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 | |
|---|---|---|---|---|---|---|---|
1101
Alaska Air
ALK
$4.63B
| – | – |
-37,821
| Closed | -$1.65M | – |
|
1102
Allegion
ALLE
$16.2B
| – | – |
-8,098
| Closed | -$385K | – |
|
1103
Applied Materials
AMAT
$314B
| – | – |
-88,215
| Closed | -$1.91M | – |
|
1104
Amgen
AMGN
$253B
| – | – |
-3,341
| Closed | -$469K | – |
|
1105
Affiliated Managers Group
AMG
$9.9B
| – | – |
-3,009
| Closed | -$602K | – |
|
1106
Ameriprise Financial
AMP
$45.1B
| – | – |
-18,990
| Closed | -$2.34M | – |
|
1107
Andersons Inc
ANDE
$1.84B
| – | – |
-4,028
| Closed | -$253K | – |
|
1108
Arista Networks
ANET
$248B
| – | – |
-58,528
| Closed | -$323K | – |
|
1109
Angi Inc
ANGI
$274M
| – | – |
-2,022
| Closed | -$128K | – |
|
1110
DELISTED
Ansys
ANSS
| – | – |
-7,750
| Closed | -$586K | – |
|
1111
Digital Turbine
APPS
$946M
| – | – |
-3,627
| Closed | -$16K | – |
|
1112
Accuray
ARAY
$9.6M
| – | – |
-34
| Closed | -$9K | – |
|
1113
ArcBest
ARCB
$3B
| – | – |
-4,565
| Closed | -$170K | – |
|
1114
Alliance Resource Partners
ARLP
$3.25B
| – | – |
-3,948
| Closed | -$169K | – |
|
1115
Aramark
ARMK
$14.2B
| – | – |
-13,299
| Closed | -$252K | – |
|
1116
Ashland
ASH
$3.51B
| – | – |
-25,932
| Closed | -$1.32M | – |
|
1117
DELISTED
Assertio
ASRT
| – | – |
-224
| Closed | -$203K | – |
|
1118
ASE Group
ASX
$83.5B
| – | – |
-9,800
| Closed | -$57K | – |
|
1119
Atmos Energy
ATO
$29.7B
| – | – |
-16,345
| Closed | -$779K | – |
|
1120
AngloGold Ashanti
AU
$46.5B
| – | – |
-25,961
| Closed | -$311K | – |
|
1121
DELISTED
AvalonBay Communities
AVB
| – | – |
-4,504
| Closed | -$634K | – |
|
1122
American Express
AXP
$217B
| – | – |
-40,229
| Closed | -$3.52M | – |
|
1123
Acuity Brands
AYI
$10B
| – | – |
-6,812
| Closed | -$801K | – |
|
1124
BlackBerry
BB
$5.52B
| – | – |
-239,106
| Closed | -$2.38M | – |
|
1125
Banco Bradesco
BBD
$28.7B
| – | – |
-409,872
| Closed | -$2.29M | – |
|
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.