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 | |
|---|---|---|---|---|---|---|---|
776
Philips
PHG
$29.5B
| $64K | 0.02% |
+3,186
| New | +$63.5K |
2014 Q4
0 quarters
|
|
777
DELISTED
TOWERS WATSON & CO COM STK CL A (DE)
TW
| $64K | 0.02% |
568
-11,144
| -95% | -$1.23M |
2014 Q2
2 quarters
|
|
778
Popular Inc
BPOP
$10B
| $63K | 0.02% |
1,872
-30,471
| -94% | -$955K |
2014 Q3
1 quarter
|
|
|
EVHC
779
DELISTED
Envision Healthcare Holdings Inc
EVHC
| $63K | 0.02% |
+609
| New | +$62.7K |
2014 Q4
0 quarters
|
|
780
DELISTED
Nimble Storage, Inc.
NMBL
| $63K | 0.02% |
+2,306
| New | +$61.3K |
2014 Q4
0 quarters
|
|
781
Enpro
NPO
$5.99B
| $62K | 0.02% |
989
-3,757
| -79% | -$237K |
2014 Q1
3 quarters
|
|
782
Redwood Trust
RWT
$345M
| $62K | 0.02% |
3,188
-11,837
| -79% | -$222K |
2013 Q4
4 quarters
|
|
783
DELISTED
Radius Health, Inc.
RDUS
| $62K | 0.02% |
+1,599
| New | +$37.9K |
2014 Q4
0 quarters
|
|
|
DFT
784
DELISTED
DuPont Fabros Technology Inc.
DFT
| $62K | 0.02% |
1,892
-16,854
| -90% | -$523K |
2013 Q4
4 quarters
|
|
785
BGC Group
BGC
$5.29B
| $61K | 0.02% |
+10,434
| New | +$56K |
2014 Q4
0 quarters
|
|
786
Manhattan Associates
MANH
$15B
| $61K | 0.02% |
+1,507
| New | +$57.6K |
2014 Q4
0 quarters
|
|
|
TIVO
787
DELISTED
Tivo Inc
TIVO
| $61K | 0.02% |
2,704
-17,422
| -87% | -$367K |
2014 Q3
1 quarter
|
|
|
OAK
788
DELISTED
OAKTREE CAPITAL GROUP, LLC
OAK
| $61K | 0.02% |
+1,183
| New | +$57.1K |
2014 Q4
0 quarters
|
|
789
Dollar General
DG
$30.3B
| $60K | 0.02% |
854
-33,507
| -98% | -$2.18M |
2013 Q4
4 quarters
|
|
|
TWO
790
DELISTED
Two Harbors Investment
TWO
| $60K | 0.02% |
761
-732
| -49% | -$59.5K |
2014 Q2
2 quarters
|
|
|
ABCO
791
DELISTED
Advisory Board Co
ABCO
| $60K | 0.02% |
1,242
-235
| -16% | -$11.1K |
2014 Q2
2 quarters
|
|
792
APA Corp
APA
$15.7B
| $59K | 0.02% |
942
-2,379
| -72% | -$169K |
2013 Q3
5 quarters
|
|
793
DELISTED
Chimerix, Inc.
CMRX
| $59K | 0.02% |
+1,488
| New | +$50.4K |
2014 Q4
0 quarters
|
|
|
CLVS
794
DELISTED
Clovis Oncology, Inc.
CLVS
| $59K | 0.02% |
+1,070
| New | +$56.2K |
2014 Q4
0 quarters
|
|
|
CAA
795
DELISTED
CalAtlantic Group, Inc.
CAA
| $59K | 0.02% |
+1,637
| New | +$60.7K |
2014 Q4
0 quarters
|
|
|
PDLI
796
DELISTED
PDL BioPharma, Inc.
PDLI
| $59K | 0.02% |
7,760
-36,338
| -82% | -$288K |
2014 Q2
2 quarters
|
|
797
Brink's
BCO
$4.81B
| $58K | 0.02% |
2,391
-4,474
| -65% | -$100K |
2014 Q3
1 quarter
|
|
798
ManpowerGroup
MAN
$2.14B
| $58K | 0.02% |
864
-22,369
| -96% | -$1.49M |
2014 Q2
2 quarters
|
|
799
Spire
SR
$5.22B
| $57K | 0.02% |
1,072
+156
| +17% | +$7.85K |
2014 Q1
3 quarters
|
|
800
Dauch Corp
DCH
$1.1B
| $56K | 0.02% |
+2,501
| New | +$49.7K |
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.