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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
LUMO icon
1451
DELISTED
Lumos Pharma, Inc. Common Stock
LUMO
– –
-459
Closed -$88K –
SRCL icon
1452
DELISTED
Stericycle Inc
SRCL
– –
-939
Closed -$109K –
LL icon
1453
DELISTED
LL Flooring Holdings, Inc.
LL
– –
-5,658
Closed -$324K –
CONN icon
1454
DELISTED
Conn's Inc.
CONN
– –
-257
Closed -$7K –
HOLI icon
1455
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
– –
-4,007
Closed -$90K –
DOOR icon
1456
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
– –
-4,957
Closed -$274K –
AEL icon
1457
DELISTED
American Equity Investment Life Holding Company
AEL
– –
-7,639
Closed -$174K –
BKCC icon
1458
DELISTED
BlackRock Capital Investment Corporation
BKCC
– –
-5,240
Closed -$44K –
MDRX
1459
DELISTED
Veradigm Inc. Common Stock
MDRX
– –
-81,676
Closed -$1.1M –
GOL icon
1460
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
– –
-33,399
Closed -$321K –
SRC
1461
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
– –
-4,735
Closed -$232K –
CHS
1462
DELISTED
Chicos FAS, Inc.
CHS
– –
-100,017
Closed -$1.48M –
RPT icon
1463
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
– –
-688
Closed -$11K –
NETI
1464
DELISTED
Eneti Inc.
NETI
– –
-173
Closed -$112K –
NM
1465
DELISTED
Navios Maritime Holdings Inc.
NM
– –
-5,485
Closed -$329K –
NXGN
1466
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
– –
-21,840
Closed -$300K –
QUOT
1467
DELISTED
Quotient Technology Inc
QUOT
– –
-14,651
Closed -$175K –
NUVA
1468
DELISTED
NuVasive, Inc.
NUVA
– –
-1,156
Closed -$40K –
LSI
1469
DELISTED
Life Storage, Inc.
LSI
– –
-15,062
Closed -$746K –
DBD icon
1470
DELISTED
Diebold Nixdorf Incorporated
DBD
– –
-6,534
Closed -$230K –
ACOR
1471
DELISTED
Acorda Therapeutics
ACOR
– –
-73
Closed -$298K –
AUY
1472
DELISTED
Yamana Gold, Inc.
AUY
– –
-118,098
Closed -$708K –
ABMD
1473
DELISTED
Abiomed Inc
ABMD
– –
-4,050
Closed -$100K –
TWTR
1474
DELISTED
Twitter, Inc.
TWTR
– –
-1,497
Closed -$77K –
TMX
1475
DELISTED
Terminix Global Holdings, Inc.
TMX
– –
-12,813
Closed -$207K –

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.