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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
+2.32%
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
$312M
AUM Growth
-$415M
Cap. Flow
-$415M
Cap. Flow %
-133.19%
Top 10 Hldgs %
6.56%
Holding
1,652
New
551
Increased
127
Reduced
406
Closed
564
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
ECL icon
Ecolab
ECL
+$2.39M
2
GS icon
Goldman Sachs
GS
+$2.22M
3
MON
Monsanto Co
MON
+$2.05M
4
TXN icon
Texas Instruments
TXN
+$2.02M
5
X icon
US Steel
X
+$1.96M

Top Sells

Rank Stock Value
1
VTRS icon
Viatris
VTRS
+$5.9M
2
PARA icon
Paramount Global Class B
PARA
+$5.39M
3
MA icon
Mastercard
MA
+$5.3M
4
ITW icon
Illinois Tool Works
ITW
+$5.02M
5
PEP icon
PepsiCo
PEP
+$4.49M

Sector Composition

Rank Sector Weight
1 Financials 13.66%
2 Technology 12.53%
3 Consumer Discretionary 11.89%
4 Industrials 11.48%
5 Healthcare 10.62%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake
Capital Flow Held Since
WAFD icon
1426
WaFd
WAFD
$2.17B
– –
-8,601
Closed -$175K –
WBD icon
1427
DELISTED
Warner Bros
WBD
– –
-29,985
Closed -$1.13M –
WCC icon
1428
WESCO International
WCC
$15.9B
– –
-1,146
Closed -$89K –
WEC icon
1429
WEC Energy
WEC
$38.6B
– –
-20,248
Closed -$870K –
WELL icon
1430
Welltower
WELL
$181B
– –
-25,761
Closed -$1.61M –
WEN icon
1431
Wendy's
WEN
$1.59B
– –
-12,854
Closed -$106K –
WEX icon
1432
WEX
WEX
$5.99B
– –
-2,688
Closed -$296K –
WLK icon
1433
Westlake Corp
WLK
$8.17B
– –
-24,279
Closed -$2.1M –
WM icon
1434
Waste Management
WM
$95.5B
– –
-12,729
Closed -$605K –
AETR icon
1435
Aetherion Technologies Inc. Common Shares
AETR
$35.1M
– –
-1,711
Closed -$179K –
WU icon
1436
Western Union
WU
$2.1B
– –
-7,040
Closed -$112K –
WWW icon
1437
Wolverine World Wide
WWW
$1.8B
– –
-21,527
Closed -$539K –
XNET icon
1438
Xunlei
XNET
$222M
– –
-1,549
Closed -$16K –
XPO icon
1439
XPO
XPO
$22B
– –
-49,437
Closed -$644K –
XYL icon
1440
Xylem
XYL
$21.8B
– –
-1,984
Closed -$70K –
ZBRA icon
1441
Zebra Technologies
ZBRA
$15.4B
– –
-7,565
Closed -$536K –
ZD icon
1442
Ziff Davis
ZD
$1.7B
– –
-2,611
Closed -$112K –
ZION icon
1443
Zions Bancorporation
ZION
$9.6B
– –
-7,823
Closed -$227K –
PRKS icon
1444
United Parks & Resorts
PRKS
$1.9B
– –
-22,361
Closed -$430K –
GAP icon
1445
The Gap Inc
GAP
$7.56B
– –
-68,481
Closed -$2.85M –
VSA icon
1446
VisionSys AI
VSA
$5.59M
– –
0
– -$5K
2014 Q2
2 quarters
INFN icon
1447
DELISTED
Infinera Corporation Common Stock
INFN
– –
-21,445
Closed -$228K –
ROIC icon
1448
DELISTED
Retail Opportunity Investments Corp.
ROIC
– –
-4,598
Closed -$67K –
BCOV icon
1449
DELISTED
Brightcove, Inc.
BCOV
– –
-608
Closed -$3K –
CNSL icon
1450
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
– –
-2,760
Closed -$69K –

Similar funds

Quantbot Technologies's Q4 2014 Portfolio in Review

As of Q4 2014, Quantbot Technologies held 1,652 positions worth $312M, down 57% from $727M the previous quarter. Its ten largest holdings account for 6.6% of the portfolio.

Quantbot Technologies withdrew a net $415M in Q4 2014, closing 564 positions and reducing 406 holdings. Its most notable exit was Mastercard, an estimated $5.3M position sold in full.

By sector, the portfolio is most concentrated in Financials at 14% of assets, up from 11% a quarter earlier, followed by Technology and Consumer Discretionary.

Against the trend, Quantbot Technologies opened a new position in Ecolab worth $2.28M.

  • Quantbot Technologies's largest Q4 2014 buy was Ecolab: 21,807 shares worth $2.28M.
  • Quantbot Technologies added most to US Steel in Q4 2014, an estimated $1.96M increase.
  • Quantbot Technologies's biggest Q4 2014 reduction was Viatris, cutting an estimated $5.9M.
  • Quantbot Technologies fully exited Mastercard in Q4 2014, selling an estimated $5.3M.
  • Quantbot Technologies's ten largest holdings make up 6.6% of its $312M portfolio in Q4 2014.
  • Quantbot Technologies opened 551 new positions and closed 564 in Q4 2014.
  • Quantbot Technologies's portfolio value fell 57% quarter-over-quarter to $312M.

Based on Quantbot Technologies's 13F filing for Q4 2014, filed 27 Jan 2015.