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 | |
|---|---|---|---|---|---|---|---|
|
PKY
901
DELISTED
Parkway, Inc.
PKY
| $31K | 0.01% |
+1,728
| New | +$32.9K |
2014 Q4
0 quarters
|
|
902
Chatham Lodging
CLDT
$764M
| $30K | 0.01% |
+1,042
| New | +$27.4K |
2014 Q4
0 quarters
|
|
903
Forward Air
FWRD
$582M
| $30K | 0.01% |
+607
| New | +$29.1K |
2014 Q4
0 quarters
|
|
904
Henry Schein
HSIC
$9.8B
| $30K | 0.01% |
+569
| New | +$28.3K |
2014 Q4
0 quarters
|
|
905
E.W. Scripps
SSP
$350M
| $30K | 0.01% |
1,537
-26,726
| -95% | -$454K |
2014 Q1
3 quarters
|
|
|
RT
906
DELISTED
Ruby Tuesday Georgia
RT
| $30K | 0.01% |
+4,500
| New | +$33.4K |
2014 Q4
0 quarters
|
|
|
HPY
907
DELISTED
HEARTLAND PAYMENT SYSTEMS, INC. COM STK
HPY
| $30K | 0.01% |
+572
| New | +$30.1K |
2014 Q4
0 quarters
|
|
|
YELL
908
DELISTED
Yellow Corporation Common Stock
YELL
| $30K | 0.01% |
1,369
-3,383
| -71% | -$72.4K |
2014 Q2
2 quarters
|
|
909
Korea Electric Power
KEP
$14.6B
| $29K | 0.01% |
+1,500
| New | +$31.7K |
2014 Q4
0 quarters
|
|
910
DELISTED
Taylor Morrison
TMHC
| $29K | 0.01% |
1,582
-6,134
| -79% | -$109K |
2014 Q2
2 quarters
|
|
911
Tsakos Energy Navigation Ltd
TEN
$1.39B
| $29K | 0.01% |
+840
| New | +$27.8K |
2014 Q4
0 quarters
|
|
912
Prestige Consumer Healthcare
PBH
$2.09B
| $28K | 0.01% |
814
-10,641
| -93% | -$353K |
2014 Q3
1 quarter
|
|
913
Rayonier Advanced Materials
RYAM
$374M
| $28K | 0.01% |
1,294
+947
| +273% | +$25K |
2014 Q3
1 quarter
|
|
914
NCR Voyix
VYX
$1.42B
| $28K | 0.01% |
+1,584
| New | +$27.8K |
2014 Q4
0 quarters
|
|
|
AEGR
915
DELISTED
Aegerion Pharmaceuticals
AEGR
| $28K | 0.01% |
+1,383
| New | +$34.8K |
2014 Q4
0 quarters
|
|
916
Artisan Partners
APAM
$2.73B
| $27K | 0.01% |
537
+401
| +295% | +$20K |
2014 Q2
2 quarters
|
|
917
DELISTED
CyberArk
CYBR
| $27K | 0.01% |
+700
| New | +$25.6K |
2014 Q4
0 quarters
|
|
918
Merit Medical Systems
MMSI
$5.28B
| $27K | 0.01% |
1,600
| – | – |
2014 Q3
1 quarter
|
|
919
Noah Holdings
NOAH
$463M
| $27K | 0.01% |
1,300
-4,162
| -76% | -$72.3K |
2014 Q3
1 quarter
|
|
920
Unisys
UIS
$215M
| $27K | 0.01% |
921
-7,589
| -89% | -$191K |
2014 Q2
2 quarters
|
|
|
AKRX
921
DELISTED
Akorn Inc
AKRX
| $27K | 0.01% |
+771
| New | +$29.8K |
2014 Q4
0 quarters
|
|
922
Standard BioTools
LAB
$254M
| $26K | 0.01% |
+791
| New | +$22.4K |
2014 Q4
0 quarters
|
|
923
Oaktree Specialty Lending
OCSL
$1.09B
| $26K | 0.01% |
1,119
-1,013
| -48% | -$26.2K |
2013 Q2
6 quarters
|
|
|
SYT
924
DELISTED
Syngenta Ag
SYT
| $26K | 0.01% |
410
-9,345
| -96% | -$589K |
2014 Q3
1 quarter
|
|
925
DELISTED
ITT EDUCATIONAL SERVICES INC
ESI
| $26K | 0.01% |
2,789
-9,511
| -77% | -$81.1K |
2014 Q3
1 quarter
|
|
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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.