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 | |
|---|---|---|---|---|---|---|---|
551
3D Systems Corp
DDD
$286M
| $135K | 0.04% |
4,119
-17,264
| -81% | -$623K |
2014 Q1
3 quarters
|
|
552
Vivmark Residential
VMRK
$49.9B
| $135K | 0.04% |
1,891
-1,053
| -36% | -$72.9K |
2014 Q3
1 quarter
|
|
553
Innoviva
INVA
$1.34B
| $135K | 0.04% |
9,596
-12,620
| -57% | -$190K |
2014 Q1
3 quarters
|
|
554
NorthWestern Energy
NWE
$5.24B
| $135K | 0.04% |
2,399
-1,715
| -42% | -$89.5K |
2013 Q4
4 quarters
|
|
555
Valmont Industries
VMI
$8.17B
| $135K | 0.04% |
+1,066
| New | +$142K |
2014 Q4
0 quarters
|
|
|
VRE
556
DELISTED
Veris Residential
VRE
| $135K | 0.04% |
+7,125
| New | +$136K |
2014 Q4
0 quarters
|
|
557
Coca-Cola Europacific Partners
CCEP
$51.8B
| $133K | 0.04% |
+3,016
| New | +$130K |
2014 Q4
0 quarters
|
|
558
Bankunited
BKU
$3.11B
| $132K | 0.04% |
4,575
+1,933
| +73% | +$57.1K |
2014 Q2
2 quarters
|
|
559
GoPro
GPRO
$130M
| $132K | 0.04% |
2,100
-1,987
| -49% | -$146K |
2014 Q3
1 quarter
|
|
|
BOBE
560
DELISTED
Bob Evans Farms, Inc.
BOBE
| $132K | 0.04% |
+2,597
| New | +$131K |
2014 Q4
0 quarters
|
|
561
Acacia Research
ACTG
$403M
| $131K | 0.04% |
7,752
-8,018
| -51% | -$139K |
2014 Q2
2 quarters
|
|
|
SCTY
562
DELISTED
SolarCity Corporation
SCTY
| $131K | 0.04% |
2,464
-1,269
| -34% | -$68.1K |
2013 Q3
5 quarters
|
|
563
Live Nation Entertainment
LYV
$42.5B
| $129K | 0.04% |
+4,975
| New | +$125K |
2014 Q4
0 quarters
|
|
564
Owens Corning
OC
$9.4B
| $129K | 0.04% |
3,616
-9,857
| -73% | -$328K |
2014 Q2
2 quarters
|
|
565
DELISTED
Tupperware Brands Corporation
TUP
| $129K | 0.04% |
2,055
+1,234
| +150% | +$80.6K |
2014 Q3
1 quarter
|
|
|
QUNR
566
DELISTED
Qunar Cayman Islands Limited
QUNR
| $129K | 0.04% |
4,569
+1,452
| +47% | +$38.6K |
2014 Q2
2 quarters
|
|
567
DELISTED
Six Flags Entertainment Corp.
SIX
| $128K | 0.04% |
2,972
-29,159
| -91% | -$1.15M |
2014 Q3
1 quarter
|
|
568
AutoNation
AN
$5.95B
| $127K | 0.04% |
+2,105
| New | +$118K |
2014 Q4
0 quarters
|
|
569
Leidos
LDOS
$16B
| $127K | 0.04% |
+2,924
| New | +$114K |
2014 Q4
0 quarters
|
|
|
HMSY
570
DELISTED
HMS Holdings Corp.
HMSY
| $127K | 0.04% |
6,051
-50,133
| -89% | -$1.05M |
2014 Q3
1 quarter
|
|
|
PPS
571
DELISTED
Post Properties
PPS
| $127K | 0.04% |
+2,166
| New | +$122K |
2014 Q4
0 quarters
|
|
572
Kilroy Realty
KRC
$4.2B
| $126K | 0.04% |
+1,837
| New | +$122K |
2014 Q4
0 quarters
|
|
573
Open Text
OTEX
$6B
| $126K | 0.04% |
+4,358
| New | +$124K |
2014 Q4
0 quarters
|
|
574
DELISTED
MRC Global
MRC
| $125K | 0.04% |
+8,297
| New | +$161K |
2014 Q4
0 quarters
|
|
575
DELISTED
LINN ENERGY LLC COM UTS REP LTD LIABILITY CO INTS
LINE
| $124K | 0.04% |
12,248
+5,226
| +74% | +$108K |
2013 Q4
4 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.