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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
SNCY icon
2051
DELISTED
Sun Country Airlines
SNCY
– –
-3,386
Closed -$62K –
SNN icon
2052
Smith & Nephew
SNN
$13B
– –
-6,646
Closed -$185K –
SONO icon
2053
Sonos
SONO
$2.14B
– –
-5,436
Closed -$98K –
SOXS icon
2054
Direxion Daily Semiconductor Bear 3X ETF
SOXS
$4.24B
– –
-2
Closed -$210K –
SPR icon
2055
DELISTED
Spirit AeroSystems
SPR
– –
-5,740
Closed -$168K –
SPRU icon
2056
Spruce Power Holding Corp
SPRU
$26.8M
– –
-1,677
Closed -$15K –
SPSC icon
2057
SPS Commerce
SPSC
$2.92B
– –
-2,543
Closed -$287K –
SQM icon
2058
Sociedad Química y Minera de Chile
SQM
$15.4B
– –
-24,208
Closed -$2.02M –
SRAD icon
2059
Sportradar
SRAD
$3.82B
– –
-1,761
Closed -$13K –
SRI icon
2060
Stoneridge
SRI
$145M
– –
-566
Closed -$9K –
SSO icon
2061
ProShares Ultra S&P500
SSO
$7.37B
– –
-8,992
Closed -$201K –
SST icon
2062
System1
SST
$14.5M
– –
0
– –
2022 Q3
0 quarters
STBA icon
2063
S&T Bancorp
STBA
$1.79B
– –
-3,312
Closed -$90K –
STEL icon
2064
DELISTED
Stellar Bancorp
STEL
– –
-1,400
Closed -$37K –
STLA icon
2065
Stellantis
STLA
$11.2B
– –
-49,590
Closed -$612K –
STLD icon
2066
Steel Dynamics
STLD
$33.7B
– –
-17,067
Closed -$1.13M –
STM icon
2067
STMicroelectronics
STM
$41.5B
– –
-31,210
Closed -$982K –
STZ icon
2068
Constellation Brands
STZ
$24.5B
– –
-7,575
Closed -$1.76M –
SWIM icon
2069
Latham Group
SWIM
$964M
– –
-20,819
Closed -$144K –
SWKS icon
2070
Skyworks Solutions
SWKS
$21.1B
– –
-38,211
Closed -$3.54M –
SXC icon
2071
SunCoke Energy
SXC
$913M
– –
-20,918
Closed -$142K –
SXT icon
2072
Sensient Technologies
SXT
$4.94B
– –
-7,227
Closed -$582K –
SYK icon
2073
Stryker
SYK
$119B
– –
-10,899
Closed -$2.17M –
TAC icon
2074
TransAlta
TAC
$4.2B
– –
-40
Closed – –
TAK icon
2075
Takeda Pharmaceutical
TAK
$67.5B
– –
-8,540
Closed -$119K –

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.