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 | |
|---|---|---|---|---|---|---|---|
1076
Novavax
NVAX
$1.65B
| $1K | ﹤0.01% |
+10
| New | +$1.04K |
2014 Q4
0 quarters
|
|
1077
Safe Bulkers
SB
$892M
| $1K | ﹤0.01% |
+300
| New | +$1.51K |
2014 Q4
0 quarters
|
|
1078
DELISTED
Immunogen Inc
IMGN
| $1K | ﹤0.01% |
300
-23,416
| -99% | -$214K |
2013 Q4
4 quarters
|
|
|
IGTE
1079
DELISTED
IGATE CORPORATION
IGTE
| $1K | ﹤0.01% |
33
-1,231
| -97% | -$44.3K |
2014 Q3
1 quarter
|
|
1080
Alcoa
AA
$10.8B
| – | – |
-63,710
| Closed | -$2.46M | – |
|
1081
Apple
AAPL
$5.17T
| – | – |
-115,864
| Closed | -$2.92M | – |
|
1082
Ambev
ABEV
$43.2B
| – | – |
-65,160
| Closed | -$426K | – |
|
1083
Abbott
ABT
$189B
| – | – |
-75,034
| Closed | -$3.12M | – |
|
1084
Arbutus Biopharma
ABUS
$595M
| – | – |
-7,432
| Closed | -$157K | – |
|
1085
Acco Brands
ACCO
$492M
| – | – |
-19,174
| Closed | -$132K | – |
|
1086
Arch Capital
ACGL
$35.5B
| – | – |
-48,276
| Closed | -$880K | – |
|
1087
Analog Devices
ADI
$198B
| – | – |
-72,613
| Closed | -$3.59M | – |
|
1088
Aegon
AEG
$12.6B
| – | – |
-35,757
| Closed | -$202K | – |
|
1089
Agnico Eagle Mines
AEM
$94B
| – | – |
-19,731
| Closed | -$572K | – |
|
1090
American Electric Power
AEP
$70.4B
| – | – |
-41,627
| Closed | -$2.17M | – |
|
1091
American Financial Group
AFG
$13.3B
| – | – |
-1,039
| Closed | -$60K | – |
|
1092
AGCO
AGCO
$7.91B
| – | – |
-58,040
| Closed | -$2.64M | – |
|
1093
Agios Pharmaceuticals
AGIO
$1.96B
| – | – |
-3,468
| Closed | -$212K | – |
|
1094
AGNC Investment
AGNC
$10.8B
| – | – |
-36,778
| Closed | -$781K | – |
|
1095
Assured Guaranty
AGO
$3.24B
| – | – |
-42,078
| Closed | -$932K | – |
|
1096
Akamai
AKAM
$12.5B
| – | – |
-42,769
| Closed | -$2.56M | – |
|
1097
Acadia Realty Trust
AKR
$2.78B
| – | – |
-5,716
| Closed | -$157K | – |
|
1098
Albemarle
ALB
$11.3B
| – | – |
-25,442
| Closed | -$1.5M | – |
|
|
ALEX
1099
DELISTED
Alexander & Baldwin
ALEX
| – | – |
-4,899
| Closed | -$176K | – |
|
1100
Align Technology
ALGN
$12.1B
| – | – |
-23,812
| Closed | -$1.23M | – |
|
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.