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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
HCC icon
1601
DELISTED
HCC INSURANCES HOLDINGS INC
HCC
– –
-6,923
Closed -$334K –
RYL
1602
DELISTED
RYLAND GROUP INC
RYL
– –
-16,688
Closed -$554K –
NOR
1603
DELISTED
NORANDA ALUM HLDG CORP COM NEW
NOR
– –
-426
Closed -$13K –
CMGE
1604
DELISTED
CHINA MOBILE GAMES & ENTMT GRP LTD SPON ADR (CYM)
CMGE
– –
-5,000
Closed -$105K –
SUSQ
1605
DELISTED
SUSQUEHANNA BANCSHARES INC
SUSQ
– –
-12,708
Closed -$127K –
CTRX
1606
DELISTED
CATAMARAN CORP COM STK (CDA)
CTRX
– –
-45,336
Closed -$1.91M –
KRFT
1607
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
– –
-16,443
Closed -$927K –
LTM icon
1608
DELISTED
LIFE TIME FITNESS INC
LTM
$0 ﹤0.01%
17
-2,205
-99% -$118K
2013 Q4
4 quarters
PTP
1609
DELISTED
PLATINUM UNDERWRITERS HLDGS LTD
PTP
– –
-7,738
Closed -$471K –
CVD
1610
DELISTED
COVANCE INC.
CVD
– –
-15,522
Closed -$1.22M –
VOLC
1611
DELISTED
VOLCANO CORPORATION COM STK
VOLC
– –
-46,290
Closed -$492K –
DRIV icon
1612
DELISTED
DIGITAL RIVER INC.
DRIV
– –
-2,100
Closed -$30K –
SAPE
1613
DELISTED
SAPIENT CORP
SAPE
– –
-20,537
Closed -$287K –
CBST
1614
DELISTED
CUBIST PHARMACEUTICALS INC
CBST
– –
-184
Closed -$12K –
BKW
1615
DELISTED
BURGER KING WORLDWIDE
BKW
– –
-3,957
Closed -$117K –
DCT
1616
DELISTED
DCT Industrial Trust Inc.
DCT
– –
-10,355
Closed -$311K –
GTAT
1617
DELISTED
GT ADVANCED TECHNOLOGIES INC COM STK (DE)
GTAT
– –
-17,315
Closed -$187K –
CAVM
1618
DELISTED
Cavium, Inc.
CAVM
– –
-13,614
Closed -$677K –
AHD icon
1619
DELISTED
ATLAS ENERGY L P COM UNITS REPSTG LTD PARTNER INT (DE)
AHD
– –
-3,292
Closed -$144K –
PGH
1620
DELISTED
Pengrowth Energy Corporation
PGH
– –
-6,022
Closed -$31K –
HPJ
1621
DELISTED
Highpower International Inc
HPJ
– –
-1,039
Closed -$8K –
EXXI
1622
DELISTED
ENERGY XXI LTD COM SHS
EXXI
– –
-19,298
Closed -$219K –
TYC
1623
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
– –
-41,741
Closed -$1.95M –
MOVE icon
1624
DELISTED
MOVE INC COM STK NEW (DE)
MOVE
– –
-344
Closed -$7K –
SIVB
1625
DELISTED
SVB Financial Group
SIVB
– –
-2,832
Closed -$317K –

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.