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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
CHMT
1551
DELISTED
Chemtura Corporation
CHMT
– –
-18,684
Closed -$435K –
XXIA
1552
DELISTED
Ixia
XXIA
– –
-2,000
Closed -$18K –
BEAV
1553
DELISTED
B/E Aerospace Inc
BEAV
– –
-9,501
Closed -$577K –
CSC
1554
DELISTED
Computer Sciences
CSC
– –
-73,779
Closed -$1.9M –
ENH
1555
DELISTED
Endurance Specialty Holdings Ltd
ENH
– –
-2,537
Closed -$139K –
PLKI
1556
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
– –
-3,760
Closed -$152K –
LLTC
1557
DELISTED
Linear Technology Corp
LLTC
– –
-11,266
Closed -$500K –
HAR
1558
DELISTED
Harman International Industries
HAR
– –
-10,351
Closed -$1.01M –
EQY
1559
DELISTED
Equity One
EQY
– –
-39,658
Closed -$857K –
SE icon
1560
DELISTED
Spectra Energy Corp Wi
SE
– –
-35,892
Closed -$1.41M –
ISIL
1561
DELISTED
Intersil Corp
ISIL
– –
-31,658
Closed -$449K –
ARIA
1562
DELISTED
Ariad Pharmaceuticals Inc
ARIA
– –
-37,896
Closed -$204K –
LOCK
1563
DELISTED
LifeLock, Inc.
LOCK
– –
-22,828
Closed -$326K –
APOL
1564
DELISTED
Apollo Education Group Inc Class A
APOL
– –
-35,579
Closed -$894K –
GGP
1565
DELISTED
GGP Inc.
GGP
– –
-35,940
Closed -$846K –
MOBI icon
1566
DELISTED
Sky-mobi Limited ADS
MOBI
– –
-6,533
Closed -$53K –
AVG
1567
DELISTED
AVG Technologies N.V.
AVG
– –
-12,874
Closed -$213K –
BLOX icon
1568
DELISTED
Infoblox Inc
BLOX
– –
-19,018
Closed -$280K –
FLTX
1569
DELISTED
Fleetmatics Group PLC
FLTX
– –
-6,760
Closed -$206K –
VMEM
1570
DELISTED
VIOLIN MEMORY, INC.
VMEM
$0 ﹤0.01%
+50
New +$949
2014 Q4
0 quarters
ITC
1571
DELISTED
ITC HOLDINGS CORP
ITC
– –
-17,325
Closed -$617K –
FEIC
1572
DELISTED
FEI COMPANY
FEIC
– –
-7,249
Closed -$546K –
FCS
1573
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
– –
-57,820
Closed -$897K –
CSH
1574
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
– –
-10,231
Closed -$203K –
NTI
1575
DELISTED
NORTHERN TIER ENERGY LP CLASS A
NTI
– –
-1,683
Closed -$39K –

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.