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 | |
|---|---|---|---|---|---|---|---|
626
Glacier Bancorp
GBCI
$6.31B
| $106K | 0.03% |
3,834
-4,069
| -51% | -$110K |
2014 Q3
1 quarter
|
|
627
Sasol
SSL
$9.04B
| $106K | 0.03% |
+2,807
| New | +$127K |
2014 Q4
0 quarters
|
|
628
Innovex International
INVX
$1.75B
| $106K | 0.03% |
+1,392
| New | +$116K |
2014 Q4
0 quarters
|
|
|
UPL
629
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
| $106K | 0.03% |
8,069
+7,498
| +1,313% | +$151K |
2014 Q1
3 quarters
|
|
630
News Corp Class B
NWS
$16.1B
| $105K | 0.03% |
+6,986
| New | +$105K |
2014 Q4
0 quarters
|
|
631
Semtech
SMTC
$10.7B
| $105K | 0.03% |
+3,819
| New | +$97.6K |
2014 Q4
0 quarters
|
|
|
BEL
632
DELISTED
Belmond Ltd.
BEL
| $105K | 0.03% |
+8,500
| New | +$96.9K |
2014 Q4
0 quarters
|
|
|
CUDA
633
DELISTED
Barracuda Networks, Inc.
CUDA
| $105K | 0.03% |
+2,933
| New | +$96.6K |
2014 Q4
0 quarters
|
|
634
CVR Energy
CVI
$4.53B
| $104K | 0.03% |
+2,696
| New | +$119K |
2014 Q4
0 quarters
|
|
635
Veeco
VECO
$2.41B
| $104K | 0.03% |
+2,990
| New | +$105K |
2014 Q4
0 quarters
|
|
|
AHL
636
DELISTED
ASPEN Insurance Holding Limited
AHL
| $104K | 0.03% |
2,391
+1,288
| +117% | +$55.9K |
2014 Q3
1 quarter
|
|
|
TERP
637
DELISTED
TerraForm Power, Inc
TERP
| $104K | 0.03% |
+3,371
| New | +$95.9K |
2014 Q4
0 quarters
|
|
638
DELISTED
HORSEHEAD HLDG CORP COM STK (DE)
ZINC
| $104K | 0.03% |
6,579
-6,294
| -49% | -$96.8K |
2014 Q3
1 quarter
|
|
639
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
| $104K | 0.03% |
2,778
-2,519
| -48% | -$89.6K |
2014 Q2
2 quarters
|
|
640
TG Therapeutics
TGTX
$9.9B
| $103K | 0.03% |
+6,548
| New | +$85.3K |
2014 Q4
0 quarters
|
|
641
Timken Company
TKR
$7.61B
| $103K | 0.03% |
2,425
-33,069
| -93% | -$1.39M |
2014 Q3
1 quarter
|
|
642
Somnigroup International
SGI
$14.3B
| $103K | 0.03% |
7,532
-75,276
| -91% | -$1.03M |
2014 Q3
1 quarter
|
|
643
Howard Hughes
HHH
$5.02B
| $102K | 0.03% |
826
-1,611
| -66% | -$215K |
2013 Q4
4 quarters
|
|
644
Grand Canyon Education
LOPE
$3.02B
| $101K | 0.03% |
2,172
-2,875
| -57% | -$128K |
2014 Q3
1 quarter
|
|
645
Sonoco
SON
$4.94B
| $101K | 0.03% |
+2,312
| New | +$95.6K |
2014 Q4
0 quarters
|
|
646
Telephone and Data Systems
TDS
$3.49B
| $101K | 0.03% |
4,039
-9,267
| -70% | -$228K |
2014 Q3
1 quarter
|
|
647
Ternium
TX
$9.9B
| $101K | 0.03% |
+5,734
| New | +$115K |
2014 Q4
0 quarters
|
|
648
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $101K | 0.03% |
1,785
-1,982
| -53% | -$107K |
2013 Q3
5 quarters
|
|
649
DELISTED
G&K Services Inc
GK
| $101K | 0.03% |
1,430
-1,512
| -51% | -$95.9K |
2014 Q2
2 quarters
|
|
|
DMND
650
DELISTED
DIAMOND FOODS, INC.
DMND
| $101K | 0.03% |
+3,600
| New | +$104K |
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.