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 | |
|---|---|---|---|---|---|---|---|
201
Medical Properties Trust
MPT
$1.46B
| $468K | 0.15% |
33,963
-17,190
| -34% | -$230K |
2014 Q1
3 quarters
|
|
|
QIHU
202
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
| $468K | 0.15% |
+8,174
| New | +$539K |
2014 Q4
0 quarters
|
|
203
Fortune Brands Innovations
FBIN
$5.27B
| $467K | 0.15% |
+12,072
| New | +$442K |
2014 Q4
0 quarters
|
|
204
Lowe's Companies
LOW
$116B
| $467K | 0.15% |
6,792
-18,049
| -73% | -$1.08M |
2014 Q2
2 quarters
|
|
205
DELISTED
Big Lots, Inc.
BIG
| $467K | 0.15% |
11,673
+4,564
| +64% | +$203K |
2014 Q3
1 quarter
|
|
206
Aimco
AIV
$238M
| $465K | 0.15% |
+93,978
| New | +$447K |
2014 Q4
0 quarters
|
|
207
Citizens Financial Group
CFG
$27.7B
| $465K | 0.15% |
+18,709
| New | +$446K |
2014 Q4
0 quarters
|
|
208
DELISTED
Iconix Brand Group, Inc.
ICON
| $463K | 0.15% |
1,372
+109
| +9% | +$41.2K |
2014 Q3
1 quarter
|
|
|
MNDT
209
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $461K | 0.15% |
14,610
-80,429
| -85% | -$2.47M |
2014 Q3
1 quarter
|
|
|
MWV
210
DELISTED
MEADWESTVACO CORP
MWV
| $459K | 0.15% |
+10,357
| New | +$448K |
2014 Q4
0 quarters
|
|
211
MidCap Financial Investment
MFIC
$857M
| $457K | 0.15% |
20,560
+10,506
| +104% | +$252K |
2014 Q2
2 quarters
|
|
|
WMGI
212
DELISTED
Wright Medical Group Inc
WMGI
| $454K | 0.15% |
16,918
+7,569
| +81% | +$221K |
2014 Q3
1 quarter
|
|
213
UGI
UGI
$8.27B
| $452K | 0.14% |
+11,911
| New | +$439K |
2014 Q4
0 quarters
|
|
214
Agilent Technologies
A
$51.1B
| $450K | 0.14% |
+11,013
| New | +$444K |
2014 Q4
0 quarters
|
|
215
Jazz Pharmaceuticals
JAZZ
$13.5B
| $448K | 0.14% |
+2,742
| New | +$455K |
2014 Q4
0 quarters
|
|
|
TTM
216
DELISTED
Tata Motors Limited
TTM
| $448K | 0.14% |
+10,615
| New | +$473K |
2014 Q4
0 quarters
|
|
217
Forum Energy Technologies
FET
$1.02B
| $447K | 0.14% |
+1,079
| New | +$532K |
2014 Q4
0 quarters
|
|
|
VR
218
DELISTED
Validus Hold Ltd
VR
| $446K | 0.14% |
10,741
+9,406
| +705% | +$380K |
2014 Q1
3 quarters
|
|
219
Capital One
COF
$128B
| $439K | 0.14% |
5,327
-47,929
| -90% | -$3.9M |
2014 Q3
1 quarter
|
|
|
ARUN
220
DELISTED
ARUBA NETWORKS, INC.
ARUN
| $434K | 0.14% |
23,926
+20,895
| +689% | +$417K |
2013 Q4
4 quarters
|
|
221
DELISTED
Enerplus Corporation
ERF
| $432K | 0.14% |
45,008
+44,390
| +7,183% | +$600K |
2014 Q2
2 quarters
|
|
222
American International
AIG
$42.6B
| $424K | 0.14% |
7,573
+7,544
| +26,014% | +$405K |
2014 Q2
2 quarters
|
|
223
DELISTED
BRF SA
BRFS
| $424K | 0.14% |
+18,177
| New | +$445K |
2014 Q4
0 quarters
|
|
224
Baidu
BIDU
$26.8B
| $423K | 0.14% |
+1,859
| New | +$426K |
2014 Q4
0 quarters
|
|
225
Omega Healthcare
OHI
$14.2B
| $423K | 0.14% |
+10,827
| New | +$410K |
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.