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 | |
|---|---|---|---|---|---|---|---|
451
Euronet Worldwide
EEFT
$2.57B
| $176K | 0.06% |
3,223
-2,240
| -41% | -$119K |
2014 Q3
1 quarter
|
|
452
DELISTED
Noble Corporation
NE
| $176K | 0.06% |
10,673
+3,153
| +42% | +$60.1K |
2014 Q3
1 quarter
|
|
|
OUTR
453
DELISTED
OUTERWALL INC
OUTR
| $176K | 0.06% |
+2,349
| New | +$150K |
2014 Q4
0 quarters
|
|
454
AptarGroup
ATR
$9B
| $175K | 0.06% |
2,631
+1,806
| +219% | +$114K |
2014 Q3
1 quarter
|
|
455
DELISTED
Masimo
MASI
| $175K | 0.06% |
6,653
-16,475
| -71% | -$407K |
2014 Q1
3 quarters
|
|
456
Sanmina
SANM
$8.86B
| $175K | 0.06% |
7,457
-43,248
| -85% | -$989K |
2014 Q2
2 quarters
|
|
|
CMLP
457
DELISTED
CRESTWOOD MIDSTREAM PARTNERS LP NEW UTS REP LTD PRT INT (DE)
CMLP
| $175K | 0.06% |
11,573
+6,096
| +111% | +$116K |
2014 Q2
2 quarters
|
|
458
DexCom
DXCM
$30.6B
| $174K | 0.06% |
12,664
-4,604
| -27% | -$56.4K |
2014 Q3
1 quarter
|
|
|
CMCSK
459
DELISTED
COMCAST CORP SPL A (NEW)
CMCSK
| $174K | 0.06% |
3,027
+125
| +4% | +$7.18K |
2014 Q3
1 quarter
|
|
460
Ally Financial
ALLY
$11.4B
| $173K | 0.06% |
7,357
-89,644
| -92% | -$2.03M |
2014 Q2
2 quarters
|
|
461
Belden
BDC
$4.04B
| $173K | 0.06% |
2,200
+878
| +66% | +$62.2K |
2014 Q2
2 quarters
|
|
462
DELISTED
Triumph Group
TGI
| $173K | 0.06% |
2,586
-1,598
| -38% | -$105K |
2014 Q2
2 quarters
|
|
463
Scotiabank
BNS
$113B
| $172K | 0.06% |
3,192
-5,087
| -61% | -$286K |
2014 Q1
3 quarters
|
|
464
Western Alliance Bancorporation
WAL
$7.98B
| $171K | 0.05% |
6,159
+2,654
| +76% | +$68.4K |
2014 Q1
3 quarters
|
|
465
Becton Dickinson
BDX
$58.6B
| $170K | 0.05% |
+1,255
| New | +$161K |
2014 Q4
0 quarters
|
|
|
BPL
466
DELISTED
Buckeye Partners, L.P.
BPL
| $170K | 0.05% |
2,249
+831
| +59% | +$64K |
2014 Q3
1 quarter
|
|
467
Allstate
ALL
$66.2B
| $169K | 0.05% |
2,411
-35,364
| -94% | -$2.33M |
2014 Q2
2 quarters
|
|
468
ArcelorMittal
MT
$48.7B
| $169K | 0.05% |
6,721
-9,123
| -58% | -$254K |
2014 Q1
3 quarters
|
|
469
DELISTED
ProAssurance
PRA
| $169K | 0.05% |
3,755
-699
| -16% | -$32K |
2013 Q4
4 quarters
|
|
|
ADVS
470
DELISTED
Advent Software Inc
ADVS
| $169K | 0.05% |
+5,544
| New | +$177K |
2014 Q4
0 quarters
|
|
471
TXNM Energy Inc
TXNM
$6.47B
| $168K | 0.05% |
+5,681
| New | +$161K |
2014 Q4
0 quarters
|
|
472
H.B. Fuller
FUL
$2.71B
| $167K | 0.05% |
+3,763
| New | +$158K |
2014 Q4
0 quarters
|
|
473
Liberty Media Corporation Series A Common Stock
FWONA
$26.7B
| $165K | 0.05% |
+6,986
| New | +$165K |
2014 Q4
0 quarters
|
|
|
AFSI
474
DELISTED
AmTrust Financial Services, Inc.
AFSI
| $165K | 0.05% |
5,900
-28,550
| -83% | -$718K |
2013 Q4
4 quarters
|
|
|
TESO
475
DELISTED
Tesco Corp
TESO
| $165K | 0.05% |
+12,946
| New | +$202K |
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.