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 | |
|---|---|---|---|---|---|---|---|
1326
Option Care Health
OPCH
$4.75B
| – | – |
-3,939
| Closed | -$108K | – |
|
1327
Opko Health
OPK
$1.27B
| – | – |
-43,837
| Closed | -$373K | – |
|
1328
O'Reilly Automotive
ORLY
$72.6B
| – | – |
-154,020
| Closed | -$1.54M | – |
|
1329
OSI Systems
OSIS
$3.09B
| – | – |
-3,439
| Closed | -$218K | – |
|
1330
Outfront Media
OUT
$5.93B
| – | – |
-16,358
| Closed | -$366K | – |
|
1331
Ovintiv
OVV
$17.1B
| – | – |
-476
| Closed | -$50K | – |
|
1332
Oxford Square Capital
OXSQ
$97.1M
| – | – |
-3,983
| Closed | -$35K | – |
|
1333
Bank OZK
OZK
$5.44B
| – | – |
-15,208
| Closed | -$479K | – |
|
1334
Petrobras
PBR
$115B
| – | – |
-136,568
| Closed | -$1.94M | – |
|
1335
PG&E
PCG
$28.9B
| – | – |
-48,250
| Closed | -$2.17M | – |
|
1336
PENN Entertainment
PENN
$2.44B
| – | – |
-12,714
| Closed | -$142K | – |
|
1337
Pfizer
PFE
$168B
| – | – |
-99,732
| Closed | -$2.8M | – |
|
1338
PLDT
PHI
$3.82B
| – | – |
-5,896
| Closed | -$406K | – |
|
1339
Packaging Corp of America
PKG
$22.5B
| – | – |
-12,798
| Closed | -$816K | – |
|
1340
Prologis
PLD
$124B
| – | – |
-18,307
| Closed | -$690K | – |
|
1341
Pinnacle West Capital
PNW
$13.1B
| – | – |
-2,065
| Closed | -$112K | – |
|
1342
Pool Corp
POOL
$7.71B
| $0 | ﹤0.01% |
9
-1,995
| -100% | -$118K |
2014 Q2
2 quarters
|
|
1343
Powell Industries
POWL
$5.32B
| – | – |
-6,300
| Closed | -$85K | – |
|
1344
PPG Industries
PPG
$27.6B
| – | – |
-18,040
| Closed | -$1.77M | – |
|
1345
PRA Group
PRAA
$485M
| – | – |
-8,053
| Closed | -$420K | – |
|
1346
Protolabs
PRLB
$1.65B
| – | – |
-4,870
| Closed | -$336K | – |
|
1347
Prudential Financial
PRU
$42.2B
| – | – |
-7,761
| Closed | -$682K | – |
|
1348
Public Storage
PSA
$62.7B
| – | – |
-442
| Closed | -$73K | – |
|
1349
Prudential
PUK
$31.5B
| – | – |
-7,922
| Closed | -$342K | – |
|
1350
PVH
PVH
$4.25B
| – | – |
-2,192
| Closed | -$265K | – |
|
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.