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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
ORTX
2251
DELISTED
Orchard Therapeutics plc American Depositary Shares
ORTX
– –
-330
Closed -$2K –
FTCH
2252
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
– –
-97,635
Closed -$1.48M –
VMW
2253
DELISTED
VMware, Inc
VMW
– –
-5,829
Closed -$663K –
SCU
2254
DELISTED
Sculptor Capital Management, Inc. Class A Common Stock
SCU
– –
-12,477
Closed -$173K –
ARGO
2255
DELISTED
Argo Group International Holdings, Ltd.
ARGO
– –
-16,236
Closed -$670K –
APRN
2256
DELISTED
Blue Apron Holdings, Inc. Class A Common Stock
APRN
$0 ﹤0.01%
15
-1,252
-99% -$51K
2021 Q3
3 quarters
ICPT
2257
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
– –
-997
Closed -$16K –
WE
2258
DELISTED
WeWork Inc.
WE
– –
-537
Closed -$146K –
TWNK
2259
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
– –
-78,914
Closed -$1.73M –
TRHC
2260
DELISTED
Tabula Rasa HealthCare, Inc. Common Stock
TRHC
– –
-64,643
Closed -$372K –
HCCI
2261
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
– –
-800
Closed -$23K –
CELL
2262
DELISTED
PhenomeX Inc. Common Stock
CELL
– –
-79,776
Closed -$567K –
BKI
2263
DELISTED
Black Knight, Inc. Common Stock
BKI
– –
-6,627
Closed -$384K –
NEX
2264
DELISTED
NexTier Oilfield Solutions Inc.
NEX
– –
-99,592
Closed -$920K –
FOCS
2265
DELISTED
Focus Financial Partners Inc. Class A
FOCS
– –
-13,987
Closed -$639K –
FORG
2266
DELISTED
ForgeRock, Inc.
FORG
– –
-1,646
Closed -$36K –
DICE icon
2267
DELISTED
DICE Therapeutics, Inc. Common Stock
DICE
$0 ﹤0.01%
+39
New +$671
2022 Q2
0 quarters
APPH
2268
DELISTED
AppHarvest, Inc. Common Stock
APPH
– –
-8,807
Closed -$47K –
SPPI
2269
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
– –
-128
Closed – –
ISEE
2270
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
– –
-300
Closed -$5K –
USX icon
2271
DELISTED
U.S. Xpress Enterprises, Inc. Class A Common Stock
USX
– –
-4,800
Closed -$18K –
EVLO
2272
DELISTED
Evelo Biosciences, Inc. Common Stock
EVLO
– –
-45
Closed -$3K –
XM
2273
DELISTED
Qualtrics International Inc. Class A Common Stock
XM
– –
-16,001
Closed -$456K –
ROCC
2274
DELISTED
Ranger Oil Corporation Class A Common Stock
ROCC
– –
-2,783
Closed -$96K –
CS
2275
DELISTED
Credit Suisse Group
CS
– –
-11,700
Closed -$91K –

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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.