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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
CTO icon
1676
CTO Realty Growth
CTO
$788M
– –
-300
Closed -$6K –
CTRA icon
1677
DELISTED
Coterra Energy
CTRA
– –
-18,806
Closed -$485K –
CVAC icon
1678
DELISTED
CureVac
CVAC
– –
-14,800
Closed -$201K –
CVCO icon
1679
Cavco Industries
CVCO
$4.92B
– –
-200
Closed -$39K –
CVNA icon
1680
Carvana
CVNA
$79.8B
– –
-93,340
Closed -$421K –
CW icon
1681
Curtiss-Wright
CW
$17.1B
– –
-289
Closed -$38K –
CWAN icon
1682
DELISTED
Clearwater Analytics
CWAN
– –
-9,822
Closed -$118K –
CYH icon
1683
Community Health Systems
CYH
$316M
– –
-154,518
Closed -$579K –
CYBR icon
1684
DELISTED
CyberArk
CYBR
– –
-4,354
Closed -$557K –
DADA
1685
DELISTED
Dada Nexus
DADA
– –
-38,981
Closed -$316K –
DAWN icon
1686
DELISTED
Day One Biopharmaceuticals
DAWN
– –
-2,900
Closed -$51K –
DBRG icon
1687
DELISTED
DigitalBridge
DBRG
– –
-22,685
Closed -$442K –
DEO icon
1688
Diageo
DEO
$56.6B
– –
-8,380
Closed -$1.46M –
DESP icon
1689
DELISTED
Despegar.com
DESP
– –
-17,336
Closed -$140K –
DHR icon
1690
Danaher
DHR
$164B
– –
-14,459
Closed -$3.25M –
DHX icon
1691
DHI Group
DHX
$187M
– –
-12,361
Closed -$61K –
DIOD icon
1692
Diodes
DIOD
$4.02B
– –
-1,188
Closed -$76K –
DMRC icon
1693
Digimarc Corp
DMRC
$161M
– –
-504
Closed -$7K –
DOG icon
1694
ProShares Short Dow30
DOG
$108M
– –
-6,000
Closed -$217K –
HUCK icon
1695
Huckleberry.ai, Inc. Class B Common Stock
HUCK
$159M
– –
-6,422
Closed -$178K –
DOV icon
1696
Dover
DOV
$27.9B
– –
-19,241
Closed -$2.33M –
DOW icon
1697
Dow Inc
DOW
$23.9B
– –
-41,310
Closed -$2.13M –
DOYU icon
1698
DouYu International Holdings
DOYU
$116M
– –
-2,116
Closed -$25K –
DRV icon
1699
Direxion Daily Real Estate Bear 3X ETF
DRV
$25.1M
– –
-760
Closed -$38K –
DVY icon
1700
iShares Select Dividend ETF
DVY
$23.8B
– –
-4,000
Closed -$470K –

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.