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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
CVC
1576
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
– –
-3,558
Closed -$62K –
SSE
1577
DELISTED
SEVENTY SEVEN ENERGY INC COM
SSE
– –
-6,929
Closed -$164K –
SNDK icon
1578
DELISTED
SANDISK CORP
SNDK
– –
-5,601
Closed -$548K –
SZYM
1579
DELISTED
SOLAZYME INC COM STK (DE)
SZYM
– –
-6,206
Closed -$46K –
POWR icon
1580
DELISTED
POWERSECURE INTL INC COM STK (DE)
POWR
– –
-9,110
Closed -$87K –
TFM
1581
DELISTED
THE FRESH MARKET, INC COM STK
TFM
– –
-4,153
Closed -$145K –
SUNE icon
1582
DELISTED
SUNEDISON, INC COM
SUNE
– –
-18,621
Closed -$351K –
JAH
1583
DELISTED
JARDEN CORPORATION
JAH
– –
-209
Closed -$8K –
CNL icon
1584
DELISTED
CLECO CRP (HOLDING CO)
CNL
– –
-8,859
Closed -$426K –
YOKU
1585
DELISTED
YOUKU TUDOU INC.(CAYMAN ISLS)
YOKU
– –
-66,513
Closed -$1.19M –
NPBC
1586
DELISTED
NATL PENN BANCSHARES INC
NPBC
– –
-18,602
Closed -$180K –
RJET icon
1587
DELISTED
REPUBLIC AWYS HLDGS INC
RJET
– –
-2,425
Closed -$26K –
MR
1588
DELISTED
MINDRAY MED INTL LTD SPONSORED ADR REPSTG CL A
MR
– –
-1,600
Closed -$48K –
CCG icon
1589
DELISTED
CAMPUS CREST COMMUNITIES INC COM STK (MD)
CCG
– –
-997
Closed -$6K –
SIRO
1590
DELISTED
SIRONA DENTAL SYSTEMS INC COM STK
SIRO
– –
-3,920
Closed -$300K –
PCL icon
1591
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
– –
-281
Closed -$10K –
CTCT
1592
DELISTED
CONSTANT CONTACT, INC COM
CTCT
– –
-8,305
Closed -$225K –
PCP
1593
DELISTED
PRECISION CASTPARTS CORP
PCP
– –
-3,160
Closed -$748K –
BMR icon
1594
DELISTED
BIOMED REALTY TRUST INC
BMR
– –
-75,640
Closed -$1.53M –
DYAX
1595
DELISTED
DYAX CORPORATION
DYAX
– –
-6,256
Closed -$63K –
UTIW
1596
DELISTED
UTI WORLDWIDE INC
UTIW
– –
-2,360
Closed -$25K –
PMCS
1597
DELISTED
P M C SIERRA INC
PMCS
– –
-14,558
Closed -$108K –
GDP
1598
DELISTED
GOODRICH PETROLEUM CORP(NEW)
GDP
– –
-16,659
Closed -$246K –
SD icon
1599
DELISTED
SANDRIDGE ENERGY, INC.
SD
– –
-90,021
Closed -$386K –
UIL
1600
DELISTED
UIL HOLDINGS
UIL
– –
-6,948
Closed -$245K –

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.