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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
HCCI
2076
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
– –
-112
Closed -$4.23K –
RAD
2077
DELISTED
Rite Aid Corporation
RAD
– –
-1,963
Closed -$2.96K –
ZSPY
2078
DELISTED
ASYMmetric Smart Alpha S&P 500 ETF
ZSPY
– –
-100
Closed -$2.89K –
NATI
2079
DELISTED
National Instruments Corp
NATI
– –
-30,364
Closed -$1.74M –
TRTN
2080
DELISTED
Triton International Limited
TRTN
– –
-844
Closed -$70.3K –
SYNH
2081
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
– –
-839
Closed -$35.4K –
QUOT
2082
DELISTED
Quotient Technology Inc
QUOT
– –
-2,100
Closed -$8.06K –
BKI
2083
DELISTED
Black Knight, Inc. Common Stock
BKI
– –
-595
Closed -$35.5K –
NEX
2084
DELISTED
NexTier Oilfield Solutions Inc.
NEX
– –
-73,878
Closed -$660K –
NUVA
2085
DELISTED
NuVasive, Inc.
NUVA
– –
-24,709
Closed -$1.03M –
FORG
2086
DELISTED
ForgeRock, Inc.
FORG
– –
-1,028
Closed -$21.1K –
FRG
2087
DELISTED
Franchise Group, Inc.
FRG
– –
-7,532
Closed -$216K –
PTRA
2088
DELISTED
Proterra Inc. Common Stock
PTRA
– –
-25,310
Closed -$30.4K –
DICE icon
2089
DELISTED
DICE Therapeutics, Inc. Common Stock
DICE
– –
-15,563
Closed -$723K –
PDCE
2090
DELISTED
PDC Energy, Inc.
PDCE
– –
-6,664
Closed -$474K –
UNVR
2091
DELISTED
Univar Solutions Inc.
UNVR
– –
-47,924
Closed -$1.72M –
VRAY
2092
DELISTED
ViewRay, Inc.
VRAY
– –
-37,722
Closed -$13.3K –
ESTE
2093
DELISTED
Earthstone Energy Inc. Class A Common Stock
ESTE
– –
-124,045
Closed -$1.77M –
HIBB icon
2094
DELISTED
Hibbett, Inc. Common Stock
HIBB
– –
-27,435
Closed -$996K –
LUNA icon
2095
DELISTED
Luna Innovations Incorporated
LUNA
– –
-3,888
Closed -$35.5K –
VSTO icon
2096
DELISTED
Vista Outdoor Inc.
VSTO
– –
-4,774
Closed -$132K –
YELL
2097
DELISTED
Yellow Corporation Common Stock
YELL
– –
-3,917
Closed -$2.7K –
SBDS
2098
DELISTED
Solo Brands Inc
SBDS
– –
-73
Closed -$16.5K –

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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.