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 | |
|---|---|---|---|---|---|---|---|
801
DELISTED
bluebird bio
BLUE
| $56K | 0.02% |
+47
| New | +$31.4K |
2014 Q4
0 quarters
|
|
802
ScottsMiracle-Gro
SMG
$3.79B
| $56K | 0.02% |
+903
| New | +$53.7K |
2014 Q4
0 quarters
|
|
803
DELISTED
Eaton Vance Corp.
EV
| $56K | 0.02% |
+1,390
| New | +$54.6K |
2014 Q4
0 quarters
|
|
804
St. Joe Company
JOE
$4.06B
| $55K | 0.02% |
+3,000
| New | +$56.5K |
2014 Q4
0 quarters
|
|
805
Boston Beer
SAM
$2.22B
| $55K | 0.02% |
+192
| New | +$48.6K |
2014 Q4
0 quarters
|
|
806
W.P. Carey
WPC
$14.9B
| $55K | 0.02% |
+813
| New | +$53.7K |
2014 Q4
0 quarters
|
|
807
Bladex Inc
BLX
$1.91B
| $54K | 0.02% |
+1,800
| New | +$57.1K |
2014 Q4
0 quarters
|
|
808
GATX Corp
GATX
$6.55B
| $54K | 0.02% |
949
-582
| -38% | -$34.6K |
2013 Q4
4 quarters
|
|
809
Rogers Communications
RCI
$17.8B
| $54K | 0.02% |
+1,400
| New | +$54K |
2014 Q4
0 quarters
|
|
810
DELISTED
M.D.C. Holdings, Inc.
MDC
| $54K | 0.02% |
+2,843
| New | +$52.1K |
2014 Q4
0 quarters
|
|
|
CPE
811
DELISTED
Callon Petroleum Company
CPE
| $54K | 0.02% |
991
-2,069
| -68% | -$122K |
2014 Q3
1 quarter
|
|
812
A.O. Smith
AOS
$8.68B
| $53K | 0.02% |
+1,892
| New | +$49.4K |
2014 Q4
0 quarters
|
|
813
New York Times
NYT
$11.6B
| $53K | 0.02% |
+4,026
| New | +$51.8K |
2014 Q4
0 quarters
|
|
814
SITE Centers
SITC
$35.6M
| $53K | 0.02% |
+2,262
| New | +$52.2K |
2014 Q4
0 quarters
|
|
815
Allison Transmission
ALSN
$10.7B
| $52K | 0.02% |
1,538
-46,752
| -97% | -$1.49M |
2014 Q1
3 quarters
|
|
816
Cimpress
CMPR
$1.39B
| $52K | 0.02% |
+700
| New | +$45.4K |
2014 Q4
0 quarters
|
|
817
Darling Ingredients
DAR
$8.39B
| $52K | 0.02% |
2,909
-64,573
| -96% | -$1.17M |
2014 Q3
1 quarter
|
|
818
Synchrony
SYF
$22.4B
| $52K | 0.02% |
1,761
-16,416
| -90% | -$455K |
2014 Q3
1 quarter
|
|
819
Tronox
TROX
$450M
| $52K | 0.02% |
2,190
-1,673
| -43% | -$38.8K |
2013 Q4
4 quarters
|
|
820
YPF Sociedad Anonima ADS
YPF
$14.6B
| $52K | 0.02% |
+1,985
| New | +$61.4K |
2014 Q4
0 quarters
|
|
821
DELISTED
PERFECT WORLD CO LTD SPONSORED ADR REPSTG CL B (CAYMAN ISL)
PWRD
| $52K | 0.02% |
3,309
-8,677
| -72% | -$162K |
2014 Q3
1 quarter
|
|
|
ESV
822
DELISTED
Ensco Rowan plc
ESV
| $52K | 0.02% |
+442
| New | +$63.4K |
2014 Q4
0 quarters
|
|
823
DELISTED
PHYSICIANS REALTY TRUST
DOC
| $52K | 0.02% |
+3,184
| New | +$48.6K |
2014 Q4
0 quarters
|
|
824
Myriad Genetics
MYGN
$549M
| $51K | 0.02% |
1,500
-2,500
| -63% | -$88.7K |
2014 Q2
2 quarters
|
|
825
SAP
SAP
$270B
| $51K | 0.02% |
746
-7,767
| -91% | -$534K |
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.