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 | |
|---|---|---|---|---|---|---|---|
|
NAV
676
DELISTED
Navistar International
NAV
| $93K | 0.03% |
2,799
-8,838
| -76% | -$305K |
2014 Q2
2 quarters
|
|
677
Octave Specialty Group
OSG
$238M
| $92K | 0.03% |
3,789
+450
| +13% | +$10.5K |
2014 Q3
1 quarter
|
|
678
Duke Energy
DUK
$100B
| $92K | 0.03% |
+1,105
| New | +$89.1K |
2014 Q4
0 quarters
|
|
679
Old Republic International
ORI
$9.6B
| $92K | 0.03% |
6,351
-55,945
| -90% | -$817K |
2014 Q2
2 quarters
|
|
680
Amkor Technology
AMKR
$9.44B
| $91K | 0.03% |
12,818
-53,834
| -81% | -$373K |
2014 Q2
2 quarters
|
|
681
Gentherm
THRM
$1.61B
| $91K | 0.03% |
+2,489
| New | +$97.3K |
2014 Q4
0 quarters
|
|
|
ZEN
682
DELISTED
ZENDESK INC
ZEN
| $91K | 0.03% |
+3,751
| New | +$88.2K |
2014 Q4
0 quarters
|
|
|
BKS
683
DELISTED
Barnes & Noble
BKS
| $91K | 0.03% |
6,014
+5,150
| +596% | +$73.1K |
2014 Q3
1 quarter
|
|
|
TFCF
684
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
| $91K | 0.03% |
2,480
+795
| +47% | +$27.1K |
2013 Q4
4 quarters
|
|
|
RKUS
685
DELISTED
RUCKUS WIRELESS INC COM STK (DE)
RKUS
| $91K | 0.03% |
+7,640
| New | +$92.4K |
2014 Q4
0 quarters
|
|
686
DXP Enterprises
DXPE
$2.4B
| $90K | 0.03% |
+1,788
| New | +$107K |
2014 Q4
0 quarters
|
|
687
Grifois
GRFS
$6.02B
| $90K | 0.03% |
+5,302
| New | +$91.3K |
2014 Q4
0 quarters
|
|
688
Telefônica Brasil
VIV
$19.6B
| $90K | 0.03% |
+5,143
| New | +$98K |
2014 Q4
0 quarters
|
|
689
eBay
EBAY
$53.9B
| $89K | 0.03% |
3,775
-135,299
| -97% | -$3.07M |
2014 Q3
1 quarter
|
|
690
NETSCOUT
NTCT
$2.38B
| $89K | 0.03% |
+2,438
| New | +$91.9K |
2014 Q4
0 quarters
|
|
691
STAG Industrial
STAG
$7.16B
| $89K | 0.03% |
3,654
-4,009
| -52% | -$94.6K |
2014 Q3
1 quarter
|
|
|
ACHN
692
DELISTED
Achillion Pharmaceuticals
ACHN
| $89K | 0.03% |
7,336
-32,295
| -81% | -$394K |
2014 Q3
1 quarter
|
|
|
CIE
693
DELISTED
Cobalt International Energy, Inc
CIE
| $89K | 0.03% |
670
-2,986
| -82% | -$455K |
2014 Q2
2 quarters
|
|
|
TLGT
694
DELISTED
Teligent, Inc
TLGT
| $88K | 0.03% |
+1,005
| New | +$94.2K |
2014 Q4
0 quarters
|
|
695
Highwoods Properties
HIW
$3.44B
| $87K | 0.03% |
1,978
-5,428
| -73% | -$230K |
2014 Q2
2 quarters
|
|
696
Onity Group
ONIT
$236M
| $87K | 0.03% |
387
+143
| +59% | +$46.6K |
2014 Q3
1 quarter
|
|
|
CLNY
697
DELISTED
Colony Capital, Inc.
CLNY
| $87K | 0.03% |
+3,655
| New | +$85.1K |
2014 Q4
0 quarters
|
|
698
DELISTED
DEALERTRACK TECHNOLOGIES, INC. COM STK
TRAK
| $87K | 0.03% |
1,972
-10,660
| -84% | -$475K |
2014 Q3
1 quarter
|
|
699
DELISTED
Caesars Entertainment Corporation
CZR
| $87K | 0.03% |
+5,600
| New | +$74.9K |
2014 Q4
0 quarters
|
|
700
Casey's General Stores
CASY
$26.4B
| $86K | 0.03% |
+956
| New | +$78.3K |
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.