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 | |
|---|---|---|---|---|---|---|---|
276
Children's Place
PLCE
$10.8M
| $345K | 0.11% |
+6,068
| New | +$314K |
2014 Q4
0 quarters
|
|
277
TE Connectivity
TEL
$63.2B
| $345K | 0.11% |
5,467
-71,896
| -93% | -$4.33M |
2014 Q3
1 quarter
|
|
278
DELISTED
Newfield Exploration
NFX
| $341K | 0.11% |
12,600
-35,358
| -74% | -$1.05M |
2014 Q3
1 quarter
|
|
|
CIT
279
DELISTED
CIT Group Inc.
CIT
| $341K | 0.11% |
7,131
-15,841
| -69% | -$752K |
2014 Q2
2 quarters
|
|
280
DELISTED
Verint Systems
VRNT
| $340K | 0.11% |
+11,474
| New | +$334K |
2014 Q4
0 quarters
|
|
281
Tower Semiconductor
TSEM
$17.9B
| $339K | 0.11% |
25,457
-3,614
| -12% | -$40.5K |
2014 Q3
1 quarter
|
|
|
RAI
282
DELISTED
Reynolds American Inc
RAI
| $338K | 0.11% |
+10,536
| New | +$334K |
2014 Q4
0 quarters
|
|
|
QVCGA
283
DELISTED
QVC Group Inc Series A
QVCGA
| $336K | 0.11% |
+235
| New | +$309K |
2014 Q4
0 quarters
|
|
284
Applied Industrial Technologies
AIT
$11B
| $335K | 0.11% |
7,365
+2,695
| +58% | +$126K |
2014 Q3
1 quarter
|
|
285
Carnival Corporation Ltd
CCL
$40B
| $334K | 0.11% |
+7,369
| New | +$301K |
2014 Q4
0 quarters
|
|
286
ING
ING
$94B
| $334K | 0.11% |
+25,754
| New | +$358K |
2014 Q4
0 quarters
|
|
287
Hancock Whitney
HWC
$5.19B
| $332K | 0.11% |
+10,840
| New | +$352K |
2014 Q4
0 quarters
|
|
288
Coca-Cola Femsa
KOF
$25.3B
| $331K | 0.11% |
3,830
+1,453
| +61% | +$141K |
2014 Q3
1 quarter
|
|
289
DELISTED
Hawaiian Holdings, Inc.
HA
| $330K | 0.11% |
12,695
+4,525
| +55% | +$85.4K |
2014 Q1
3 quarters
|
|
|
MSCC
290
DELISTED
Microsemi Corp
MSCC
| $330K | 0.11% |
+11,634
| New | +$306K |
2014 Q4
0 quarters
|
|
291
GameStop
GME
$12.8B
| $329K | 0.11% |
39,024
-64,724
| -62% | -$626K |
2014 Q3
1 quarter
|
|
292
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $329K | 0.11% |
+2,838
| New | +$423K |
2014 Q4
0 quarters
|
|
293
PNC Financial Services
PNC
$91.8B
| $328K | 0.11% |
+3,604
| New | +$312K |
2014 Q4
0 quarters
|
|
294
Alibaba
BABA
$236B
| $326K | 0.1% |
+3,138
| New | +$322K |
2014 Q4
0 quarters
|
|
295
MillerKnoll
MLKN
$1.49B
| $326K | 0.1% |
+11,092
| New | +$337K |
2014 Q4
0 quarters
|
|
296
DELISTED
Invensense Inc
INVN
| $323K | 0.1% |
19,906
-19,828
| -50% | -$333K |
2014 Q1
3 quarters
|
|
297
DELISTED
Trina Solar Limited
TSL
| $321K | 0.1% |
34,765
-32,611
| -48% | -$321K |
2013 Q4
4 quarters
|
|
|
PGRE
298
DELISTED
Paramount Group
PGRE
| $316K | 0.1% |
+17,028
| New | +$314K |
2014 Q4
0 quarters
|
|
299
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $315K | 0.1% |
+12,286
| New | +$485K |
2014 Q4
0 quarters
|
|
300
DELISTED
Sears Holding Corporation
SHLD
| $315K | 0.1% |
+9,558
| New | +$313K |
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.