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 | |
|---|---|---|---|---|---|---|---|
926
Vail Resorts
MTN
$5.52B
| $25K | 0.01% |
278
-3,727
| -93% | -$323K |
2014 Q2
2 quarters
|
|
927
MasTec
MTZ
$15.2B
| $25K | 0.01% |
+1,123
| New | +$27.8K |
2014 Q4
0 quarters
|
|
928
Sumitomo Mitsui Financial Group, Inc American Depositary Shares (each representing 1.2 shares of Common Stock)
SMFG
$155B
| $25K | 0.01% |
3,488
-46,498
| -93% | -$353K |
2013 Q3
5 quarters
|
|
929
United Therapeutics
UTHR
$25.4B
| $25K | 0.01% |
200
-7,400
| -97% | -$954K |
2014 Q3
1 quarter
|
|
930
NPK International
NPKI
$786M
| $25K | 0.01% |
+2,686
| New | +$28.5K |
2014 Q4
0 quarters
|
|
|
HMHC
931
DELISTED
Houghton Mifflin Harcourt Company
HMHC
| $25K | 0.01% |
+1,225
| New | +$24.4K |
2014 Q4
0 quarters
|
|
|
SINA
932
DELISTED
Sina Corp
SINA
| $25K | 0.01% |
+679
| New | +$26.4K |
2014 Q4
0 quarters
|
|
|
TUES
933
DELISTED
Tuesday Morning Corp
TUES
| $25K | 0.01% |
+1,170
| New | +$23.8K |
2014 Q4
0 quarters
|
|
|
ECYT
934
DELISTED
Endocyte, Inc. Common Stock
ECYT
| $25K | 0.01% |
4,101
-7,005
| -63% | -$42.7K |
2014 Q1
3 quarters
|
|
|
EJ
935
DELISTED
E HOUSE (CHINA) HOLDINGS LIMITED
EJ
| $25K | 0.01% |
3,461
-26,024
| -88% | -$223K |
2013 Q3
5 quarters
|
|
|
NPSP
936
DELISTED
NPS PHARMACEUTICALS INC
NPSP
| $25K | 0.01% |
+700
| New | +$20.9K |
2014 Q4
0 quarters
|
|
937
Bio-Rad Laboratories Class A
BIO
$10.4B
| $24K | 0.01% |
+200
| New | +$23K |
2014 Q4
0 quarters
|
|
938
BioMarin Pharmaceuticals
BMRN
$11.3B
| $24K | 0.01% |
+273
| New | +$22.7K |
2014 Q4
0 quarters
|
|
939
Burlington
BURL
$16.1B
| $24K | 0.01% |
+528
| New | +$22.5K |
2014 Q4
0 quarters
|
|
940
Healthcare Services Group
HCSG
$1.7B
| $24K | 0.01% |
+794
| New | +$23.5K |
2014 Q4
0 quarters
|
|
941
Huron Consulting
HURN
$2.65B
| $24K | 0.01% |
352
+6
| +2% | +$401 |
2014 Q1
3 quarters
|
|
942
Lamar Advertising Co
LAMR
$16.5B
| $24K | 0.01% |
+459
| New | +$23.7K |
2014 Q4
0 quarters
|
|
|
HT
943
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
| $24K | 0.01% |
877
-2,118
| -71% | -$60K |
2014 Q2
2 quarters
|
|
944
Adamas Trust
ADAM
$481M
| $23K | 0.01% |
775
-1,377
| -64% | -$43K |
2014 Q2
2 quarters
|
|
945
DELISTED
CalAmp Corp.
CAMP
| $23K | 0.01% |
+56
| New | +$23.9K |
2014 Q4
0 quarters
|
|
946
DELISTED
Coherent Inc
COHR
| $23K | 0.01% |
389
-1,979
| -84% | -$117K |
2014 Q1
3 quarters
|
|
|
VIAB
947
DELISTED
Viacom Inc. Class B
VIAB
| $23K | 0.01% |
317
-25,746
| -99% | -$1.88M |
2014 Q1
3 quarters
|
|
948
Santander
BSBR
$36.7B
| $22K | 0.01% |
+4,698
| New | +$25.5K |
2014 Q4
0 quarters
|
|
949
TD Synnex
SNX
$19.2B
| $22K | 0.01% |
+584
| New | +$20.2K |
2014 Q4
0 quarters
|
|
|
NATI
950
DELISTED
National Instruments Corp
NATI
| $22K | 0.01% |
+726
| New | +$22.5K |
2014 Q4
0 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.