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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
TREE icon
2101
LendingTree
TREE
$496M
– –
-12,348
Closed -$541K –
TRGP icon
2102
Targa Resources
TRGP
$63.6B
– –
-69,382
Closed -$4.14M –
TRIN icon
2103
Trinity Capital Inc
TRIN
$1.77B
– –
-5,457
Closed -$78K –
TRN icon
2104
Trinity Industries
TRN
$2.36B
– –
-27,023
Closed -$654K –
TRNO icon
2105
Terreno Realty
TRNO
$7.3B
– –
-9,460
Closed -$527K –
TRST icon
2106
Trustco Bank Corp NY
TRST
$953M
– –
-100
Closed -$3K –
TSLX icon
2107
Sixth Street Specialty
TSLX
$1.68B
– –
-20,694
Closed -$382K –
TTD icon
2108
Trade Desk
TTD
$7.32B
– –
-20,835
Closed -$872K –
TU icon
2109
Telus
TU
$13.5B
– –
-72,331
Closed -$1.61M –
TVTX icon
2110
Travere Therapeutics
TVTX
$4.95B
– –
-6,500
Closed -$157K –
TWM icon
2111
ProShares UltraShort Russell2000
TWM
$45.6M
– –
-254
Closed -$24K –
TYL icon
2112
Tyler Technologies
TYL
$16.8B
– –
-239
Closed -$79K –
UAL icon
2113
United Airlines
UAL
$36.1B
– –
-5,799
Closed -$205K –
UBS icon
2114
UBS Group
UBS
$147B
– –
-12,814
Closed -$207K –
UDOW icon
2115
ProShares UltraPro Dow 30
UDOW
$858M
– –
-4,056
Closed -$99K –
UDR icon
2116
UDR
UDR
$11.4B
– –
-12,244
Closed -$563K –
UEIC icon
2117
Universal Electronics
UEIC
$85.4M
– –
-563
Closed -$14K –
UHAL icon
2118
U-Haul Holding Co
UHAL
$10.9B
– –
-8,820
Closed -$421K –
UL icon
2119
Unilever
UL
$142B
– –
-11,318
Closed -$583K –
UNF icon
2120
Unifirst Corp
UNF
$4.37B
– –
-2,782
Closed -$479K –
UPRO icon
2121
ProShares UltraPro S&P 500
UPRO
$5.31B
– –
-5,182
Closed -$180K –
UPLD icon
2122
Upland Software
UPLD
$8.6M
– –
-213
Closed -$30K –
URBN icon
2123
Urban Outfitters
URBN
$7.26B
– –
-86,660
Closed -$1.62M –
URI icon
2124
United Rentals
URI
$70.5B
– –
-1,008
Closed -$244K –
USFD icon
2125
US Foods
USFD
$23.2B
– –
-3,794
Closed -$116K –

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.