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 | |
|---|---|---|---|---|---|---|---|
|
SONC
326
DELISTED
Sonic Corp
SONC
| $292K | 0.09% |
10,728
-19,687
| -65% | -$499K |
2014 Q3
1 quarter
|
|
|
BT
327
DELISTED
BT Group plc (ADR)
BT
| $291K | 0.09% |
+9,392
| New | +$287K |
2014 Q4
0 quarters
|
|
|
GRA
328
DELISTED
W.R. Grace & Co.
GRA
| $291K | 0.09% |
+3,060
| New | +$285K |
2014 Q4
0 quarters
|
|
329
DELISTED
Hess
HES
| $290K | 0.09% |
3,936
-31,518
| -89% | -$2.5M |
2014 Q3
1 quarter
|
|
330
Simon Property Group
SPG
$75.3B
| $289K | 0.09% |
+1,591
| New | +$282K |
2014 Q4
0 quarters
|
|
331
DELISTED
General Cable Corporation
BGC
| $289K | 0.09% |
19,405
-18,752
| -49% | -$262K |
2013 Q3
5 quarters
|
|
332
Spectrum Brands
SPB
$2.02B
| $288K | 0.09% |
+3,016
| New | +$275K |
2014 Q4
0 quarters
|
|
|
SWIR
333
DELISTED
Sierra Wireless
SWIR
| $282K | 0.09% |
+5,961
| New | +$205K |
2014 Q4
0 quarters
|
|
|
AKS
334
DELISTED
AK Steel Holding Corp
AKS
| $281K | 0.09% |
+47,448
| New | +$298K |
2014 Q4
0 quarters
|
|
335
Cognex
CGNX
$8.63B
| $279K | 0.09% |
+13,508
| New | +$269K |
2014 Q4
0 quarters
|
|
336
Edison International
EIX
$23B
| $279K | 0.09% |
4,272
-10,688
| -71% | -$664K |
2014 Q2
2 quarters
|
|
|
STRZA
337
DELISTED
Starz - Series A
STRZA
| $279K | 0.09% |
+9,410
| New | +$290K |
2014 Q4
0 quarters
|
|
338
DELISTED
Coterra Energy
CTRA
| $277K | 0.09% |
+9,356
| New | +$294K |
2014 Q4
0 quarters
|
|
339
DELISTED
Allied World Assurance Co Hld Lt
AWH
| $276K | 0.09% |
7,292
-2,967
| -29% | -$111K |
2014 Q3
1 quarter
|
|
340
Jack in the Box
JACK
$273M
| $275K | 0.09% |
+3,440
| New | +$251K |
2014 Q4
0 quarters
|
|
341
Bloomin' Brands
BLMN
$875M
| $272K | 0.09% |
+10,998
| New | +$231K |
2014 Q4
0 quarters
|
|
342
DELISTED
Team Health Holdings Inc
TMH
| $272K | 0.09% |
4,744
-3,976
| -46% | -$229K |
2014 Q2
2 quarters
|
|
343
BOK Financial
BOKF
$7.88B
| $271K | 0.09% |
+4,521
| New | +$292K |
2014 Q4
0 quarters
|
|
344
Monster Beverage
MNST
$89.6B
| $271K | 0.09% |
30,084
+660
| +2% | +$5.69K |
2013 Q3
5 quarters
|
|
345
DELISTED
Chesapeake Energy Corporation
CHK
| $269K | 0.09% |
+69
| New | +$286K |
2014 Q4
0 quarters
|
|
346
DELISTED
Emerge Energy Services LP
EMES
| $268K | 0.09% |
4,981
+1,491
| +43% | +$112K |
2014 Q2
2 quarters
|
|
347
Wipro
WIT
$21.2B
| $265K | 0.09% |
+125,296
| New | +$285K |
2014 Q4
0 quarters
|
|
348
Merck
MRK
$366B
| $262K | 0.08% |
4,841
-73,948
| -94% | -$4.12M |
2014 Q2
2 quarters
|
|
349
Weyerhaeuser
WY
$14.8B
| $262K | 0.08% |
7,324
-24,727
| -77% | -$849K |
2014 Q1
3 quarters
|
|
350
National Grid
NGG
$84.3B
| $261K | 0.08% |
+3,839
| New | +$267K |
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.