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 | |
|---|---|---|---|---|---|---|---|
751
American Tower
AMT
$88.2B
| $70K | 0.02% |
718
-34,847
| -98% | -$3.42M |
2014 Q3
1 quarter
|
|
752
Pilgrim's Pride
PPC
$6.72B
| $70K | 0.02% |
+2,152
| New | +$68.1K |
2014 Q4
0 quarters
|
|
|
SJI
753
DELISTED
South Jersey Industries, Inc.
SJI
| $70K | 0.02% |
2,408
-5,658
| -70% | -$162K |
2013 Q4
4 quarters
|
|
|
LNCO
754
DELISTED
LINNCO LLC COM SHS REPSTG LTD LIABILITY
LNCO
| $70K | 0.02% |
6,782
+1,717
| +34% | +$33K |
2014 Q2
2 quarters
|
|
755
DELISTED
Cadence Bank
CADE
| $69K | 0.02% |
3,083
-9,905
| -76% | -$215K |
2014 Q3
1 quarter
|
|
756
Liberty Global Class A
LBTYA
$3.54B
| $69K | 0.02% |
+1,668
| New | +$64K |
2014 Q4
0 quarters
|
|
757
Matrix Service
MTRX
$259M
| $69K | 0.02% |
+3,105
| New | +$69.8K |
2014 Q4
0 quarters
|
|
758
Valero Energy
VLO
$101B
| $69K | 0.02% |
1,410
-82,240
| -98% | -$3.98M |
2014 Q2
2 quarters
|
|
|
TOO
759
DELISTED
Teekay Offshore Partners L.P.
TOO
| $69K | 0.02% |
+2,606
| New | +$71.9K |
2014 Q4
0 quarters
|
|
|
KITE
760
DELISTED
Kite Pharma, Inc.
KITE
| $69K | 0.02% |
+1,199
| New | +$50.5K |
2014 Q4
0 quarters
|
|
|
ALJ
761
DELISTED
Alon USA Energy Inc
ALJ
| $69K | 0.02% |
+5,487
| New | +$78.9K |
2014 Q4
0 quarters
|
|
762
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $69K | 0.02% |
1,400
-66,019
| -98% | -$3.65M |
2014 Q2
2 quarters
|
|
763
Boise Cascade
BCC
$2.42B
| $68K | 0.02% |
1,833
-4,590
| -71% | -$158K |
2014 Q3
1 quarter
|
|
764
New Oriental
EDU
$8.18B
| $68K | 0.02% |
+3,369
| New | +$73.1K |
2014 Q4
0 quarters
|
|
|
DGI
765
DELISTED
DigitalGlobe Inc.
DGI
| $68K | 0.02% |
2,205
-9,001
| -80% | -$253K |
2014 Q2
2 quarters
|
|
766
Alto Ingredients
ALTO
$298M
| $67K | 0.02% |
+6,555
| New | +$80K |
2014 Q4
0 quarters
|
|
767
MacroGenics
MGNX
$148M
| $67K | 0.02% |
+1,930
| New | +$48.1K |
2014 Q4
0 quarters
|
|
|
SLXP
768
DELISTED
SALIX PHARMACEUTICALS LTD DEL
SLXP
| $67K | 0.02% |
+584
| New | +$70.7K |
2014 Q4
0 quarters
|
|
769
Steris
STE
$24.9B
| $66K | 0.02% |
+1,025
| New | +$63.3K |
2014 Q4
0 quarters
|
|
|
HW
770
DELISTED
Headwaters Inc
HW
| $66K | 0.02% |
+4,467
| New | +$58.3K |
2014 Q4
0 quarters
|
|
771
Evercore
EVR
$11.3B
| $65K | 0.02% |
1,247
+1,240
| +17,714% | +$62.1K |
2014 Q1
3 quarters
|
|
772
TAL Education Group
TAL
$5.59B
| $65K | 0.02% |
13,950
+12,642
| +967% | +$66.3K |
2014 Q3
1 quarter
|
|
|
CONE
773
DELISTED
CyrusOne Inc Common Stock
CONE
| $65K | 0.02% |
2,362
-331
| -12% | -$8.69K |
2014 Q2
2 quarters
|
|
774
Himax Technologies
HIMX
$1.59B
| $64K | 0.02% |
8,036
+3,434
| +75% | +$27.1K |
2014 Q1
3 quarters
|
|
775
Pegasystems
PEGA
$5.14B
| $64K | 0.02% |
6,200
+4,800
| +343% | +$49.2K |
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.