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 | |
|---|---|---|---|---|---|---|---|
|
CLR
126
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $730K | 0.23% |
19,032
-14,494
| -43% | -$714K |
2014 Q1
3 quarters
|
|
127
Arthur J. Gallagher & Co
AJG
$70.8B
| $713K | 0.23% |
+15,145
| New | +$710K |
2014 Q4
0 quarters
|
|
128
Terex
TEX
$6.31B
| $709K | 0.23% |
+25,466
| New | +$728K |
2014 Q4
0 quarters
|
|
129
Nike
NKE
$57.4B
| $706K | 0.23% |
+14,702
| New | +$690K |
2014 Q4
0 quarters
|
|
130
Procter & Gamble
PG
$374B
| $700K | 0.22% |
7,689
-11,590
| -60% | -$1.02M |
2014 Q2
2 quarters
|
|
|
STJ
131
DELISTED
St Jude Medical
STJ
| $691K | 0.22% |
10,627
-36,548
| -77% | -$2.35M |
2014 Q3
1 quarter
|
|
132
Abercrombie & Fitch
ANF
$6.98B
| $687K | 0.22% |
23,995
-58,754
| -71% | -$1.8M |
2014 Q1
3 quarters
|
|
133
Danaher
DHR
$163B
| $686K | 0.22% |
+11,910
| New | +$646K |
2014 Q4
0 quarters
|
|
|
CST
134
DELISTED
CST Brands, Inc.
CST
| $683K | 0.22% |
+15,670
| New | +$629K |
2014 Q4
0 quarters
|
|
135
Gilead Sciences
GILD
$212B
| $678K | 0.22% |
7,197
+5,341
| +288% | +$552K |
2013 Q4
4 quarters
|
|
136
Camden Property Trust
CPT
$11.7B
| $675K | 0.22% |
+9,153
| New | +$678K |
2014 Q4
0 quarters
|
|
137
United Natural Foods
UNFI
$2.77B
| $671K | 0.22% |
8,688
-9,145
| -51% | -$647K |
2014 Q2
2 quarters
|
|
|
ROSE
138
DELISTED
ROSETTA RESOURCES INC
ROSE
| $669K | 0.21% |
30,031
+23,315
| +347% | +$756K |
2014 Q3
1 quarter
|
|
|
SPN
139
DELISTED
Superior Energy Services, Inc.
SPN
| $669K | 0.21% |
+3,323
| New | +$778K |
2014 Q4
0 quarters
|
|
140
D.R. Horton
DHI
$39.6B
| $667K | 0.21% |
+26,401
| New | +$618K |
2014 Q4
0 quarters
|
|
141
Stratasys
SSYS
$592M
| $666K | 0.21% |
+8,017
| New | +$820K |
2014 Q4
0 quarters
|
|
|
AGU
142
DELISTED
Agrium
AGU
| $666K | 0.21% |
7,037
-290
| -4% | -$27.2K |
2013 Q3
5 quarters
|
|
143
Associated Banc-Corp
ASB
$5.63B
| $660K | 0.21% |
35,474
+16,629
| +88% | +$303K |
2014 Q3
1 quarter
|
|
|
144
Illinois Tool Works
ITW
$79.2B
| $659K | 0.21% |
6,960
-55,094
| -89% | -$5.02M |
2013 Q2
6 quarters
|
|
145
Edgewell Personal Care
EPC
$1.32B
| $654K | 0.21% |
+6,870
| New | +$632K |
2014 Q4
0 quarters
|
|
146
Salesforce
CRM
$189B
| $649K | 0.21% |
10,945
-5,835
| -35% | -$344K |
2014 Q3
1 quarter
|
|
147
ITT
ITT
$17.7B
| $647K | 0.21% |
16,009
-10,347
| -39% | -$432K |
2014 Q3
1 quarter
|
|
|
ETP
148
DELISTED
Energy Transfer Partners, L.P.
ETP
| $645K | 0.21% |
+15,445
| New | +$711K |
2014 Q4
0 quarters
|
|
149
OGE Energy
OGE
$10.2B
| $640K | 0.21% |
+18,053
| New | +$652K |
2014 Q4
0 quarters
|
|
150
Archer Daniels Midland
ADM
$37.1B
| $628K | 0.2% |
+12,094
| New | +$603K |
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.