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 | |
|---|---|---|---|---|---|---|---|
1001
John Wiley & Sons Class A
WLY
$2.6B
| $11K | ﹤0.01% |
191
-1,641
| -90% | -$94.4K |
2014 Q3
1 quarter
|
|
|
AMCC
1002
DELISTED
Applied Micro Circuits Corporation New
AMCC
| $11K | ﹤0.01% |
1,700
-28,286
| -94% | -$180K |
2014 Q2
2 quarters
|
|
1003
Arrowhead Research
ARWR
$6.97B
| $10K | ﹤0.01% |
+1,400
| New | +$9.5K |
2014 Q4
0 quarters
|
|
1004
Vistance Networks Inc
VISN
$827M
| $10K | ﹤0.01% |
462
-21,524
| -98% | -$480K |
2014 Q3
1 quarter
|
|
1005
Cheniere Energy
LNG
$62.2B
| $10K | ﹤0.01% |
+152
| New | +$10.7K |
2014 Q4
0 quarters
|
|
1006
Teekay Tankers
TNK
$3.09B
| $10K | ﹤0.01% |
+263
| New | +$9.01K |
2014 Q4
0 quarters
|
|
|
PACW
1007
DELISTED
PacWest Bancorp
PACW
| $10K | ﹤0.01% |
+240
| New | +$10.5K |
2014 Q4
0 quarters
|
|
|
FRAN
1008
DELISTED
Francesca's Holdings Corporation
FRAN
| $10K | ﹤0.01% |
53
-949
| -95% | -$152K |
2014 Q3
1 quarter
|
|
1009
Ironwood Pharmaceuticals
IRWD
$806M
| $9K | ﹤0.01% |
+716
| New | +$8.19K |
2014 Q4
0 quarters
|
|
1010
Jones Lang LaSalle
JLL
$17B
| $9K | ﹤0.01% |
62
-870
| -93% | -$120K |
2014 Q2
2 quarters
|
|
1011
PPL Corp
PPL
$26.6B
| $9K | ﹤0.01% |
295
-9,584
| -97% | -$313K |
2014 Q2
2 quarters
|
|
1012
DELISTED
Sleep Number
SNBR
| $9K | ﹤0.01% |
+368
| New | +$9.17K |
2014 Q4
0 quarters
|
|
|
SPIL
1013
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
| $9K | ﹤0.01% |
+1,200
| New | +$8.52K |
2014 Q4
0 quarters
|
|
|
XNPT
1014
DELISTED
XENOPORT, INC.
XNPT
| $9K | ﹤0.01% |
+1,100
| New | +$8.08K |
2014 Q4
0 quarters
|
|
1015
Diana Shipping
DSX
$297M
| $8K | ﹤0.01% |
+1,889
| New | +$10.2K |
2014 Q4
0 quarters
|
|
|
CTCM
1016
DELISTED
CTC MEDIA INC COM STK
CTCM
| $8K | ﹤0.01% |
+1,700
| New | +$9.47K |
2014 Q4
0 quarters
|
|
1017
DELISTED
ATLAS RESOURCE PARTNERS L P COM UIT REPSTG LTD PTNRS
ARP
| $8K | ﹤0.01% |
810
-9,831
| -92% | -$144K |
2014 Q1
3 quarters
|
|
1018
Celldex Therapeutics
CLDX
$2.37B
| $7K | ﹤0.01% |
27
-631
| -96% | -$157K |
2014 Q3
1 quarter
|
|
1019
Enphase Energy
ENPH
$3.74B
| $7K | ﹤0.01% |
500
-13,496
| -96% | -$168K |
2014 Q3
1 quarter
|
|
1020
Insmed
INSM
$26.5B
| $7K | ﹤0.01% |
+500
| New | +$7.1K |
2014 Q4
0 quarters
|
|
1021
Kratos Defense & Security Solutions
KTOS
$6.91B
| $7K | ﹤0.01% |
1,400
-2,300
| -62% | -$13K |
2014 Q2
2 quarters
|
|
1022
Lakeland Industries
LAKE
$93.5M
| $7K | ﹤0.01% |
+800
| New | +$9.9K |
2014 Q4
0 quarters
|
|
1023
PhenixFIN
PFX
$79.2M
| $7K | ﹤0.01% |
40
-306
| -88% | -$66.4K |
2014 Q3
1 quarter
|
|
|
MDSO
1024
DELISTED
Medidata Solutions, Inc.
MDSO
| $7K | ﹤0.01% |
+163
| New | +$7.06K |
2014 Q4
0 quarters
|
|
|
RSO
1025
DELISTED
Resource Capital Corp.
RSO
| $7K | ﹤0.01% |
+350
| New | +$7.19K |
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.