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 | |
|---|---|---|---|---|---|---|---|
176
United Rentals
URI
$74.2B
| $546K | 0.18% |
+5,362
| New | +$575K |
2014 Q4
0 quarters
|
|
177
Progressive
PGR
$133B
| $540K | 0.17% |
+20,012
| New | +$528K |
2014 Q4
0 quarters
|
|
|
DST
178
DELISTED
DST Systems Inc.
DST
| $537K | 0.17% |
11,426
-17,206
| -60% | -$805K |
2013 Q3
5 quarters
|
|
179
DELISTED
Discover Financial Services
DFS
| $535K | 0.17% |
8,182
+926
| +13% | +$59.4K |
2014 Q3
1 quarter
|
|
180
Landstar System
LSTR
$4.77B
| $534K | 0.17% |
+7,364
| New | +$547K |
2014 Q4
0 quarters
|
|
181
DELISTED
Spirit AeroSystems
SPR
| $533K | 0.17% |
+12,390
| New | +$501K |
2014 Q4
0 quarters
|
|
182
PTC
PTC
$21.2B
| $532K | 0.17% |
14,542
-15,210
| -51% | -$563K |
2014 Q3
1 quarter
|
|
|
SAFM
183
DELISTED
Sanderson Farms Inc
SAFM
| $530K | 0.17% |
6,317
-3,295
| -34% | -$284K |
2014 Q1
3 quarters
|
|
184
BHP
BHP
$208B
| $521K | 0.17% |
13,023
+5,834
| +81% | +$269K |
2014 Q2
2 quarters
|
|
|
ATW
185
DELISTED
Atwood Oceanics
ATW
| $517K | 0.17% |
+18,249
| New | +$650K |
2014 Q4
0 quarters
|
|
186
Canadian Natural Resources
CNQ
$114B
| $515K | 0.17% |
+34,547
| New | +$564K |
2014 Q4
0 quarters
|
|
187
Franco-Nevada
FNV
$44.7B
| $508K | 0.16% |
+10,339
| New | +$525K |
2014 Q4
0 quarters
|
|
188
Nokia
NOK
$52.1B
| $507K | 0.16% |
+64,524
| New | +$522K |
2014 Q4
0 quarters
|
|
|
OKS
189
DELISTED
Oneok Partners LP
OKS
| $505K | 0.16% |
12,768
-2,311
| -15% | -$110K |
2014 Q3
1 quarter
|
|
|
HME
190
DELISTED
HOME PROPERTIES, INC
HME
| $502K | 0.16% |
7,662
+7,499
| +4,601% | +$478K |
2014 Q3
1 quarter
|
|
191
World Kinect Corp
WKC
$1.9B
| $497K | 0.16% |
+10,597
| New | +$458K |
2014 Q4
0 quarters
|
|
192
Northern Trust
NTRS
$31.6B
| $496K | 0.16% |
7,373
+3,465
| +89% | +$231K |
2014 Q3
1 quarter
|
|
193
Piedmont Realty Trust
PDM
$1.18B
| $495K | 0.16% |
26,304
-24,494
| -48% | -$461K |
2014 Q1
3 quarters
|
|
|
WNR
194
DELISTED
Western Refining Inc
WNR
| $494K | 0.16% |
13,077
-7,831
| -37% | -$324K |
2014 Q2
2 quarters
|
|
195
Williams-Sonoma
WSM
$30.6B
| $493K | 0.16% |
+13,042
| New | +$452K |
2014 Q4
0 quarters
|
|
196
Nebius Group N.V.
NBIS
$46.8B
| $493K | 0.16% |
+27,480
| New | +$662K |
2014 Q4
0 quarters
|
|
|
CERN
197
DELISTED
Cerner Corp
CERN
| $487K | 0.16% |
+7,535
| New | +$469K |
2014 Q4
0 quarters
|
|
198
Assurant
AIZ
$14.4B
| $485K | 0.16% |
+7,093
| New | +$472K |
2014 Q4
0 quarters
|
|
199
International Flavors & Fragrances
IFF
$23.2B
| $475K | 0.15% |
+4,695
| New | +$464K |
2014 Q4
0 quarters
|
|
200
Columbia Banking Systems
COLB
$8.77B
| $474K | 0.15% |
+17,183
| New | +$462K |
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.