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 | |
|---|---|---|---|---|---|---|---|
226
Phillips 66
PSX
$103B
| $423K | 0.14% |
5,913
-42,726
| -88% | -$3.15M |
2013 Q4
4 quarters
|
|
227
Coty
COTY
$3.49B
| $422K | 0.14% |
20,439
+5,390
| +36% | +$99.3K |
2014 Q3
1 quarter
|
|
228
American Water Works
AWK
$29.5B
| $421K | 0.14% |
7,907
+2,139
| +37% | +$111K |
2014 Q3
1 quarter
|
|
229
Portland General Electric
POR
$5.48B
| $420K | 0.13% |
11,107
+4,042
| +57% | +$146K |
2013 Q2
6 quarters
|
|
230
VeriSign
VRSN
$28.2B
| $418K | 0.13% |
7,343
-11,620
| -61% | -$671K |
2014 Q2
2 quarters
|
|
231
Quanta Services
PWR
$91.8B
| $414K | 0.13% |
+14,602
| New | +$459K |
2014 Q4
0 quarters
|
|
232
Cameco
CCJ
$31.6B
| $404K | 0.13% |
+24,652
| New | +$423K |
2014 Q4
0 quarters
|
|
233
Lennox International
LII
$12B
| $404K | 0.13% |
4,250
-3,729
| -47% | -$331K |
2014 Q3
1 quarter
|
|
|
ESL
234
DELISTED
Esterline Technologies
ESL
| $404K | 0.13% |
3,691
+3,442
| +1,382% | +$387K |
2014 Q3
1 quarter
|
|
235
DELISTED
Spirit Airlines, Inc.
SAVE
| $402K | 0.13% |
5,324
+2,205
| +71% | +$158K |
2014 Q3
1 quarter
|
|
236
Itaú Unibanco
ITUB
$81.3B
| $401K | 0.13% |
77,045
-354,625
| -82% | -$1.99M |
2013 Q2
6 quarters
|
|
237
AerCap
AER
$27B
| $399K | 0.13% |
+10,291
| New | +$425K |
2014 Q4
0 quarters
|
|
|
AET
238
DELISTED
Aetna Inc
AET
| $398K | 0.13% |
4,489
-2,604
| -37% | -$219K |
2014 Q3
1 quarter
|
|
239
SM Energy
SM
$7.64B
| $397K | 0.13% |
10,301
+3,622
| +54% | +$181K |
2014 Q3
1 quarter
|
|
240
Fluor
FLR
$6.44B
| $396K | 0.13% |
6,537
+2,795
| +75% | +$177K |
2014 Q2
2 quarters
|
|
241
Methanex
MEOH
$5.41B
| $396K | 0.13% |
8,645
+5,894
| +214% | +$321K |
2014 Q2
2 quarters
|
|
242
British American Tobacco
BTI
$132B
| $394K | 0.13% |
7,326
-9,448
| -56% | -$531K |
2014 Q2
2 quarters
|
|
243
Honda
HMC
$44B
| $392K | 0.13% |
+13,290
| New | +$413K |
2014 Q4
0 quarters
|
|
|
FINL
244
DELISTED
Finish Line
FINL
| $389K | 0.12% |
16,013
-6,707
| -30% | -$176K |
2014 Q3
1 quarter
|
|
|
WPZ
245
DELISTED
Williams Partners L.P.
WPZ
| $389K | 0.12% |
7,633
+4,519
| +145% | +$256K |
2014 Q1
3 quarters
|
|
246
Novartis
NVS
$304B
| $387K | 0.12% |
4,670
-13,500
| -74% | -$1.12M |
2014 Q3
1 quarter
|
|
247
Yum! Brands
YUM
$43.1B
| $387K | 0.12% |
7,399
-27,370
| -79% | -$1.43M |
2014 Q3
1 quarter
|
|
248
Woodward
WWD
$19.8B
| $382K | 0.12% |
+7,760
| New | +$385K |
2014 Q4
0 quarters
|
|
249
Avnet
AVT
$7.2B
| $380K | 0.12% |
+8,853
| New | +$375K |
2014 Q4
0 quarters
|
|
|
TFCFA
250
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $380K | 0.12% |
9,910
-110,518
| -92% | -$3.91M |
2014 Q1
3 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.