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 | |
|---|---|---|---|---|---|---|---|
|
SRCI
826
DELISTED
SRC Energy Inc
SRCI
| $51K | 0.02% |
+4,114
| New | +$46.6K |
2014 Q4
0 quarters
|
|
827
Ligand Pharmaceuticals
LGND
$6.34B
| $50K | 0.02% |
+1,521
| New | +$49.5K |
2014 Q4
0 quarters
|
|
828
Meritage Homes
MTH
$4.29B
| $50K | 0.02% |
2,816
-59,610
| -95% | -$1.09M |
2014 Q3
1 quarter
|
|
829
Veeva Systems
VEEV
$49.3B
| $50K | 0.02% |
1,913
-25,156
| -93% | -$708K |
2014 Q2
2 quarters
|
|
|
QIWI
830
DELISTED
QIWI PLC
QIWI
| $50K | 0.02% |
2,489
-5,482
| -69% | -$149K |
2014 Q2
2 quarters
|
|
831
Acadia Pharmaceuticals
ACAD
$3.17B
| $49K | 0.02% |
1,553
-5,718
| -79% | -$162K |
2014 Q1
3 quarters
|
|
832
American Eagle Outfitters
AEO
$3.61B
| $49K | 0.02% |
+3,537
| New | +$47.8K |
2014 Q4
0 quarters
|
|
833
Teleflex
TFX
$6.2B
| $49K | 0.02% |
434
-2,746
| -86% | -$311K |
2014 Q2
2 quarters
|
|
834
Tuniu
TOUR
$51.3M
| $49K | 0.02% |
+413
| New | +$62.5K |
2014 Q4
0 quarters
|
|
835
Tempest Therapeutics
TPST
$7.94M
| – | – |
0
| – | – |
2014 Q4
0 quarters
|
|
|
ININ
836
DELISTED
Interactive Intelligence Group, inc.
ININ
| $49K | 0.02% |
1,027
-3,411
| -77% | -$152K |
2014 Q2
2 quarters
|
|
837
UMB Financial
UMBF
$10.2B
| $48K | 0.02% |
+853
| New | +$48.1K |
2014 Q4
0 quarters
|
|
|
PTR
838
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
| $47K | 0.02% |
425
-299
| -41% | -$34.6K |
2014 Q2
2 quarters
|
|
|
EFII
839
DELISTED
Electronics for Imaging
EFII
| $47K | 0.02% |
+1,106
| New | +$48.4K |
2014 Q4
0 quarters
|
|
|
SGY
840
DELISTED
Stone Energy
SGY
| $47K | 0.02% |
+49
| New | +$58.8K |
2014 Q4
0 quarters
|
|
841
Natural Resource Partners
NRP
$1.64B
| $46K | 0.01% |
+502
| New | +$57.9K |
2014 Q4
0 quarters
|
|
842
Radian Group
RDN
$4.71B
| $46K | 0.01% |
+2,787
| New | +$44.9K |
2014 Q4
0 quarters
|
|
|
VMW
843
DELISTED
VMware, Inc
VMW
| $46K | 0.01% |
563
-46,409
| -99% | -$3.96M |
2014 Q2
2 quarters
|
|
|
IPHS
844
DELISTED
Innophos Holdings, Inc.
IPHS
| $46K | 0.01% |
793
-2,157
| -73% | -$121K |
2014 Q3
1 quarter
|
|
|
EEQ
845
DELISTED
Enbridge Energy Management Llc
EEQ
| $46K | 0.01% |
1,712
-4,089
| -70% | -$102K |
2014 Q3
1 quarter
|
|
|
ZU
846
DELISTED
ZULILY INC CLASS A COMMON STOCK
ZU
| $46K | 0.01% |
+2,002
| New | +$61.4K |
2014 Q4
0 quarters
|
|
|
SBNY
847
DELISTED
Signature Bank
SBNY
| $46K | 0.01% |
371
-3,274
| -90% | -$391K |
2013 Q4
4 quarters
|
|
848
Liberty Media Corporation Series C Common Stock
FWONK
$28.3B
| $45K | 0.01% |
+1,834
| New | +$45.1K |
2014 Q4
0 quarters
|
|
|
RDS.B
849
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
| $45K | 0.01% |
655
-1,412
| -68% | -$102K |
2014 Q3
1 quarter
|
|
|
ASPX
850
DELISTED
AUSPEX PHARMACEUTICALS INC COM STK (DE)
ASPX
| $45K | 0.01% |
+871
| New | +$25.6K |
2014 Q4
0 quarters
|
|
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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.