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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
WERN icon
2151
Werner Enterprises
WERN
$1.66B
– –
-8,871
Closed -$341K –
WFG icon
2152
West Fraser Timber
WFG
$5.16B
– –
-9,386
Closed -$720K –
WFRD icon
2153
Weatherford International
WFRD
$6.2B
– –
-34,739
Closed -$735K –
WIT icon
2154
Wipro
WIT
$21.1B
– –
-898
Closed -$2K –
WLK icon
2155
Westlake Corp
WLK
$8.03B
– –
-5,394
Closed -$528K –
WMG icon
2156
Warner Music
WMG
$16.6B
– –
-8,586
Closed -$209K –
WM icon
2157
Waste Management
WM
$97.1B
– –
-6,191
Closed -$947K –
WMK icon
2158
Weis Markets
WMK
$1.94B
– –
-4,549
Closed -$339K –
WOOF icon
2159
Petco
WOOF
$822M
– –
-11,489
Closed -$169K –
WPM icon
2160
Wheaton Precious Metals
WPM
$59.9B
– –
-14,184
Closed -$511K –
WRBY icon
2161
Warby Parker
WRBY
$3.32B
– –
-35,183
Closed -$396K –
WRLD icon
2162
World Acceptance Corp
WRLD
$605M
– –
-1,159
Closed -$130K –
WT icon
2163
WisdomTree
WT
$3.27B
$0 ﹤0.01%
+200
New +$1.02K
2022 Q3
0 quarters
WWD icon
2164
Woodward
WWD
$19.6B
– –
-2,310
Closed -$213K –
X icon
2165
DELISTED
US Steel
X
– –
-118,882
Closed -$2.13M –
XLK icon
2166
State Street Technology Select Sector SPDR ETF
XLK
$115B
– –
-4,000
Closed -$254K –
XLP icon
2167
State Street Consumer Staples Select Sector SPDR ETF
XLP
$15.1B
– –
-11,178
Closed -$806K –
XLU icon
2168
State Street Utilities Select Sector SPDR ETF
XLU
$24.2B
– –
-73,708
Closed -$2.58M –
XPOF icon
2169
Xponential Fitness
XPOF
$196M
– –
-3,831
Closed -$48K –
XPRO icon
2170
Expro Ltd
XPRO
$1.47B
– –
-740
Closed -$8K –
XXII icon
2171
22nd Century Group
XXII
$716K
– –
0
– -$3K
2022 Q2
1 quarter
ZEPP icon
2172
Zepp Health
ZEPP
$36.8M
– –
-211
Closed -$1K –
ZH icon
2173
Zhihu
ZH
$220M
– –
-2,913
Closed -$31K –
ZION icon
2174
Zions Bancorporation
ZION
$9.6B
– –
-16,306
Closed -$829K –
ZTO icon
2175
ZTO Express
ZTO
$15B
– –
-4,838
Closed -$132K –

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.