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 | |
|---|---|---|---|---|---|---|---|
876
Expeditors International
EXPD
$25.1B
| $38K | 0.01% |
+862
| New | +$37K |
2014 Q4
0 quarters
|
|
877
Group 1 Automotive
GPI
$3.23B
| $37K | 0.01% |
424
-4,211
| -91% | -$353K |
2014 Q3
1 quarter
|
|
878
Mercado Libre
MELI
$76.7B
| $37K | 0.01% |
296
-2,624
| -90% | -$331K |
2014 Q2
2 quarters
|
|
|
EQM
879
DELISTED
EQM Midstream Partners, LP
EQM
| $37K | 0.01% |
429
-1,518
| -78% | -$131K |
2014 Q3
1 quarter
|
|
880
Cerus
CERS
$428M
| $36K | 0.01% |
+5,880
| New | +$26.7K |
2014 Q4
0 quarters
|
|
881
Entravision Communication
EVC
$920M
| $36K | 0.01% |
+5,671
| New | +$31.9K |
2014 Q4
0 quarters
|
|
882
FormFactor
FORM
$7.49B
| $36K | 0.01% |
+4,200
| New | +$33K |
2014 Q4
0 quarters
|
|
883
Sabesp
SBS
$17.6B
| $35K | 0.01% |
28,877
-124,298
| -81% | -$177K |
2014 Q1
3 quarters
|
|
|
AAIC
884
DELISTED
Arlington Asset Investment Corp.
AAIC
| $35K | 0.01% |
+1,319
| New | +$35.6K |
2014 Q4
0 quarters
|
|
|
CATM
885
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $35K | 0.01% |
+923
| New | +$34.3K |
2014 Q4
0 quarters
|
|
|
EXAM
886
DELISTED
EXAMWORKS GROUP INC COM STK (DE)
EXAM
| $35K | 0.01% |
858
-5,975
| -87% | -$228K |
2014 Q3
1 quarter
|
|
887
Braskem
BAK
$438M
| $34K | 0.01% |
2,660
+2,620
| +6,550% | +$36.6K |
2014 Q3
1 quarter
|
|
888
MKS Inc
MKSI
$15.3B
| $34K | 0.01% |
+955
| New | +$33.8K |
2014 Q4
0 quarters
|
|
889
Tanger
SKT
$4.57B
| $34K | 0.01% |
922
-2,618
| -74% | -$93.5K |
2014 Q3
1 quarter
|
|
890
Walmart Inc
WMT
$997B
| $34K | 0.01% |
1,203
-13,416
| -92% | -$363K |
2014 Q3
1 quarter
|
|
891
WisdomTree
WT
$3.23B
| $34K | 0.01% |
+2,209
| New | +$30.7K |
2014 Q4
0 quarters
|
|
|
WLB
892
DELISTED
Westmoreland Coal Company
WLB
| $33K | 0.01% |
1,007
-1,140
| -53% | -$39.8K |
2014 Q3
1 quarter
|
|
893
DELISTED
Beazer Homes USA
BZH
| $32K | 0.01% |
1,659
-2,548
| -61% | -$46.6K |
2014 Q2
2 quarters
|
|
894
DELISTED
Exact Sciences
EXAS
| $32K | 0.01% |
1,200
-11,598
| -91% | -$282K |
2014 Q2
2 quarters
|
|
895
Pacific Biosciences
PACB
$653M
| $32K | 0.01% |
4,097
-3,350
| -45% | -$21.4K |
2014 Q3
1 quarter
|
|
896
Regal Rexnord
RRX
$12.2B
| $32K | 0.01% |
434
-3,838
| -90% | -$270K |
2014 Q3
1 quarter
|
|
|
CEB
897
DELISTED
CEB Inc.
CEB
| $32K | 0.01% |
449
-2,599
| -85% | -$179K |
2014 Q3
1 quarter
|
|
|
MKTO
898
DELISTED
MARKETO INC COM STK (DE)
MKTO
| $32K | 0.01% |
978
+873
| +831% | +$27.5K |
2014 Q3
1 quarter
|
|
899
Encore Capital Group
ECPG
$2.34B
| $31K | 0.01% |
+707
| New | +$30.4K |
2014 Q4
0 quarters
|
|
|
INFI
900
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
| $31K | 0.01% |
1,871
+1,480
| +379% | +$21.6K |
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.