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 | |
|---|---|---|---|---|---|---|---|
401
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
| $210K | 0.07% |
+40,013
| New | +$215K |
2014 Q4
0 quarters
|
|
402
Booz Allen Hamilton
BAH
$10.3B
| $209K | 0.07% |
+7,910
| New | +$205K |
2014 Q4
0 quarters
|
|
403
Genuine Parts
GPC
$17B
| $209K | 0.07% |
+1,966
| New | +$193K |
2014 Q4
0 quarters
|
|
|
BBBY
404
DELISTED
Bed Bath & Beyond Inc
BBBY
| $206K | 0.07% |
+2,713
| New | +$189K |
2014 Q4
0 quarters
|
|
|
TIVO
405
DELISTED
TIVO INC
TIVO
| $204K | 0.07% |
17,236
+10,969
| +175% | +$137K |
2014 Q1
3 quarters
|
|
|
MW
406
DELISTED
THE MENS WAREHOUSE INC
MW
| $203K | 0.07% |
4,615
-688
| -13% | -$31K |
2014 Q1
3 quarters
|
|
407
Diversified Healthcare Trust
DHC
$1.8B
| $202K | 0.06% |
9,242
+4,780
| +107% | +$105K |
2014 Q3
1 quarter
|
|
408
Hartford Financial Services
HIG
$36.7B
| $202K | 0.06% |
4,861
-19,918
| -80% | -$788K |
2014 Q3
1 quarter
|
|
|
FMBI
409
DELISTED
First Midwest Bancorp Inc/IL
FMBI
| $202K | 0.06% |
11,856
-2,159
| -15% | -$35.9K |
2014 Q3
1 quarter
|
|
410
Boston Properties
BXP
$10.1B
| $201K | 0.06% |
+1,564
| New | +$198K |
2014 Q4
0 quarters
|
|
|
WLH
411
DELISTED
WILLIAM LYON HOMES
WLH
| $201K | 0.06% |
+9,953
| New | +$211K |
2014 Q4
0 quarters
|
|
412
Baxter International
BAX
$13.5B
| $200K | 0.06% |
5,041
-10,604
| -68% | -$413K |
2014 Q3
1 quarter
|
|
413
Trinity Industries
TRN
$2.37B
| $199K | 0.06% |
+9,870
| New | +$238K |
2014 Q4
0 quarters
|
|
|
FSL
414
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
| $199K | 0.06% |
7,907
-25,269
| -76% | -$525K |
2014 Q2
2 quarters
|
|
415
Lincoln Electric
LECO
$15.4B
| $198K | 0.06% |
2,866
-246
| -8% | -$17.2K |
2014 Q3
1 quarter
|
|
|
LCI
416
DELISTED
Lannett Company, Inc.
LCI
| $198K | 0.06% |
+1,157
| New | +$215K |
2014 Q4
0 quarters
|
|
|
DANG
417
DELISTED
E-COMMERCE CHINA DANGDANG INC SPNSRD ADS REP COM CL A (CYM)
DANG
| $198K | 0.06% |
21,398
+17,087
| +396% | +$189K |
2014 Q3
1 quarter
|
|
418
Lands' End
LE
$271M
| $197K | 0.06% |
3,658
-11,002
| -75% | -$518K |
2014 Q2
2 quarters
|
|
419
Steel Dynamics
STLD
$34.1B
| $197K | 0.06% |
10,030
+2,973
| +42% | +$64.1K |
2014 Q3
1 quarter
|
|
420
Carpenter Technology
CRS
$15B
| $196K | 0.06% |
3,984
-3,200
| -45% | -$154K |
2013 Q4
4 quarters
|
|
421
Martin Midstream Partners
MMLP
$87.2M
| $195K | 0.06% |
7,262
+2,167
| +43% | +$72.1K |
2014 Q2
2 quarters
|
|
422
DELISTED
Steelcase
SCS
| $194K | 0.06% |
+10,823
| New | +$186K |
2014 Q4
0 quarters
|
|
|
AVTA
423
DELISTED
Avantax, Inc. Common Stock
AVTA
| $194K | 0.06% |
+14,031
| New | +$206K |
2014 Q4
0 quarters
|
|
424
DELISTED
Skechers
SKX
| $193K | 0.06% |
10,494
-42,240
| -80% | -$789K |
2014 Q3
1 quarter
|
|
425
RenaissanceRe
RNR
$14.4B
| $192K | 0.06% |
+1,981
| New | +$197K |
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.