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 | |
|---|---|---|---|---|---|---|---|
376
Darden Restaurants
DRI
$26.1B
| $235K | 0.08% |
+4,489
| New | +$218K |
2014 Q4
0 quarters
|
|
377
Emerson Electric
EMR
$92.3B
| $235K | 0.08% |
+3,807
| New | +$238K |
2014 Q4
0 quarters
|
|
378
MSCI
MSCI
$47B
| $232K | 0.07% |
+4,910
| New | +$230K |
2014 Q4
0 quarters
|
|
379
MGIC Investment
MTG
$5.52B
| $232K | 0.07% |
24,992
+6,057
| +32% | +$53.2K |
2014 Q3
1 quarter
|
|
380
ASML
ASML
$584B
| $230K | 0.07% |
2,142
+779
| +57% | +$79K |
2014 Q3
1 quarter
|
|
381
Ultrapar
UGP
$5.93B
| $230K | 0.07% |
24,182
-3,844
| -14% | -$38.8K |
2014 Q2
2 quarters
|
|
382
Waters Corp
WAT
$91.2B
| $230K | 0.07% |
2,041
+751
| +58% | +$82.3K |
2013 Q4
4 quarters
|
|
383
Infosys
INFY
$49.9B
| $227K | 0.07% |
+28,984
| New | +$235K |
2014 Q4
0 quarters
|
|
384
JD.com
JD
$37B
| $227K | 0.07% |
9,839
+9,433
| +2,323% | +$232K |
2014 Q3
1 quarter
|
|
|
CAJ
385
DELISTED
Canon, Inc.
CAJ
| $227K | 0.07% |
+7,185
| New | +$227K |
2014 Q4
0 quarters
|
|
|
CVG
386
DELISTED
Convergys
CVG
| $227K | 0.07% |
11,164
-11,355
| -50% | -$225K |
2014 Q3
1 quarter
|
|
387
Unifirst Corp
UNF
$4.43B
| $225K | 0.07% |
1,854
+654
| +55% | +$71.3K |
2014 Q3
1 quarter
|
|
|
WPG
388
DELISTED
Washington Prime Group Inc.
WPG
| $225K | 0.07% |
+1,452
| New | +$225K |
2014 Q4
0 quarters
|
|
|
MBT
389
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
| $222K | 0.07% |
30,971
-67,806
| -69% | -$815K |
2014 Q3
1 quarter
|
|
390
Manulife Financial
MFC
$73B
| $221K | 0.07% |
11,618
-26,101
| -69% | -$494K |
2014 Q3
1 quarter
|
|
|
FOE
391
DELISTED
Ferro Corporation
FOE
| $221K | 0.07% |
17,077
+16,692
| +4,336% | +$219K |
2014 Q3
1 quarter
|
|
|
CLD
392
DELISTED
Cloud Peak Energy Inc
CLD
| $220K | 0.07% |
+23,971
| New | +$266K |
2014 Q4
0 quarters
|
|
|
LPNT
393
DELISTED
LifePoint Health, Inc.
LPNT
| $220K | 0.07% |
3,067
-11,401
| -79% | -$790K |
2014 Q1
3 quarters
|
|
394
Ford
F
$48B
| $218K | 0.07% |
14,072
-141,746
| -91% | -$2.09M |
2014 Q3
1 quarter
|
|
395
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $217K | 0.07% |
4,499
-4,549
| -50% | -$211K |
2014 Q1
3 quarters
|
|
396
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $215K | 0.07% |
6,145
-28,823
| -82% | -$1.01M |
2014 Q3
1 quarter
|
|
397
DELISTED
Kennedy-Wilson Holdings
KW
| $214K | 0.07% |
8,459
+1,988
| +31% | +$51.1K |
2014 Q3
1 quarter
|
|
398
Astronics
ATRO
$2.6B
| $213K | 0.07% |
7,043
+6,045
| +606% | +$160K |
2014 Q1
3 quarters
|
|
399
DELISTED
Valspar
VAL
| $212K | 0.07% |
2,461
-2,568
| -51% | -$211K |
2014 Q3
1 quarter
|
|
|
MENT
400
DELISTED
Mentor Graphics Corp
MENT
| $211K | 0.07% |
9,650
-5,317
| -36% | -$112K |
2014 Q3
1 quarter
|
|
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.