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 | |
|---|---|---|---|---|---|---|---|
1151
Celanese
CE
$5.65B
| – | – |
-11,329
| Closed | -$662K | – |
|
1152
Capitol Federal Financial
CFFN
$1.06B
| – | – |
-3,850
| Closed | -$45K | – |
|
1153
Chunghwa Telecom
CHT
$38B
| – | – |
-1,300
| Closed | -$38K | – |
|
1154
CEMIG Preferred Shares
CIG
$5.44B
| – | – |
-354,213
| Closed | -$1.12M | – |
|
1155
Core Laboratories
CLB
$414M
| – | – |
-610
| Closed | -$89K | – |
|
1156
Cleveland-Cliffs
CLF
$7.5B
| – | – |
-136,941
| Closed | -$1.42M | – |
|
1157
Clearwater Paper
CLW
$224M
| – | – |
-1,271
| Closed | -$76K | – |
|
1158
Commercial Metals
CMC
$7.14B
| – | – |
-956
| Closed | -$16K | – |
|
1159
Cummins
CMI
$63.5B
| – | – |
-14,563
| Closed | -$1.92M | – |
|
1160
Cinemark Holdings
CNK
$4.79B
| – | – |
-12,513
| Closed | -$425K | – |
|
1161
CONMED
CNMD
$1.51B
| – | – |
-5,233
| Closed | -$192K | – |
|
1162
Capri Holdings
CPRI
$2.16B
| – | – |
-2,861
| Closed | -$204K | – |
|
1163
Comstock Resources
CRK
$4.44B
| – | – |
-2,076
| Closed | -$193K | – |
|
1164
Criteo S.A.
CRTO
$864M
| – | – |
-1,785
| Closed | -$60K | – |
|
1165
Carlisle Companies
CSL
$15.4B
| – | – |
-3,455
| Closed | -$277K | – |
|
1166
Constellium
CSTM
$3.1B
| – | – |
-24,246
| Closed | -$596K | – |
|
1167
Cognizant
CTSH
$28.8B
| – | – |
-61,487
| Closed | -$2.75M | – |
|
1168
CVB Financial
CVBF
$3.95B
| – | – |
-8,360
| Closed | -$119K | – |
|
1169
Cenovus Energy
CVE
$51.3B
| – | – |
-15,885
| Closed | -$426K | – |
|
1170
Commault Systems
CVLT
$6.82B
| – | – |
-4,062
| Closed | -$204K | – |
|
1171
Curtiss-Wright
CW
$17.4B
| – | – |
-1,036
| Closed | -$68K | – |
|
1172
Crane NXT
CXT
$3.34B
| – | – |
-25,404
| Closed | -$557K | – |
|
1173
Delta Air Lines
DAL
$60.1B
| – | – |
-22,005
| Closed | -$795K | – |
|
1174
Dana Inc
DAN
$2.32B
| – | – |
-41,939
| Closed | -$803K | – |
|
1175
Designer Brands
DBI
$338M
| – | – |
-10,071
| Closed | -$303K | – |
|
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.