Stocks/Funds/CIK 1512991

Quantbot Technologies LP

index-like (500+ pos)long-term holder
Quarterly 13F filings · Latest period 2026-03-31 · CIK 1512991
Assets
$2.44B
-22.2% YoY
Holdings
1,650
Lifetime alpha vs market
+4.20% annual
Average hold time
3.5 yr
median 3.5 yr

Quarterly history

Cum return +152% vs S&P +97% · α +55% lifetimeAUM $2.4B · peak $3.9BFlow $-618M (-21%)2016-062017-122019-062020-122022-062023-122025-062026-03
AUM ($B)fundS&P 500(gap = α)/ Flow in/out

Behavior signals (lifetime)

Dip response
-10.50%
trims when stocks drop
when a holding falls −10%+
Middle response
-22.09%
baseline attrition
Rally response
-29.91%
trims into rallies
when a holding rises +10%+

Top positions · 30

Ticker$ value% portYoYHold time
MSFTMicrosoft Corporation$24M1.0%-0.6%7.0 yr
NSCNorfolk Southern Corpora$17M0.7%+23.6%6.0 yr
GDGeneral Dynamics Corpora$17M0.7%+27.8%8.5 yr
GOOGLAlphabet Inc.$15M0.6%8.0 yr
CPRTCopart, Inc.$15M0.6%-41.3%5.5 yr
FIVEFive Below, Inc.$14M0.6%+204.9%4.5 yr
VICIVICI Properties Inc.$14M0.6%-11.1%4.8 yr
AAPLApple Inc.$14M0.6%+14.7%7.5 yr
AAgilent Technologies, In$14M0.6%-1.8%7.3 yr
TJXThe TJX Companies, Inc.$13M0.5%+32.7%5.3 yr
AMEAMETEK, Inc.$13M0.5%+25.3%8.3 yr
VLTOVeralto Corporation$13M0.5%-9.0%2.3 yr
OZKBank OZK$13M0.5%+9.8%4.5 yr
VVisa Inc.$12M0.5%-13.1%4.5 yr
CNICanadian National Railwa$12M0.5%+8.2%6.5 yr

Portfolio composition (YoY)

Industry mix
Asset Management4.5%+0.6pp$109M
Banks - Regional3.8%-0.1pp$93M
Software - Application3.2%-1.2pp$77M
Industrial - Machinery2.9%+1.1pp$70M
Software - Infrastructure2.8%-2.0pp$69M
Aerospace & Defense2.8%+0.7pp$67M
Semiconductors2.6%-2.0pp$64M
Medical - Devices2.4%+0.4pp$58M
Insurance - Property & Casualty2.0%+1.6pp$50M
Information Technology Services2.0%-0.3pp$49M
Country
US83.4%-1.0pp
CA6.4%+3.1pp
Unknown1.9%-1.1pp
BM1.3%+0.5pp
GB1.3%+0.2pp
CH1.1%+0.1pp
IE0.9%+0.4pp
IL0.5%-0.6pp
Top 5: 3.6% · Top 10: 6.4% · Top 25: 13.5%

Winners

TickerPrev $PnLYoY %
FIVE$10M+0.02B204.9%
GM$5M+0.00B60.0%
CMI$3M+0.00B74.8%
AAPL$13M+0.00B14.7%
AME$6M+0.00B25.3%

Losers

TickerPrev $PnLYoY %
VLTO$14M-0.00B-9.0%
BRO$1M-0.00B-47.2%
SSNC$3M-0.00B-18.0%
A$9M-0.00B-1.8%
MET$1M-0.00B-9.3%

Top buys this quarter · 15

GD General Dynamics Corporation+$14M
MSFT Microsoft Corporation+$13M
NSC Norfolk Southern Corporation+$13M
TJX The TJX Companies, Inc.+$13M
AME AMETEK, Inc.+$11M
VICI VICI Properties Inc.+$11M
WRB W. R. Berkley Corporation+$11M
TOL Toll Brothers, Inc.+$10M
FIVE Five Below, Inc.+$10M
A Agilent Technologies, Inc.+$10M

Top sells this quarter · 15

ONTO Onto Innovation Inc.$29M
TER Teradyne, Inc.$23M
NUE Nucor Corporation$20M
SNDK Sandisk Corporationexit$20M
APLD Applied Digital Corporation$19M
FRO Frontline Ltd.$16M
ETN Eaton Corporation plcexit$15M
MU Micron Technology, Inc.$15M
PYPL PayPal Holdings, Inc.exit$14M
VLO Valero Energy Corporation$14M

Quarterly history (TTM returns)

PeriodAUM# PosReturn (1yr)SPY (1yr)Alpha (1yr)Flow
2026-03-31$2.44B1650+22.42%+17.59%+4.82%-0.62B
2025-12-31$3.01B1654+17.43%+17.72%-0.29%-0.77B
2025-09-30$3.68B1690+17.32%+17.52%-0.20%-0.54B
2025-06-30$3.90B1594+19.20%+14.94%+4.26%+0.50B
2025-03-31$3.14B1417+11.33%+8.30%+3.03%+0.47B
2024-12-31$2.74B1424+19.52%+24.89%-5.37%+0.14B
2024-09-30$2.54B1400+27.78%+36.04%-8.26%+0.27B
2024-06-30$2.07B1373+6.03%+24.49%-18.46%+0.27B
2024-03-31$1.77B1505+11.52%+29.62%-18.11%-0.03B
2023-12-31$1.72B1518+12.81%+26.18%-13.37%+0.09B
2023-09-30$1.49B1487+8.40%+21.57%-13.17%+0.10B
2023-06-30$1.53B1517+11.95%+19.42%-7.48%+0.02B
2023-03-31$1.41B1485-10.99%-7.82%-3.17%-0.07B
2022-12-31$1.39B1610-18.04%-18.17%+0.13%-0.00B
2022-09-30$1.32B1535-13.61%-15.51%+1.90%+0.30B
2022-06-30$1.09B1641-7.62%-10.62%+3.01%+0.12B