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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
CTXS
1476
DELISTED
Citrix Systems Inc
CTXS
– –
-39,465
Closed -$2.24M –
MANT
1477
DELISTED
Mantech International Corp
MANT
– –
-4,497
Closed -$121K –
MTOR
1478
DELISTED
MERITOR, Inc.
MTOR
– –
-90,447
Closed -$981K –
TGP
1479
DELISTED
Teekay LNG Partners L.P.
TGP
– –
-4,463
Closed -$194K –
XONE icon
1480
DELISTED
The ExOne Company
XONE
– –
-1,592
Closed -$33K –
EBSB
1481
DELISTED
Meridian Bancorp, Inc.
EBSB
– –
-14,524
Closed -$153K –
RPAI
1482
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
– –
-32,436
Closed -$474K –
XEC
1483
DELISTED
CIMAREX ENERGY CO
XEC
– –
-16,346
Closed -$2.07M –
PFPT
1484
DELISTED
Proofpoint, Inc.
PFPT
– –
-9,950
Closed -$369K –
MXIM
1485
DELISTED
Maxim Integrated Products
MXIM
– –
-4,280
Closed -$129K –
GRUB
1486
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
– –
-14,265
Closed -$976K –
GWPH
1487
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
– –
-680
Closed -$54K –
RNET
1488
DELISTED
RigNet, Inc.
RNET
– –
-960
Closed -$38K –
WDR
1489
DELISTED
Waddell & Reed Financial, Inc.
WDR
– –
-13,120
Closed -$678K –
GLUU
1490
DELISTED
Glu Mobile Inc.
GLUU
– –
-3,100
Closed -$16K –
VAR
1491
DELISTED
Varian Medical Systems, Inc.
VAR
– –
-9,380
Closed -$658K –
ANH
1492
DELISTED
Anworth Mortgage Asset Corporation
ANH
– –
-3,040
Closed -$14K –
OCSI
1493
DELISTED
Oaktree Strategic Income Corporation
OCSI
– –
-1,281
Closed -$15K –
CXO
1494
DELISTED
CONCHO RESOURCES INC.
CXO
– –
-7,352
Closed -$921K –
DNKN
1495
DELISTED
Dunkin' Brands Group, Inc.
DNKN
– –
-13,524
Closed -$606K –
MNK
1496
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
– –
-31,646
Closed -$2.85M –
WUBA
1497
DELISTED
58.com Inc
WUBA
– –
-332
Closed -$12K –
ENT
1498
DELISTED
Global Eagle Entertainment Inc.
ENT
– –
-207
Closed -$58K –
TTPH
1499
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
– –
-25
Closed -$9K –
HCR
1500
DELISTED
Hi-Crush Inc. Common Stock
HCR
– –
-4,208
Closed -$216K –

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.