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 | |
|---|---|---|---|---|---|---|---|
|
TSRO
601
DELISTED
TESARO, Inc.
TSRO
| $115K | 0.04% |
3,110
-2,754
| -47% | -$85K |
2014 Q3
1 quarter
|
|
602
Imperial Oil
IMO
$59.4B
| $114K | 0.04% |
+2,654
| New | +$121K |
2014 Q4
0 quarters
|
|
603
Matsons
MATX
$6.27B
| $114K | 0.04% |
3,324
+124
| +4% | +$3.8K |
2014 Q3
1 quarter
|
|
604
Mueller Water Products
MWA
$3.8B
| $113K | 0.04% |
+11,068
| New | +$105K |
2014 Q4
0 quarters
|
|
605
LendingTree
TREE
$514M
| $113K | 0.04% |
+2,346
| New | +$97.1K |
2014 Q4
0 quarters
|
|
606
Tutor Perini Cor
TPC
$5.33B
| $113K | 0.04% |
4,717
+1,636
| +53% | +$40.9K |
2013 Q4
4 quarters
|
|
|
FRGI
607
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
| $113K | 0.04% |
+1,865
| New | +$103K |
2014 Q4
0 quarters
|
|
|
AIRM
608
DELISTED
Air Methods Corp
AIRM
| $113K | 0.04% |
+2,577
| New | +$121K |
2014 Q4
0 quarters
|
|
|
SLAI
609
DELISTED
SOLAI Ltd ADS
SLAI
| $112K | 0.04% |
93
+59
| +174% | +$106K |
2014 Q3
1 quarter
|
|
610
Navigator Holdings
NVGS
$1.29B
| $112K | 0.04% |
5,330
-778
| -13% | -$17.1K |
2014 Q3
1 quarter
|
|
|
CPL
611
DELISTED
CPFL Energia S.A.
CPL
| $112K | 0.04% |
+8,743
| New | +$121K |
2014 Q4
0 quarters
|
|
612
Minerals Technologies
MTX
$1.95B
| $111K | 0.04% |
1,604
-3,078
| -66% | -$214K |
2014 Q3
1 quarter
|
|
613
Navios Maritime Partners
NMM
$2.54B
| $111K | 0.04% |
+733
| New | +$153K |
2014 Q4
0 quarters
|
|
614
Silicon Motion
SIMO
$6.07B
| $111K | 0.04% |
+4,702
| New | +$113K |
2014 Q4
0 quarters
|
|
|
TUMI
615
DELISTED
TUMI HLDGS INC COM
TUMI
| $111K | 0.04% |
4,682
-9,115
| -66% | -$193K |
2014 Q1
3 quarters
|
|
|
IPCM
616
DELISTED
IPC HEALTHCARE INC COM DTD
IPCM
| $111K | 0.04% |
+2,424
| New | +$106K |
2014 Q4
0 quarters
|
|
|
MJN
617
DELISTED
Mead Johnson Nutrition Company
MJN
| $110K | 0.04% |
+1,100
| New | +$110K |
2014 Q4
0 quarters
|
|
|
IBKC
618
DELISTED
IBERIABANK Corp
IBKC
| $109K | 0.03% |
1,694
-1,695
| -50% | -$110K |
2014 Q3
1 quarter
|
|
619
Alnylam Pharmaceuticals
ALNY
$21.6B
| $108K | 0.03% |
+1,119
| New | +$104K |
2014 Q4
0 quarters
|
|
620
Hasbro
HAS
$17.2B
| $108K | 0.03% |
+1,982
| New | +$112K |
2014 Q4
0 quarters
|
|
621
KB Home
KBH
$3.04B
| $107K | 0.03% |
6,470
-26,975
| -81% | -$434K |
2014 Q3
1 quarter
|
|
|
LTRPA
622
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
| $107K | 0.03% |
+3,983
| New | +$111K |
2014 Q4
0 quarters
|
|
|
HNGR
623
DELISTED
Hanger Inc.
HNGR
| $107K | 0.03% |
+4,893
| New | +$106K |
2014 Q4
0 quarters
|
|
624
DELISTED
CBL& Associates Properties, Inc.
CBL
| $107K | 0.03% |
+5,526
| New | +$104K |
2014 Q4
0 quarters
|
|
625
Genpact
G
$7.3B
| $106K | 0.03% |
+5,638
| New | +$99.3K |
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.