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 | |
|---|---|---|---|---|---|---|---|
|
ANDX
651
DELISTED
Andeavor Logistics LP
ANDX
| $100K | 0.03% |
1,714
-547
| -24% | -$31.8K |
2013 Q4
4 quarters
|
|
|
KKD
652
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
| $100K | 0.03% |
5,116
-14,422
| -74% | -$273K |
2014 Q1
3 quarters
|
|
653
Advance Auto Parts
AAP
$2.77B
| $99K | 0.03% |
+626
| New | +$92K |
2014 Q4
0 quarters
|
|
654
Enerpac Tool Group
EPAC
$2.07B
| $99K | 0.03% |
3,664
-10,871
| -75% | -$324K |
2014 Q3
1 quarter
|
|
655
Patterson-UTI
PTEN
$3.94B
| $99K | 0.03% |
+6,013
| New | +$127K |
2014 Q4
0 quarters
|
|
|
CLGX
656
DELISTED
Corelogic, Inc.
CLGX
| $99K | 0.03% |
+3,143
| New | +$95.9K |
2014 Q4
0 quarters
|
|
657
Crocs
CROX
$7.27B
| $98K | 0.03% |
7,898
-34,179
| -81% | -$423K |
2014 Q3
1 quarter
|
|
658
Deutsche Bank
DB
$68.9B
| $98K | 0.03% |
+3,690
| New | +$104K |
2014 Q4
0 quarters
|
|
|
CRR
659
DELISTED
Carbo Ceramics Inc.
CRR
| $98K | 0.03% |
2,460
-23,188
| -90% | -$1.08M |
2014 Q3
1 quarter
|
|
|
RDEN
660
DELISTED
ELIZABETH ARDEN INC
RDEN
| $98K | 0.03% |
+4,598
| New | +$81.6K |
2014 Q4
0 quarters
|
|
|
KING
661
DELISTED
KING DIGITAL ENTMT PLC ORD SHS (IRL)
KING
| $98K | 0.03% |
6,425
-6,257
| -49% | -$88.9K |
2014 Q2
2 quarters
|
|
662
Alphabet (Google) Class C
GOOG
$3.59T
| $97K | 0.03% |
3,750
+1,183
| +46% | +$31.7K |
2014 Q3
1 quarter
|
|
663
Kandi Technologies Group
KNDI
$34.5M
| $96K | 0.03% |
689
-2,555
| -79% | -$351K |
2013 Q2
6 quarters
|
|
664
Winnebago Industries
WGO
$911M
| $96K | 0.03% |
+4,415
| New | +$101K |
2014 Q4
0 quarters
|
|
665
DELISTED
Meridian Bioscience Inc
VIVO
| $96K | 0.03% |
5,845
+2,645
| +83% | +$45.4K |
2014 Q2
2 quarters
|
|
|
CKEC
666
DELISTED
Carmike Cinemas Inc
CKEC
| $96K | 0.03% |
+3,687
| New | +$105K |
2014 Q4
0 quarters
|
|
667
DELISTED
Air Lease Corp
AL
| $95K | 0.03% |
2,797
-9,307
| -77% | -$327K |
2014 Q2
2 quarters
|
|
668
Plexus
PLXS
$5.55B
| $95K | 0.03% |
+2,306
| New | +$89.9K |
2014 Q4
0 quarters
|
|
669
Safehold
SAFE
$738M
| $95K | 0.03% |
1,433
-2,071
| -59% | -$138K |
2013 Q4
4 quarters
|
|
670
Saic
SAIC
$6.48B
| $95K | 0.03% |
+1,926
| New | +$94K |
2014 Q4
0 quarters
|
|
671
DELISTED
CATALENT, INC.
CTLT
| $95K | 0.03% |
+3,411
| New | +$89.7K |
2014 Q4
0 quarters
|
|
|
NUAN
672
DELISTED
Nuance Communications, Inc.
NUAN
| $95K | 0.03% |
7,743
-90,946
| -92% | -$1.17M |
2014 Q2
2 quarters
|
|
673
Herc Holdings
HRI
$5.8B
| $94K | 0.03% |
1,264
-1,447
| -53% | -$97.8K |
2014 Q3
1 quarter
|
|
674
Carlyle Group
CG
$14.3B
| $93K | 0.03% |
3,402
-5,138
| -60% | -$146K |
2013 Q3
5 quarters
|
|
675
TFS Financial
TFSL
$4.58B
| $93K | 0.03% |
+6,300
| New | +$93.1K |
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.