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Quantbot Technologies

Quantbot Technologies Portfolio holdings

AUM $2.54B Turnover 50.19%
1-Year Est. Return 22.25%
 

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
-19.12%
1 Year Est. Return
+22.25%
3 Year Est. Return
+33.64%
5 Year Est. Return
+6.9%
10 Year Est. Return
+44.54%
AUM
$1.09B
AUM Growth
-$58.9M
Cap. Flow
+$168M
Cap. Flow %
15.47%
Top 10 Hldgs %
6.65%
Holding
2,326
New
725
Increased
535
Reduced
383
Closed
662
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
STT icon
State Street
STT
+$9.7M
2
KHC icon
The Kraft Heinz Company
KHC
+$7.79M
3
ULTA icon
Ulta Beauty
ULTA
+$7.61M
4
ANET icon
Arista Networks
ANET
+$7.55M
5
ILMN icon
Illumina
ILMN
+$7.36M

Top Sells

Rank Stock Value
1
APD icon
Air Products & Chemicals
APD
+$7.82M
2
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$7.38M
3
WEC icon
WEC Energy
WEC
+$7.27M
4
VZ icon
Verizon
VZ
+$6.47M
5
SPGI icon
S&P Global
SPGI
+$6.44M

Sector Composition

Rank Sector Weight
1 Technology 14.83%
2 Financials 14.47%
3 Industrials 12.04%
4 Consumer Discretionary 11.96%
5 Healthcare 10.29%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake
Capital Flow Held Since
SAFE icon
2076
Safehold
SAFE
$755M
– –
-850
Closed -$96K –
SAGE icon
2077
DELISTED
Sage Therapeutics
SAGE
– –
-416
Closed -$13K –
SAH icon
2078
Sonic Automotive
SAH
$2B
– –
-141
Closed -$5K –
SAIA icon
2079
Saia
SAIA
$9.06B
– –
-63
Closed -$15K –
SCCO icon
2080
Southern Copper
SCCO
$145B
– –
-29,604
Closed -$2.04M –
SCI icon
2081
Service Corp International
SCI
$10.1B
– –
-8,118
Closed -$534K –
SEE icon
2082
DELISTED
Sealed Air
SEE
– –
-10,497
Closed -$702K –
SEMR icon
2083
DELISTED
Semrush
SEMR
– –
-15,358
Closed -$183K –
SF icon
2084
Stifel
SF
$10.9B
– –
-17,561
Closed -$794K –
SGHT icon
2085
Sight Sciences
SGHT
$612M
– –
-12,820
Closed -$148K –
SHG icon
2086
Shinhan Financial Group
SHG
$30B
– –
-1,000
Closed -$33K –
SHLS icon
2087
Shoals Technologies Group
SHLS
$1.37B
– –
-35,937
Closed -$612K –
SHOO icon
2088
Steven Madden
SHOO
$3.14B
– –
-3,378
Closed -$130K –
SIBN icon
2089
SI-BONE Inc
SIBN
$1.15B
– –
-929
Closed -$20K –
SIG icon
2090
Signet Jewelers
SIG
$4.61B
– –
-8,537
Closed -$620K –
SJT icon
2091
San Juan Basin Royalty Trust
SJT
$168M
– –
-100
Closed – –
SKX icon
2092
DELISTED
Skechers
SKX
– –
-6,885
Closed -$280K –
SKYW icon
2093
Skywest
SKYW
$3.18B
– –
-19,635
Closed -$566K –
SLAB icon
2094
Silicon Laboratories
SLAB
$7.39B
– –
-4,266
Closed -$640K –
SLDP icon
2095
Solid Power
SLDP
$433M
– –
-7,797
Closed -$67K –
SLQT icon
2096
SelectQuote
SLQT
$82M
– –
-1,223
Closed -$3K –
SMFG icon
2097
Sumitomo Mitsui Financial Group, Inc American Depositary Shares (each representing 1.2 shares of Common Stock)
SMFG
$152B
– –
-12,000
Closed -$75K –
SMTC icon
2098
Semtech
SMTC
$10.6B
– –
-18,260
Closed -$1.27M –
SNBR icon
2099
DELISTED
Sleep Number
SNBR
– –
-18,131
Closed -$919K –
SNDX icon
2100
Syndax Pharmaceuticals
SNDX
$854M
– –
-4,900
Closed -$85K –

Similar funds

Quantbot Technologies's Q2 2022 Portfolio in Review

As of Q2 2022, Quantbot Technologies held 2,326 positions worth $1.09B, down 5.1% from $1.15B the previous quarter. Its ten largest holdings account for 6.7% of the portfolio.

Quantbot Technologies deployed $168M of net new capital in Q2 2022, opening 725 new positions and adding to 535 existing holdings. Its largest new stake was State Street: 136,804 shares worth $8.43M.

By sector, the portfolio is most concentrated in Technology at 15% of assets, down from 16% a quarter earlier, followed by Financials and Industrials.

On the sell side, the largest reduction was Tesla, an estimated $6.13M trimmed.

  • Quantbot Technologies's largest Q2 2022 buy was State Street: 136,804 shares worth $8.43M.
  • Quantbot Technologies added most to Arista Networks in Q2 2022, an estimated $7.55M increase.
  • Quantbot Technologies's biggest Q2 2022 reduction was Tesla, cutting an estimated $6.13M.
  • Quantbot Technologies fully exited Air Products & Chemicals in Q2 2022, selling an estimated $7.82M.
  • Quantbot Technologies's ten largest holdings make up 6.7% of its $1.09B portfolio in Q2 2022.
  • Quantbot Technologies opened 725 new positions and closed 662 in Q2 2022.
  • Quantbot Technologies's portfolio value fell 5.1% quarter-over-quarter to $1.09B.

Based on Quantbot Technologies's 13F filing for Q2 2022, filed 9 Aug 2022.