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 | |
|---|---|---|---|---|---|---|---|
701
Cathay General Bancorp
CATY
$4.32B
| $86K | 0.03% |
+3,375
| New | +$85.6K |
2014 Q4
0 quarters
|
|
702
Pebblebrook Hotel Trust
PEB
$2.46B
| $86K | 0.03% |
1,896
-3,588
| -65% | -$150K |
2014 Q3
1 quarter
|
|
|
PTLA
703
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
| $86K | 0.03% |
3,039
-4,017
| -57% | -$112K |
2014 Q2
2 quarters
|
|
|
AXLL
704
DELISTED
AXIALL CORP COM STK (DE)
AXLL
| $86K | 0.03% |
+2,041
| New | +$83.1K |
2014 Q4
0 quarters
|
|
705
Clearway Energy Class C
CWEN
$4.16B
| $85K | 0.03% |
+3,630
| New | +$84.3K |
2014 Q4
0 quarters
|
|
706
G-III Apparel Group
GIII
$1.37B
| $85K | 0.03% |
+1,686
| New | +$72.4K |
2014 Q4
0 quarters
|
|
|
LTXB
707
DELISTED
LegacyTexas Financial Group Inc
LTXB
| $85K | 0.03% |
+3,600
| New | +$89.2K |
2014 Q4
0 quarters
|
|
708
DELISTED
Webster Financial
WBS
| $84K | 0.03% |
+2,609
| New | +$80.7K |
2014 Q4
0 quarters
|
|
709
Zillow
ZG
$6.71B
| $83K | 0.03% |
2,352
-93,222
| -98% | -$3.42M |
2014 Q1
3 quarters
|
|
710
AutoZone
AZO
$52.1B
| $82K | 0.03% |
134
-151
| -53% | -$85.1K |
2014 Q2
2 quarters
|
|
711
Arrow Electronics
ARW
$10B
| $81K | 0.03% |
1,415
-24,813
| -95% | -$1.38M |
2014 Q2
2 quarters
|
|
|
ASNA
712
DELISTED
Ascena Retail Group, Inc.
ASNA
| $81K | 0.03% |
323
-554
| -63% | -$137K |
2014 Q2
2 quarters
|
|
713
Empire State Realty Trust
ESRT
$828M
| $80K | 0.03% |
+4,585
| New | +$74.7K |
2014 Q4
0 quarters
|
|
714
FerroAtlántica
GSM
$536M
| $80K | 0.03% |
+4,672
| New | +$81K |
2014 Q4
0 quarters
|
|
715
Pan American Silver
PAAS
$16.2B
| $80K | 0.03% |
+8,772
| New | +$87.5K |
2014 Q4
0 quarters
|
|
716
Primoris Services
PRIM
$3.79B
| $80K | 0.03% |
+3,455
| New | +$86.4K |
2014 Q4
0 quarters
|
|
|
MLNX
717
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $79K | 0.03% |
+1,871
| New | +$81.2K |
2014 Q4
0 quarters
|
|
718
Barings BDC
BBDC
$918M
| $78K | 0.03% |
+3,847
| New | +$87.2K |
2014 Q4
0 quarters
|
|
719
FirstCash
FCFS
$7.89B
| $78K | 0.03% |
+1,405
| New | +$79.6K |
2014 Q4
0 quarters
|
|
720
MBIA
MBI
$241M
| $78K | 0.03% |
8,225
-87,540
| -91% | -$845K |
2014 Q1
3 quarters
|
|
721
MFA Financial
MFA
$590M
| $78K | 0.03% |
+2,461
| New | +$81.1K |
2014 Q4
0 quarters
|
|
722
DELISTED
Telefonica
TEF
| $78K | 0.03% |
+7,338
| New | +$82.2K |
2014 Q4
0 quarters
|
|
|
HTS
723
DELISTED
HATTERAS FINANCIAL CORP
HTS
| $78K | 0.03% |
4,255
-31,823
| -88% | -$601K |
2014 Q2
2 quarters
|
|
724
Eldorado Gold
EGO
$8.74B
| $77K | 0.02% |
+2,552
| New | +$82.7K |
2014 Q4
0 quarters
|
|
725
Ethan Allen Interiors
ETD
$463M
| $77K | 0.02% |
2,500
-5,655
| -69% | -$158K |
2013 Q4
4 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.