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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
+4.91%
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
$1.27B
AUM Growth
+$221M
Cap. Flow
+$198M
Cap. Flow %
15.54%
Top 10 Hldgs %
8.78%
Holding
2,064
New
701
Increased
359
Reduced
340
Closed
648
Avg Time Held
0.3 years
Top 10 Avg Time Held
0 years
Top 20 Avg Time Held
0 years

Top Buys

Rank Stock Value
1
ECL icon
Ecolab
ECL
+$13.3M
2
WMT icon
Walmart Inc
WMT
+$12.7M
3
IQV icon
IQVIA
IQV
+$12.6M
4
MET icon
MetLife
MET
+$11.1M
5
PLD icon
Prologis
PLD
+$10.9M

Top Sells

Rank Stock Value
1
BMY icon
Bristol-Myers Squibb
BMY
+$12.2M
2
MS icon
Morgan Stanley
MS
+$11.9M
3
CMCSA icon
Comcast
CMCSA
+$10.2M
4
MSFT icon
Microsoft
MSFT
+$8.78M
5
CERN
Cerner Corp
CERN
+$8.71M

Sector Composition

Rank Sector Weight
1 Technology 17.47%
2 Consumer Discretionary 14.33%
3 Industrials 12.95%
4 Healthcare 11.1%
5 Financials 10.59%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake
Capital Flow Held Since
IYW icon
1651
iShares US Technology ETF
IYW
$23B
– –
-200
Closed -$17K –
JACK icon
1652
Jack in the Box
JACK
$283M
– –
-3,544
Closed -$389K –
JAMF icon
1653
DELISTED
Jamf
JAMF
– –
-452
Closed -$15K –
JAZZ icon
1654
Jazz Pharmaceuticals
JAZZ
$15.5B
– –
-2,150
Closed -$353K –
JCI icon
1655
Johnson Controls International
JCI
$84.4B
– –
-86,456
Closed -$5.16M –
JJSF icon
1656
J&J Snack Foods
JJSF
$1.65B
– –
-5,446
Closed -$855K –
JNJ icon
1657
Johnson & Johnson
JNJ
$688B
– –
-14,234
Closed -$2.34M –
JNPR icon
1658
DELISTED
Juniper Networks
JNPR
– –
-22,685
Closed -$574K –
JOE icon
1659
St. Joe Company
JOE
$3.98B
– –
-8,200
Closed -$351K –
JOUT icon
1660
Johnson Outdoors
JOUT
$501M
– –
-100
Closed -$14K –
JRVR icon
1661
James River Group Holdings
JRVR
$144M
– –
-906
Closed -$41K –
KAI icon
1662
Kadant
KAI
$3.47B
– –
-10
Closed -$1K –
KEYS icon
1663
Keysight
KEYS
$50.7B
– –
-4,322
Closed -$619K –
KGC icon
1664
Kinross Gold
KGC
$24.5B
– –
-41,934
Closed -$279K –
KHC icon
1665
The Kraft Heinz Company
KHC
$29.7B
– –
-79,795
Closed -$3.19M –
KMX icon
1666
CarMax
KMX
$7.55B
– –
-9,186
Closed -$1.22M –
KODK icon
1667
Kodak
KODK
$798M
– –
-18,247
Closed -$143K –
KOP icon
1668
Koppers
KOP
$586M
– –
-1,044
Closed -$36K –
KREF icon
1669
KKR Real Estate Finance Trust
KREF
$311M
– –
-3,100
Closed -$57K –
KRNT icon
1670
Kornit Digital
KRNT
$721M
– –
-4,652
Closed -$461K –
KRNY icon
1671
Kearny Financial
KRNY
$578M
– –
-1,677
Closed -$20K –
KT icon
1672
KT
KT
$8.98B
– –
-2,975
Closed -$37K –
KTOS icon
1673
Kratos Defense & Security Solutions
KTOS
$6.38B
– –
-1,551
Closed -$42K –
LADR icon
1674
Ladder Capital
LADR
$1.07B
– –
-24,186
Closed -$285K –
LAKE icon
1675
Lakeland Industries
LAKE
$91M
– –
-1,600
Closed -$44K –

Similar funds

Quantbot Technologies's Q2 2021 Portfolio in Review

As of Q2 2021, Quantbot Technologies held 2,064 positions worth $1.27B, up 21% from $1.05B the previous quarter. Its ten largest holdings account for 8.8% of the portfolio.

Quantbot Technologies deployed $198M of net new capital in Q2 2021, opening 701 new positions and adding to 359 existing holdings. Its largest new stake was IQVIA: 54,453 shares worth $13.2M.

By sector, the portfolio is most concentrated in Technology at 17% of assets, down from 21% a quarter earlier, followed by Consumer Discretionary and Industrials.

On the sell side, the largest reduction was Comcast, an estimated $10.2M trimmed.

  • Quantbot Technologies's largest Q2 2021 buy was IQVIA: 54,453 shares worth $13.2M.
  • Quantbot Technologies added most to Ecolab in Q2 2021, an estimated $13.3M increase.
  • Quantbot Technologies's biggest Q2 2021 reduction was Comcast, cutting an estimated $10.2M.
  • Quantbot Technologies fully exited Bristol-Myers Squibb in Q2 2021, selling an estimated $12.2M.
  • Quantbot Technologies's ten largest holdings make up 8.8% of its $1.27B portfolio in Q2 2021.
  • Quantbot Technologies opened 701 new positions and closed 648 in Q2 2021.
  • Quantbot Technologies's portfolio value rose 21% quarter-over-quarter to $1.27B.

Based on Quantbot Technologies's 13F filing for Q2 2021, filed 12 Aug 2021.