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Quantbot Technologies

Quantbot Technologies Portfolio holdings

AUM $2.78B Turnover 51.46%
1-Year Est. Return 9.9%
 

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.

This Fund
S&P 500
This Quarter Est. Return
-5.56%
1 Year Est. Return
+9.9%
3 Year Est. Return
+36.77%
5 Year Est. Return
+5.57%
10 Year Est. Return
+35.66%
AUM
$1.32B
AUM Growth
+$237M
Cap. Flow
+$374M
Cap. Flow %
28.26%
Top 10 Hldgs %
6.13%
Holding
2,276
New
613
Increased
472
Reduced
444
Closed
725
Avg Time Held
0.4 years
Top 10 Avg Time Held
0 years
Top 20 Avg Time Held
0 years

Top Buys

Rank Stock Value
1
CMCSA icon
Comcast
CMCSA
+$8.96M
2
YUM icon
Yum! Brands
YUM
+$8.78M
3
V icon
Visa
V
+$8.73M
4
MMM icon
3M
MMM
+$8.13M
5
IFF icon
International Flavors & Fragrances
IFF
+$7.44M

Top Sells

Rank Stock Value
1
HSY icon
Hershey
HSY
+$9.1M
2
STT icon
State Street
STT
+$6.92M
3
KHC icon
The Kraft Heinz Company
KHC
+$5.7M
4
APH icon
Amphenol
APH
+$5.61M
5
KDP icon
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
BSBR icon
1626
Santander
BSBR
$37.8B
– –
-1,082
Closed -$5K –
BSX icon
1627
Boston Scientific
BSX
$64.3B
– –
-60,074
Closed -$2.24M –
BTI icon
1628
British American Tobacco
BTI
$133B
– –
-3,673
Closed -$157K –
BUD icon
1629
AB InBev
BUD
$167B
– –
-20,704
Closed -$1.12M –
BXMT icon
1630
Blackstone Mortgage Trust
BXMT
$1.77B
– –
-44,313
Closed -$1.23M –
BXP icon
1631
Boston Properties
BXP
$10.2B
– –
-12,067
Closed -$1.07M –
BXSL icon
1632
Blackstone Secured Lending
BXSL
$5.55B
– –
-252
Closed -$5K –
CABO icon
1633
Cable One
CABO
$17M
– –
-1,142
Closed -$1.47M –
CAC icon
1634
Camden National
CAC
$1B
– –
-400
Closed -$17K –
CADE icon
1635
DELISTED
Cadence Bank
CADE
– –
-2,254
Closed -$52K –
CAMT icon
1636
Camtek
CAMT
$4.75B
– –
-400
Closed -$9K –
CARR icon
1637
Carrier Global
CARR
$44.3B
– –
-19,053
Closed -$679K –
CASY icon
1638
Casey's General Stores
CASY
$26.3B
– –
-6,071
Closed -$1.12M –
CATY icon
1639
Cathay General Bancorp
CATY
$4.33B
– –
-2,723
Closed -$106K –
CB icon
1640
Chubb
CB
$144B
– –
-1,860
Closed -$365K –
CBL icon
1641
CBL Properties
CBL
$1.69B
– –
-105
Closed -$2K –
CBRL icon
1642
Cracker Barrel
CBRL
$1.5B
– –
-16,790
Closed -$1.4M –
CBSH icon
1643
Commerce Bancshares
CBSH
$7.89B
– –
-782
Closed -$42K –
CCO icon
1644
DELISTED
Clear Channel Outdoor Holdings
CCO
– –
-102,712
Closed -$109K –
CDXS icon
1645
Codexis
CDXS
$127M
– –
-33,082
Closed -$346K –
CENX icon
1646
Century Aluminum
CENX
$3.37B
– –
-7,844
Closed -$57K –
CFR icon
1647
Cullen/Frost Bankers
CFR
$9.8B
– –
-3,136
Closed -$365K –
CGBD icon
1648
Carlyle Secured Lending
CGBD
$754M
– –
-13,625
Closed -$173K –
CGC icon
1649
Canopy Growth
CGC
$238M
– –
-4,313
Closed -$122K –
CHE icon
1650
Chemed
CHE
$7.1B
– –
-3,083
Closed -$1.45M –

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.