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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
IEA
2301
DELISTED
Infrastructure and Energy Alternatives, Inc. Common Stock
IEA
– –
-11,737
Closed -$139K –
CTXS
2302
DELISTED
Citrix Systems Inc
CTXS
– –
-14,767
Closed -$1.49M –
PTR
2303
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
– –
-4,200
Closed -$212K –
LFC
2304
DELISTED
China Life Insurance Company Ltd.
LFC
– –
-1,500
Closed -$11K –
TPTX
2305
DELISTED
Turning Point Therapeutics, Inc. Common Stock
TPTX
– –
-9,947
Closed -$267K –
SAIL icon
2306
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
– –
-163
Closed -$8K –
NTUS
2307
DELISTED
Natus Medical Inc
NTUS
– –
-300
Closed -$7K –
APTS
2308
DELISTED
Preferred Apartment Communities, Inc.
APTS
– –
-4,632
Closed -$115K –
PLAN
2309
DELISTED
Anaplan, Inc.
PLAN
– –
-22,160
Closed -$1.44M –
ENIA
2310
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
– –
-11,137
Closed -$66K –
OCDX
2311
DELISTED
Ortho Clinical Diagnostics Holdings plc Ordinary Shares
OCDX
– –
-3,900
Closed -$72K –
ANAT
2312
DELISTED
American National Group, Inc. Common Stock
ANAT
– –
-1,124
Closed -$212K –
ZNGA
2313
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
– –
-86,285
Closed -$797K –
HMHC
2314
DELISTED
Houghton Mifflin Harcourt Company
HMHC
– –
-4,840
Closed -$101K –
RVI icon
2315
DELISTED
Retail Value Inc. Common Shares
RVI
– –
-900
Closed -$2K –
ESTE
2316
DELISTED
Earthstone Energy Inc. Class A Common Stock
ESTE
– –
-43,014
Closed -$543K –
NLSN
2317
DELISTED
Nielsen Holdings plc
NLSN
– –
-31,484
Closed -$857K –
EMKR icon
2318
DELISTED
Emcore Corp
EMKR
– –
-230
Closed -$8K –
SIVB
2319
DELISTED
SVB Financial Group
SIVB
– –
-3,182
Closed -$1.78M –
VZIO icon
2320
DELISTED
VIZIO Holding Corp.
VZIO
– –
-25,316
Closed -$225K –
UBA
2321
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
– –
-200
Closed -$3K –
DOC icon
2322
DELISTED
PHYSICIANS REALTY TRUST
DOC
– –
-300
Closed -$5K –
LAC icon
2323
DELISTED
Lithium Americas Corp. Common Shares
LAC
– –
-3,926
Closed -$151K –
AZPN icon
2324
DELISTED
ASPEN TECHNOLOGY INC
AZPN
– –
-5,383
Closed -$890K –
SAFE icon
2325
DELISTED
Safehold Inc.
SAFE
– –
-3,300
Closed -$182K –

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.