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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
EBIX
1626
DELISTED
Ebix Inc
EBIX
– –
-11,003
Closed -$156K –
AAWW
1627
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
– –
-2,377
Closed -$78K –
UFS
1628
DELISTED
DOMTAR CORPORATION (New)
UFS
– –
-3,818
Closed -$134K –
CHU
1629
DELISTED
China Unicom (HONG KONG) Limited
CHU
– –
-39,096
Closed -$587K –
UN icon
1630
DELISTED
Unilever NV New York Registry Shares
UN
– –
-11,721
Closed -$465K –
REN
1631
DELISTED
Resolute Energy Corporaton
REN
– –
-4,824
Closed -$151K –
WR icon
1632
DELISTED
Westar Energy Inc
WR
– –
-76,358
Closed -$2.6M –
REXX
1633
DELISTED
Rex Energy Corporation
REXX
– –
-4,851
Closed -$614K –
FCH
1634
DELISTED
Felcor Lodging Trust
FCH
– –
-6,963
Closed -$65K –
LXK
1635
DELISTED
Lexmark Intl Inc
LXK
– –
-26,577
Closed -$1.13M –
PNY
1636
DELISTED
PIEDMONT NATURAL GAS CO INC(NC
PNY
– –
-17,078
Closed -$572K –
PLCM
1637
DELISTED
POLYCOM INC
PLCM
– –
-52,708
Closed -$647K –
DRII
1638
DELISTED
DIAMOND RESORTS INTL, INC
DRII
– –
-2,108
Closed -$47K –
ICA
1639
DELISTED
EMPRESAS ICA, S.A. DE C.V. ADS (EA REPTG 4 ORD PART CERT)
ICA
$0 ﹤0.01%
+100
New +$603
2014 Q4
0 quarters
QGENF
1640
DELISTED
QIAGEN NV
QGENF
– –
-2,790
Closed -$63K –
GOLD icon
1641
DELISTED
Randgold Resources Ltd
GOLD
– –
-6,683
Closed -$445K –
WOOF icon
1642
DELISTED
VCA Inc.
WOOF
– –
-1,363
Closed -$53K –
RHT
1643
DELISTED
Red Hat Inc
RHT
– –
-2,079
Closed -$116K –
WES icon
1644
DELISTED
Western Gas Partners Lp
WES
– –
-2,997
Closed -$224K –
ARMH icon
1645
DELISTED
ARM HOLDINGS PLC ADS
ARMH
– –
-7,150
Closed -$312K –
RESI
1646
DELISTED
Front Yard Residential Corporation Common Stock
RESI
– –
-3,186
Closed -$76K –
PACD
1647
DELISTED
Pacific Drilling S A
PACD
$0 ﹤0.01%
+20
New +$1.28K
2014 Q4
0 quarters
MPO
1648
DELISTED
MIDSTATES PETE CO INC COM NEW
MPO
– –
-610
Closed -$30K –
KEG
1649
DELISTED
KEY ENERGY SERVICES INC
KEG
– –
-56,171
Closed -$271K –
AAN.A icon
1650
DELISTED
The Aaron's Company Inc Class A
AAN.A
– –
-36,406
Closed -$885K –

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.