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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
-6.45%
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
$1.49B
AUM Growth
-$39.2M
Cap. Flow
+$80M
Cap. Flow %
5.38%
Top 10 Hldgs %
7.05%
Holding
2,098
New
581
Increased
453
Reduced
447
Closed
610
Avg Time Held
0.4 years
Top 10 Avg Time Held
0.1 years
Top 20 Avg Time Held
0.1 years

Sector Composition

Rank Sector Weight
1 Technology 15.78%
2 Consumer Discretionary 14.86%
3 Industrials 12.39%
4 Financials 12.25%
5 Healthcare 10.47%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake
Capital Flow Held Since
IWN icon
1751
iShares Russell 2000 Value ETF
IWN
$14B
– –
-7,230
Closed -$1.02M –
JACK icon
1752
Jack in the Box
JACK
$283M
– –
-7,598
Closed -$741K –
JAKK icon
1753
Jakks Pacific
JAKK
$414M
– –
-1,718
Closed -$34.3K –
JAMF icon
1754
DELISTED
Jamf
JAMF
– –
-121
Closed -$2.36K –
JMIA icon
1755
Jumia Technologies
JMIA
$712M
– –
-23,498
Closed -$80.4K –
K icon
1756
DELISTED
Kellanova
K
– –
-81,828
Closed -$5.18M –
KAI icon
1757
Kadant
KAI
$3.47B
– –
-2,522
Closed -$560K –
OPLN icon
1758
Openlane
OPLN
$4.26B
– –
-10,428
Closed -$159K –
KBE icon
1759
State Street SPDR S&P Bank ETF
KBE
$1.56B
– –
-17,682
Closed -$637K –
KDP icon
1760
Keurig Dr Pepper
KDP
$49.5B
– –
-157,842
Closed -$4.94M –
KE icon
1761
Kimball Electronics
KE
$474M
– –
-1,565
Closed -$43.2K –
KELYA icon
1762
Kelly Services Class A
KELYA
$478M
– –
-8,505
Closed -$150K –
KEYS icon
1763
Keysight
KEYS
$50.7B
– –
-6,684
Closed -$1.12M –
KGC icon
1764
Kinross Gold
KGC
$24.5B
– –
-287,435
Closed -$1.37M –
KHC icon
1765
The Kraft Heinz Company
KHC
$29.7B
– –
-68,918
Closed -$2.45M –
NXDR icon
1766
Nextdoor Holdings, Inc. Class A Common Stock
NXDR
$789M
– –
-16,061
Closed -$52.4K –
KMPR icon
1767
Kemper
KMPR
$2.01B
– –
-1,100
Closed -$53.1K –
KRP icon
1768
Kimbell Royalty Partners
KRP
$1.64B
– –
-3,575
Closed -$52.6K –
MZTI icon
1769
The Marzetti Company
MZTI
$3.02B
– –
-510
Closed -$103K –
LAND icon
1770
Gladstone Land Corp
LAND
$298M
– –
-6,077
Closed -$98.9K –
LBRDK icon
1771
DELISTED
Liberty Broadband Class C
LBRDK
– –
-2,951
Closed -$236K –
LDOS icon
1772
Leidos
LDOS
$15.9B
– –
-30,862
Closed -$2.73M –
LEA icon
1773
Lear
LEA
$5.24B
– –
-1,391
Closed -$200K –
LEG icon
1774
DELISTED
Leggett & Platt
LEG
– –
-1,945
Closed -$57.6K –
LFST icon
1775
Lifestance Health
LFST
$5.35B
– –
-15,022
Closed -$137K –

Similar funds

Quantbot Technologies's Q3 2023 Portfolio in Review

As of Q3 2023, Quantbot Technologies held 2,098 positions worth $1.49B, down 2.6% from $1.53B the previous quarter. Its ten largest holdings account for 7.1% of the portfolio.

Quantbot Technologies deployed $80M of net new capital in Q3 2023, opening 581 new positions and adding to 453 existing holdings. Its largest new stake was Netflix: 263,840 shares worth $10M.

By sector, the portfolio is most concentrated in Technology at 16% of assets, down from 16% a quarter earlier, followed by Consumer Discretionary and Industrials.

On the sell side, the largest reduction was MSCI, an estimated $9.37M trimmed.

  • Quantbot Technologies's largest Q3 2023 buy was Netflix: 263,840 shares worth $10M.
  • Quantbot Technologies added most to D.R. Horton in Q3 2023, an estimated $11.4M increase.
  • Quantbot Technologies's biggest Q3 2023 reduction was MSCI, cutting an estimated $9.37M.
  • Quantbot Technologies fully exited Teledyne Technologies in Q3 2023, selling an estimated $8.61M.
  • Quantbot Technologies's ten largest holdings make up 7.1% of its $1.49B portfolio in Q3 2023.
  • Quantbot Technologies opened 581 new positions and closed 610 in Q3 2023.
  • Quantbot Technologies's portfolio value fell 2.6% quarter-over-quarter to $1.49B.

Based on Quantbot Technologies's 13F filing for Q3 2023, filed 7 Nov 2023.