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 | |
|---|---|---|---|---|---|---|---|
301
Aecom
ACM
$9.06B
| $314K | 0.1% |
10,350
-27,668
| -73% | -$863K |
2014 Q2
2 quarters
|
|
302
DELISTED
Hanesbrands
HBI
| $314K | 0.1% |
+11,256
| New | +$309K |
2014 Q4
0 quarters
|
|
303
Wynn Resorts
WYNN
$8.57B
| $314K | 0.1% |
+2,115
| New | +$363K |
2014 Q4
0 quarters
|
|
304
Barrick Mining
B
$62.8B
| $313K | 0.1% |
29,185
+25,420
| +675% | +$313K |
2014 Q3
1 quarter
|
|
305
Ciena
CIEN
$41.7B
| $312K | 0.1% |
16,111
-22,959
| -59% | -$383K |
2014 Q2
2 quarters
|
|
|
LGF
306
DELISTED
Lions Gate Entertainment
LGF
| $312K | 0.1% |
9,746
+4,597
| +89% | +$150K |
2014 Q3
1 quarter
|
|
307
Olin
OLN
$2.03B
| $309K | 0.1% |
+13,587
| New | +$331K |
2014 Q4
0 quarters
|
|
308
Essential Utilities
WTRG
$12.9B
| $308K | 0.1% |
11,569
-3,689
| -24% | -$94.8K |
2013 Q4
4 quarters
|
|
|
WRI
309
DELISTED
Weingarten Realty Investors
WRI
| $307K | 0.1% |
8,801
-5,188
| -37% | -$181K |
2014 Q3
1 quarter
|
|
|
CYT
310
DELISTED
CYTEC INDS INC
CYT
| $306K | 0.1% |
6,645
-3,814
| -36% | -$177K |
2014 Q3
1 quarter
|
|
|
JNS
311
DELISTED
Janus Capital Group Inc
JNS
| $305K | 0.1% |
+18,930
| New | +$284K |
2014 Q4
0 quarters
|
|
312
Globe Life
GL
$12.1B
| $304K | 0.1% |
5,625
-7,549
| -57% | -$400K |
2014 Q3
1 quarter
|
|
313
El Pollo Loco
LOCO
$452M
| $304K | 0.1% |
+15,248
| New | +$460K |
2014 Q4
0 quarters
|
|
314
DELISTED
REGENCY ENERGY PARTNERS LP COMMON UTS REP LIMITED PART INTS
RGP
| $303K | 0.1% |
+12,656
| New | +$358K |
2014 Q4
0 quarters
|
|
315
Pacira BioSciences
PCRX
$1.46B
| $302K | 0.1% |
3,417
-924
| -21% | -$87.4K |
2014 Q2
2 quarters
|
|
316
Xcel Energy
XEL
$52.3B
| $301K | 0.1% |
8,388
-13,712
| -62% | -$460K |
2014 Q3
1 quarter
|
|
317
Deere & Co
DE
$186B
| $299K | 0.1% |
+3,388
| New | +$293K |
2014 Q4
0 quarters
|
|
318
Under Armour
UAA
$2.13B
| $299K | 0.1% |
+8,836
| New | +$298K |
2014 Q4
0 quarters
|
|
319
Deckers Outdoor
DECK
$11.4B
| $297K | 0.1% |
19,602
-73,296
| -79% | -$1.12M |
2014 Q3
1 quarter
|
|
320
Prosperity Bancshares
PB
$8.68B
| $295K | 0.09% |
5,346
-8,591
| -62% | -$487K |
2014 Q3
1 quarter
|
|
321
California Water Service
CWT
$3.11B
| $294K | 0.09% |
+11,960
| New | +$293K |
2014 Q4
0 quarters
|
|
322
Texas Capital Bancshares, Inc. Common Stock, par value $0.01 per share
TXCP
$4.32B
| $294K | 0.09% |
+5,418
| New | +$307K |
2014 Q4
0 quarters
|
|
|
SFUN
323
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
| $294K | 0.09% |
+796
| New | +$351K |
2014 Q4
0 quarters
|
|
324
DELISTED
SEMGROUP CORPORATION
SEMG
| $294K | 0.09% |
4,306
+1,787
| +71% | +$132K |
2013 Q4
4 quarters
|
|
325
Crown Holdings
CCK
$13.1B
| $293K | 0.09% |
5,757
-27,475
| -83% | -$1.32M |
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.