,930
| -70% | -$4.68M |
2022 Q3
1 quarter
|
|
220
Ingersoll Rand
IR
$32.7B
| $1.9M | 0.14% |
+36,420
| New | +$1.86M |
2022 Q4
0 quarters
|
|
|
LSI
221
DELISTED
Life Storage, Inc.
LSI
| $1.9M | 0.14% |
19,252
+14,291
| +288% | +$1.5M |
2021 Q1
7 quarters
|
|
222
Textron
TXT
$14.2B
| $1.89M | 0.14% |
+26,731
| New | +$1.81M |
2022 Q4
0 quarters
|
|
223
Western Alliance Bancorporation
WAL
$8.04B
| $1.89M | 0.14% |
+31,681
| New | +$2.05M |
2022 Q4
0 quarters
|
|
224
Fidelity National Information Services
FIS
$15.2B
| $1.88M | 0.14% |
27,766
-29,252
| -51% | -$2.08M |
2022 Q3
1 quarter
|
|
225
Albertsons Companies
ACI
$6.15B
| $1.88M | 0.13% |
90,437
+49,687
| +122% | +$1.09M |
2021 Q4
4 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.