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 | |
|---|---|---|---|---|---|---|---|
526
Gartner
IT
$12.1B
| $142K | 0.05% |
+1,697
| New | +$138K |
2014 Q4
0 quarters
|
|
527
JetBlue
JBLU
$1.48B
| $142K | 0.05% |
+9,010
| New | +$117K |
2014 Q4
0 quarters
|
|
528
SEI Investments
SEIC
$13B
| $142K | 0.05% |
3,570
-22,061
| -86% | -$845K |
2013 Q2
6 quarters
|
|
|
CS
529
DELISTED
Credit Suisse Group
CS
| $142K | 0.05% |
+5,678
| New | +$149K |
2014 Q4
0 quarters
|
|
|
BSMX
530
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
| $142K | 0.05% |
+13,800
| New | +$162K |
2014 Q4
0 quarters
|
|
531
Autodesk
ADSK
$54.2B
| $141K | 0.05% |
+2,355
| New | +$136K |
2014 Q4
0 quarters
|
|
532
Plains GP Holdings
PAGP
$5.13B
| $141K | 0.05% |
+2,075
| New | +$147K |
2014 Q4
0 quarters
|
|
|
PHH
533
DELISTED
PHH Corporation
PHH
| $141K | 0.05% |
+5,913
| New | +$137K |
2014 Q4
0 quarters
|
|
|
SLH
534
DELISTED
SOLERA HOLDINGS, INC. COM
SLH
| $141K | 0.05% |
2,767
+406
| +17% | +$21.3K |
2013 Q4
4 quarters
|
|
535
Neighborhood Intelligence Inc
NXH
$145M
| $139K | 0.04% |
+6,960
| New | +$129K |
2014 Q4
0 quarters
|
|
536
Prospect Capital
PSEC
$791M
| $139K | 0.04% |
16,847
-51,767
| -75% | -$477K |
2014 Q2
2 quarters
|
|
537
Worthington Enterprises
WOR
$2.85B
| $139K | 0.04% |
+7,511
| New | +$166K |
2014 Q4
0 quarters
|
|
|
UNT
538
DELISTED
UNIT Corporation
UNT
| $139K | 0.04% |
4,079
-8,455
| -67% | -$366K |
2014 Q2
2 quarters
|
|
539
CoreCivic
CXW
$2.79B
| $138K | 0.04% |
3,824
-15,982
| -81% | -$575K |
2013 Q4
4 quarters
|
|
540
Icahn Enterprises
IEP
$3.82B
| $138K | 0.04% |
+1,494
| New | +$151K |
2014 Q4
0 quarters
|
|
541
CarMax
KMX
$7.64B
| $138K | 0.04% |
2,087
-27,699
| -93% | -$1.54M |
2014 Q3
1 quarter
|
|
542
Tenaris
TS
$30.6B
| $138K | 0.04% |
+4,581
| New | +$164K |
2014 Q4
0 quarters
|
|
543
DELISTED
PARTNERRE LTD
PRE
| $138K | 0.04% |
1,210
-446
| -27% | -$50.8K |
2014 Q1
3 quarters
|
|
|
MDVN
544
DELISTED
MEDIVATION, INC.
MDVN
| $138K | 0.04% |
2,772
-3,598
| -56% | -$187K |
2014 Q1
3 quarters
|
|
545
Trueblue
TBI
$381M
| $137K | 0.04% |
+6,167
| New | +$146K |
2014 Q4
0 quarters
|
|
546
Armstrong World Industries
AWI
$7.41B
| $136K | 0.04% |
2,672
-445
| -14% | -$22K |
2014 Q3
1 quarter
|
|
547
Compañía de Minas Buenaventura
BVN
$6.47B
| $136K | 0.04% |
+14,238
| New | +$144K |
2014 Q4
0 quarters
|
|
548
Summit Hotel Properties
INN
$783M
| $136K | 0.04% |
+10,970
| New | +$127K |
2014 Q4
0 quarters
|
|
|
XLNX
549
DELISTED
Xilinx Inc
XLNX
| $136K | 0.04% |
+3,156
| New | +$137K |
2014 Q4
0 quarters
|
|
|
AMAG
550
DELISTED
AMAG Pharmaceuticals
AMAG
| $136K | 0.04% |
3,206
+2,911
| +987% | +$105K |
2014 Q2
2 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.