Quantbot Technologies Portfolio holdings
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.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Ecolab
ECL
|
+$2.39M |
| 2 |
Goldman Sachs
GS
|
+$2.22M |
| 3 |
MON
Monsanto Co
MON
|
+$2.05M |
| 4 |
Texas Instruments
TXN
|
+$2.02M |
| 5 |
US Steel
X
|
+$1.96M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Viatris
VTRS
|
+$5.9M |
| 2 |
Paramount Global Class B
PARA
|
+$5.39M |
| 3 |
Mastercard
MA
|
+$5.3M |
| 4 |
Illinois Tool Works
ITW
|
+$5.02M |
| 5 |
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 | |
|---|---|---|---|---|---|---|---|
351
DELISTED
La Quinta Holdings Inc.
LQ
| $260K | 0.08% |
+11,820
| New | +$243K |
2014 Q4
0 quarters
|
|
|
ACAS
352
DELISTED
American Capital Ltd
ACAS
| $260K | 0.08% |
17,840
-31,569
| -64% | -$461K |
2014 Q3
1 quarter
|
|
353
Ball Corp
BALL
$17B
| $259K | 0.08% |
7,610
-9,300
| -55% | -$306K |
2014 Q3
1 quarter
|
|
|
CHL
354
DELISTED
China Mobile Limited
CHL
| $259K | 0.08% |
4,415
-35,025
| -89% | -$2.1M |
2014 Q3
1 quarter
|
|
355
Marriott International
MAR
$110B
| $257K | 0.08% |
3,299
-47,380
| -93% | -$3.5M |
2014 Q3
1 quarter
|
|
356
Starbucks
SBUX
$124B
| $257K | 0.08% |
+6,276
| New | +$245K |
2014 Q4
0 quarters
|
|
357
J.M. Smucker
SJM
$14.2B
| $257K | 0.08% |
2,550
-4,524
| -64% | -$458K |
2014 Q3
1 quarter
|
|
358
Synopsys
SNPS
$88.5B
| $256K | 0.08% |
+5,906
| New | +$245K |
2014 Q4
0 quarters
|
|
359
Steven Madden
SHOO
$3.07B
| $250K | 0.08% |
11,784
-8,325
| -41% | -$178K |
2014 Q3
1 quarter
|
|
360
Bunge Global
BG
$19.4B
| $249K | 0.08% |
2,743
-21,463
| -89% | -$1.89M |
2014 Q2
2 quarters
|
|
|
PCYC
361
DELISTED
PHARMACYCLICS INC
PCYC
| $249K | 0.08% |
+2,041
| New | +$261K |
2014 Q4
0 quarters
|
|
362
DELISTED
Walgreens Boots Alliance
WBA
| $247K | 0.08% |
3,250
-49,972
| -94% | -$3.34M |
2014 Q2
2 quarters
|
|
|
XLS
363
DELISTED
EXELIS INC COM STK
XLS
| $246K | 0.08% |
+14,066
| New | +$243K |
2014 Q4
0 quarters
|
|
364
DELISTED
Comerica
CMA
| $244K | 0.08% |
+5,230
| New | +$246K |
2014 Q4
0 quarters
|
|
|
CXP
365
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
| $243K | 0.08% |
+9,589
| New | +$241K |
2014 Q4
0 quarters
|
|
366
Rambus
RMBS
$9.15B
| $242K | 0.08% |
21,889
+18,167
| +488% | +$206K |
2014 Q3
1 quarter
|
|
|
KERX
367
DELISTED
Keryx Biopharmaceuticals Inc
KERX
| $242K | 0.08% |
17,108
-39,073
| -70% | -$605K |
2014 Q2
2 quarters
|
|
368
Boeing
BA
$137B
| $241K | 0.08% |
+1,859
| New | +$236K |
2014 Q4
0 quarters
|
|
369
Brixmor Property Group
BRX
$9.29B
| $240K | 0.08% |
+9,676
| New | +$231K |
2014 Q4
0 quarters
|
|
370
Eli Lilly
LLY
$1.29T
| $237K | 0.08% |
+3,443
| New | +$232K |
2014 Q4
0 quarters
|
|
371
Vanda Pharmaceuticals
VNDA
$245M
| $237K | 0.08% |
+16,601
| New | +$196K |
2014 Q4
0 quarters
|
|
372
Flex
FLEX
$29.3B
| $236K | 0.08% |
+28,097
| New | +$222K |
2014 Q4
0 quarters
|
|
373
DELISTED
iRobot
IRBT
| $236K | 0.08% |
6,800
-2,988
| -31% | -$103K |
2013 Q4
4 quarters
|
|
|
CVA
374
DELISTED
Covanta Holding Corporation
CVA
| $236K | 0.08% |
+10,753
| New | +$242K |
2014 Q4
0 quarters
|
|
375
Ambarella
AMBA
$2.69B
| $235K | 0.08% |
+4,634
| New | +$216K |
2014 Q4
0 quarters
|
|
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.