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 | |
|---|---|---|---|---|---|---|---|
726
M&T Bank
MTB
$31.6B
| $77K | 0.02% |
618
-6,013
| -91% | -$738K |
2014 Q3
1 quarter
|
|
727
Ross Stores
ROST
$77.1B
| $77K | 0.02% |
+1,650
| New | +$69.7K |
2014 Q4
0 quarters
|
|
728
SunCoke Energy
SXC
$906M
| $77K | 0.02% |
3,997
-10,146
| -72% | -$213K |
2013 Q4
4 quarters
|
|
|
STAY
729
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
| $77K | 0.02% |
4,014
-8,293
| -67% | -$168K |
2014 Q1
3 quarters
|
|
|
IMPV
730
DELISTED
Imperva, Inc.
IMPV
| $77K | 0.02% |
+1,577
| New | +$63.1K |
2014 Q4
0 quarters
|
|
|
JOY
731
DELISTED
Joy Global Inc
JOY
| $77K | 0.02% |
1,666
-5,261
| -76% | -$269K |
2014 Q3
1 quarter
|
|
|
HSP
732
DELISTED
HOSPIRA INC
HSP
| $77K | 0.02% |
+1,269
| New | +$71.6K |
2014 Q4
0 quarters
|
|
733
Iridium Communications
IRDM
$5.01B
| $76K | 0.02% |
+7,799
| New | +$73K |
2014 Q4
0 quarters
|
|
734
Pembina Pipeline
PBA
$29B
| $76K | 0.02% |
2,095
-4,282
| -67% | -$162K |
2014 Q2
2 quarters
|
|
|
VSLR
735
DELISTED
VIVINT SOLAR, INC.
VSLR
| $76K | 0.02% |
+8,268
| New | +$94.3K |
2014 Q4
0 quarters
|
|
|
JASO
736
DELISTED
JA Solar Holdings, Co., Ltd
JASO
| $76K | 0.02% |
9,384
-59,848
| -86% | -$498K |
2013 Q3
5 quarters
|
|
737
Apollo Global Management
APO
$72.6B
| $75K | 0.02% |
+3,199
| New | +$73.8K |
2014 Q4
0 quarters
|
|
738
AZZ Inc
AZZ
$3.96B
| $75K | 0.02% |
+1,600
| New | +$72.1K |
2014 Q4
0 quarters
|
|
739
InterContinental Hotels
IHG
$26.4B
| $75K | 0.02% |
+1,432
| New | +$73.1K |
2014 Q4
0 quarters
|
|
|
NSR
740
DELISTED
Neustar Inc
NSR
| $74K | 0.02% |
2,693
-20,483
| -88% | -$538K |
2013 Q3
5 quarters
|
|
|
CNW
741
DELISTED
CON-WAY INC.
CNW
| $74K | 0.02% |
1,514
-25,368
| -94% | -$1.17M |
2014 Q3
1 quarter
|
|
742
Weibo
WB
$1.54B
| $73K | 0.02% |
5,150
-25,729
| -83% | -$448K |
2014 Q3
1 quarter
|
|
|
INSY
743
DELISTED
Insys Therapeutics, Inc.
INSY
| $73K | 0.02% |
+3,502
| New | +$69.2K |
2014 Q4
0 quarters
|
|
744
DELISTED
Media General, Inc
MEG
| $73K | 0.02% |
4,380
-11,082
| -72% | -$166K |
2014 Q2
2 quarters
|
|
|
IM
745
DELISTED
Ingram Micro
IM
| $73K | 0.02% |
2,647
-23,305
| -90% | -$614K |
2014 Q1
3 quarters
|
|
746
Blackstone Mortgage Trust
BXMT
$1.83B
| $72K | 0.02% |
+2,492
| New | +$70.3K |
2014 Q4
0 quarters
|
|
747
Copa Holdings
CPA
$6.08B
| $72K | 0.02% |
+701
| New | +$74.6K |
2014 Q4
0 quarters
|
|
748
Cirrus Logic
CRUS
$6.07B
| $72K | 0.02% |
3,061
-31,868
| -91% | -$642K |
2014 Q3
1 quarter
|
|
749
Bio-Techne
TECH
$11.4B
| $72K | 0.02% |
+3,140
| New | +$71.9K |
2014 Q4
0 quarters
|
|
|
ACC
750
DELISTED
American Campus Communities, Inc.
ACC
| $72K | 0.02% |
1,745
-1,680
| -49% | -$66.1K |
2014 Q3
1 quarter
|
|
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.