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 | |
|---|---|---|---|---|---|---|---|
101
W.R. Berkley
WRB
$27.4B
| $818K | 0.26% |
+53,902
| New | +$811K |
2014 Q4
0 quarters
|
|
|
102
PepsiCo
PEP
$186B
| $800K | 0.26% |
8,468
-46,850
| -85% | -$4.49M |
2014 Q3
1 quarter
|
|
103
Marsh
MRSH
$95.1B
| $793K | 0.25% |
13,869
+8,344
| +151% | +$458K |
2014 Q3
1 quarter
|
|
104
Western Digital
WDC
$138B
| $788K | 0.25% |
+9,425
| New | +$712K |
2014 Q4
0 quarters
|
|
105
Transocean
RIG
$7.66B
| $785K | 0.25% |
42,855
+37,839
| +754% | +$945K |
2014 Q3
1 quarter
|
|
106
CenterPoint Energy
CNP
$28.1B
| $784K | 0.25% |
+33,503
| New | +$800K |
2014 Q4
0 quarters
|
|
|
MHFI
107
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
| $784K | 0.25% |
8,812
-14,124
| -62% | -$1.24M |
2014 Q1
3 quarters
|
|
108
Intuit
INTU
$90.7B
| $782K | 0.25% |
+8,486
| New | +$755K |
2014 Q4
0 quarters
|
|
|
WIN
109
DELISTED
Windstream Holdings Inc
WIN
| $781K | 0.25% |
+12,114
| New | +$926K |
2014 Q4
0 quarters
|
|
110
Xerox
XRX
$184M
| $779K | 0.25% |
21,350
+16,702
| +359% | +$589K |
2014 Q3
1 quarter
|
|
|
NBL
111
DELISTED
Noble Energy, Inc.
NBL
| $775K | 0.25% |
+16,351
| New | +$886K |
2014 Q4
0 quarters
|
|
112
CMS Energy
CMS
$22B
| $770K | 0.25% |
+22,181
| New | +$725K |
2014 Q4
0 quarters
|
|
113
Sempra
SRE
$56.3B
| $760K | 0.24% |
+13,654
| New | +$744K |
2014 Q4
0 quarters
|
|
114
United Airlines
UAL
$33.4B
| $760K | 0.24% |
11,368
-39,238
| -78% | -$2.17M |
2013 Q2
6 quarters
|
|
|
LNKD
115
DELISTED
LinkedIn Corporation
LNKD
| $758K | 0.24% |
3,300
-6,860
| -68% | -$1.49M |
2014 Q3
1 quarter
|
|
116
Johnson Controls International
JCI
$92.1B
| $757K | 0.24% |
+14,958
| New | +$731K |
2014 Q4
0 quarters
|
|
117
Berkshire Hathaway Class B
BRK.B
$1.17T
| $755K | 0.24% |
5,030
+4,029
| +402% | +$582K |
2014 Q3
1 quarter
|
|
118
State Street SPDR S&P 500 ETF Trust
SPY
$805B
| $753K | 0.24% |
3,665
-12,333
| -77% | -$2.48M |
2014 Q2
2 quarters
|
|
119
Edwards Lifesciences
EW
$54.1B
| $748K | 0.24% |
35,262
-19,080
| -35% | -$383K |
2013 Q4
4 quarters
|
|
120
Extra Space Storage
EXR
$31.6B
| $747K | 0.24% |
+12,753
| New | +$731K |
2014 Q4
0 quarters
|
|
121
Johnson & Johnson
JNJ
$666B
| $742K | 0.24% |
7,105
-19,390
| -73% | -$2.04M |
2014 Q3
1 quarter
|
|
122
Kimberly-Clark
KMB
$36.3B
| $741K | 0.24% |
6,415
-1,599
| -20% | -$177K |
2014 Q3
1 quarter
|
|
123
Vipshop
VIPS
$6.11B
| $739K | 0.24% |
37,859
-141
| -0.4% | -$2.97K |
2014 Q3
1 quarter
|
|
|
ATVI
124
DELISTED
Activision Blizzard
ATVI
| $736K | 0.24% |
36,558
-80,813
| -69% | -$1.63M |
2014 Q3
1 quarter
|
|
125
DELISTED
Bitauto Holdings Limited
BITA
| $733K | 0.24% |
10,415
-3,613
| -26% | -$278K |
2013 Q4
4 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.