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 | |
|---|---|---|---|---|---|---|---|
851
First Industrial Realty Trust
FR
$7.33B
| $44K | 0.01% |
2,187
-16,823
| -88% | -$324K |
2014 Q2
2 quarters
|
|
852
MannKind Corp
MNKD
$1.35B
| $44K | 0.01% |
1,700
-3,178
| -65% | -$89.7K |
2014 Q2
2 quarters
|
|
|
WAIR
853
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
| $44K | 0.01% |
3,153
-5,150
| -62% | -$81.7K |
2014 Q1
3 quarters
|
|
854
DELISTED
Diamond Offshore Drilling
DO
| $44K | 0.01% |
1,200
-12,349
| -91% | -$442K |
2014 Q2
2 quarters
|
|
855
Herbalife
HLF
$1.63B
| $43K | 0.01% |
2,302
-22,978
| -91% | -$492K |
2013 Q2
6 quarters
|
|
856
EchoStar
ECHO
$29.7B
| $43K | 0.01% |
1,016
-654
| -39% | -$26K |
2013 Q4
4 quarters
|
|
|
RTN
857
DELISTED
Raytheon Company
RTN
| $43K | 0.01% |
+405
| New | +$41.8K |
2014 Q4
0 quarters
|
|
858
Ashford Hospitality Trust
AHT
$15.7M
| $42K | 0.01% |
4
-23
| -85% | -$232K |
2014 Q1
3 quarters
|
|
859
Helen of Troy
HELE
$888M
| $42K | 0.01% |
+647
| New | +$39.8K |
2014 Q4
0 quarters
|
|
860
Vince Holding Corp
VNCE
$176M
| $42K | 0.01% |
161
-469
| -74% | -$149K |
2014 Q2
2 quarters
|
|
861
DELISTED
TruBridge
TBRG
| $42K | 0.01% |
700
+300
| +75% | +$18.2K |
2014 Q3
1 quarter
|
|
|
TCF
862
DELISTED
TCF Financial Corporation
TCF
| $42K | 0.01% |
2,706
-54,293
| -95% | -$835K |
2013 Q2
6 quarters
|
|
863
Liberty Global Class C
LBTYK
$3.47B
| $41K | 0.01% |
+1,069
| New | +$39K |
2014 Q4
0 quarters
|
|
864
Primerica
PRI
$8.97B
| $41K | 0.01% |
+762
| New | +$38.8K |
2014 Q4
0 quarters
|
|
865
VNET Group
VNET
$995M
| $41K | 0.01% |
2,708
-33,941
| -93% | -$626K |
2014 Q3
1 quarter
|
|
|
ELGX
866
DELISTED
Endologix Inc
ELGX
| $41K | 0.01% |
+271
| New | +$33.8K |
2014 Q4
0 quarters
|
|
|
DNY
867
DELISTED
DONNELLEY R R & SONS CO
DNY
| $41K | 0.01% |
+2,455
| New | +$41K |
2014 Q4
0 quarters
|
|
|
CLC
868
DELISTED
Clarcor
CLC
| $40K | 0.01% |
605
-2,703
| -82% | -$175K |
2013 Q4
4 quarters
|
|
|
BEE
869
DELISTED
STRATEGIC HOTELS & RESORTS, INC
BEE
| $40K | 0.01% |
+3,084
| New | +$38.9K |
2014 Q4
0 quarters
|
|
870
Logitech
LOGI
$14.2B
| $39K | 0.01% |
2,908
-7,286
| -71% | -$100K |
2014 Q2
2 quarters
|
|
871
Red Robin
RRGB
$170M
| $39K | 0.01% |
513
-1,343
| -72% | -$85.3K |
2013 Q4
4 quarters
|
|
|
XLRN
872
DELISTED
Acceleron Pharma
XLRN
| $39K | 0.01% |
+1,024
| New | +$35.7K |
2014 Q4
0 quarters
|
|
|
ZOES
873
DELISTED
Zoe's Kitchen, Inc.
ZOES
| $39K | 0.01% |
+1,330
| New | +$43.1K |
2014 Q4
0 quarters
|
|
|
AUO
874
DELISTED
AU Optronics Corp
AUO
| $39K | 0.01% |
+7,800
| New | +$35.6K |
2014 Q4
0 quarters
|
|
875
Dine Brands
DIN
$457M
| $38K | 0.01% |
369
-4,933
| -93% | -$456K |
2014 Q1
3 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.