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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
TECD
1501
DELISTED
Tech Data Corp
TECD
– –
-3,845
Closed -$226K –
AYR
1502
DELISTED
Aircastle Ltd
AYR
– –
-5,300
Closed -$86K –
PKD
1503
DELISTED
Parker Drilling Company
PKD
– –
-880
Closed -$65K –
MDCO
1504
DELISTED
Medicines Co
MDCO
– –
-41,864
Closed -$934K –
GWR
1505
DELISTED
Genesee & Wyoming Inc.
GWR
– –
-2,854
Closed -$272K –
HOS icon
1506
DELISTED
Hornbeck Offshore Services, Inc.
HOS
– –
-20,578
Closed -$673K –
DF
1507
DELISTED
Dean Foods Company
DF
– –
-68,220
Closed -$903K –
AREX
1508
DELISTED
Approach Resources Inc.
AREX
– –
-38,668
Closed -$560K –
BID
1509
DELISTED
Sotheby's
BID
– –
-37,926
Closed -$1.35M –
TOWR
1510
DELISTED
Tower International, Inc.
TOWR
– –
-6,273
Closed -$158K –
CRAY
1511
DELISTED
Cray, Inc.
CRAY
– –
-3,483
Closed -$91K –
HF icon
1512
DELISTED
HFF Inc.
HF
– –
-6,008
Closed -$173K –
WFT
1513
DELISTED
Weatherford International plc
WFT
– –
-35,028
Closed -$728K –
USG icon
1514
DELISTED
Usg
USG
– –
-5,904
Closed -$162K –
RDC
1515
DELISTED
Rowan Companies Plc
RDC
– –
-5,212
Closed -$131K –
ARRS
1516
DELISTED
ARRIS International plc Ordinary Shares
ARRS
– –
-12,316
Closed -$349K –
ITG icon
1517
DELISTED
Investment Technology Group Inc
ITG
– –
-2,200
Closed -$34K –
SN icon
1518
DELISTED
Sanchez Energy Corporation
SN
– –
-39,074
Closed -$1.03M –
ENLK
1519
DELISTED
EnLink Midstream Partners, LP
ENLK
– –
-6,837
Closed -$208K –
SCG
1520
DELISTED
Scana
SCG
– –
-3,646
Closed -$180K –
SODA
1521
DELISTED
SodaStream International Ltd
SODA
– –
-6,631
Closed -$195K –
EGN
1522
DELISTED
Energen
EGN
– –
-12,044
Closed -$870K –
CALL
1523
DELISTED
magicJack VocalTec Ltd
CALL
– –
-3,106
Closed -$30K –
NYRT
1524
DELISTED
New York REIT, Inc.
NYRT
– –
-661
Closed -$67K –
PX icon
1525
DELISTED
Praxair Inc
PX
– –
-11,298
Closed -$1.46M –

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.