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 | |
|---|---|---|---|---|---|---|---|
|
LHO
251
DELISTED
LaSalle Hotel Properties
LHO
| $380K | 0.12% |
9,395
+3,792
| +68% | +$146K |
2014 Q1
3 quarters
|
|
|
BRCD
252
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
| $380K | 0.12% |
+32,145
| New | +$349K |
2014 Q4
0 quarters
|
|
253
Oneok
OKE
$56.4B
| $378K | 0.12% |
7,603
+3,818
| +101% | +$211K |
2014 Q3
1 quarter
|
|
254
TIM SA
TIMB
$9.14B
| $378K | 0.12% |
+17,064
| New | +$406K |
2014 Q4
0 quarters
|
|
|
CAB
255
DELISTED
Cabela's Inc
CAB
| $378K | 0.12% |
7,176
+5,223
| +267% | +$275K |
2014 Q3
1 quarter
|
|
|
SC
256
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $374K | 0.12% |
+19,093
| New | +$351K |
2014 Q4
0 quarters
|
|
|
ANN
257
DELISTED
ANN INC
ANN
| $371K | 0.12% |
+10,172
| New | +$383K |
2014 Q4
0 quarters
|
|
|
SWFT
258
DELISTED
Swift Transportation Company
SWFT
| $371K | 0.12% |
12,975
-1,498
| -10% | -$38.2K |
2013 Q4
4 quarters
|
|
259
CVS Health
CVS
$114B
| $369K | 0.12% |
+3,840
| New | +$338K |
2014 Q4
0 quarters
|
|
260
Amdocs
DOX
$4.61B
| $367K | 0.12% |
7,882
-7,867
| -50% | -$369K |
2014 Q2
2 quarters
|
|
261
KeyCorp
KEY
$22.5B
| $367K | 0.12% |
26,418
+14,569
| +123% | +$194K |
2014 Q3
1 quarter
|
|
262
Openlane
OPLN
$4.23B
| $366K | 0.12% |
+27,968
| New | +$339K |
2014 Q4
0 quarters
|
|
263
WPP
WPP
$6.01B
| $366K | 0.12% |
+3,523
| New | +$351K |
2014 Q4
0 quarters
|
|
|
CELG
264
DELISTED
Celgene Corp
CELG
| $365K | 0.12% |
+3,269
| New | +$345K |
2014 Q4
0 quarters
|
|
265
Adeia
ADEA
$1.87B
| $363K | 0.12% |
38,393
-37,014
| -49% | -$306K |
2014 Q2
2 quarters
|
|
266
Avery Dennison
AVY
$14.2B
| $362K | 0.12% |
6,988
-8,707
| -55% | -$413K |
2014 Q3
1 quarter
|
|
|
WBC
267
DELISTED
WABCO HOLDINGS INC.
WBC
| $357K | 0.11% |
3,409
-7,953
| -70% | -$787K |
2014 Q2
2 quarters
|
|
268
Kroger
KR
$40.9B
| $354K | 0.11% |
11,028
-19,930
| -64% | -$577K |
2013 Q4
4 quarters
|
|
269
Lear
LEA
$5.25B
| $352K | 0.11% |
3,596
-20,595
| -85% | -$1.89M |
2014 Q2
2 quarters
|
|
270
Navient Holdings, Inc. Common Stock
NAVI
$586M
| $352K | 0.11% |
+16,335
| New | +$326K |
2014 Q4
0 quarters
|
|
271
Goodyear
GT
$1.15B
| $350K | 0.11% |
+12,276
| New | +$304K |
2014 Q4
0 quarters
|
|
272
Wolfspeed
WOLF
$1.46B
| $349K | 0.11% |
+10,852
| New | +$357K |
2014 Q4
0 quarters
|
|
273
EastGroup Properties
EGP
$10.7B
| $348K | 0.11% |
+5,498
| New | +$358K |
2014 Q4
0 quarters
|
|
274
Century Aluminum
CENX
$3.6B
| $347K | 0.11% |
14,234
-1,688
| -11% | -$43.6K |
2014 Q2
2 quarters
|
|
275
AES
AES
$10.6B
| $346K | 0.11% |
25,189
-6,550
| -21% | -$89.4K |
2014 Q3
1 quarter
|
|
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.