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 | |
|---|---|---|---|---|---|---|---|
|
FLIR
951
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $22K | 0.01% |
697
-11,767
| -94% | -$373K |
2014 Q2
2 quarters
|
|
|
ELLI
952
DELISTED
Ellie Mae Inc
ELLI
| $22K | 0.01% |
+570
| New | +$22.1K |
2014 Q4
0 quarters
|
|
953
Suncor Energy
SU
$79.4B
| $21K | 0.01% |
665
-70,727
| -99% | -$2.34M |
2014 Q2
2 quarters
|
|
954
Teledyne Technologies
TDY
$30.2B
| $20K | 0.01% |
+200
| New | +$20.2K |
2014 Q4
0 quarters
|
|
|
PMC
955
DELISTED
PharMerica Corporation
PMC
| $20K | 0.01% |
+969
| New | +$23K |
2014 Q4
0 quarters
|
|
|
AF
956
DELISTED
Astoria Financial Corporation
AF
| $20K | 0.01% |
+1,555
| New | +$20.1K |
2014 Q4
0 quarters
|
|
|
DTSI
957
DELISTED
DTS, Inc.
DTSI
| $20K | 0.01% |
+681
| New | +$20.5K |
2014 Q4
0 quarters
|
|
958
AllianceBernstein
AB
$3.11B
| $19K | 0.01% |
+757
| New | +$19.4K |
2014 Q4
0 quarters
|
|
959
Calumet Specialty Products
CLMT
$3.16B
| $19K | 0.01% |
886
-2,226
| -72% | -$57.9K |
2014 Q3
1 quarter
|
|
960
Jinko Holdings Limited
JKS
$531M
| $19K | 0.01% |
1,000
-16,793
| -94% | -$375K |
2014 Q3
1 quarter
|
|
961
DELISTED
Gulfport Energy Corp.
GPOR
| $19K | 0.01% |
473
-31,697
| -99% | -$1.48M |
2014 Q2
2 quarters
|
|
|
CJES
962
DELISTED
C&J ENERGY SVCS LTD
CJES
| $19K | 0.01% |
+1,477
| New | +$26.4K |
2014 Q4
0 quarters
|
|
963
Deluxe
DLX
$1.22B
| $18K | 0.01% |
+292
| New | +$17.2K |
2014 Q4
0 quarters
|
|
964
HUB Group
HUBG
$1.49B
| $18K | 0.01% |
+994
| New | +$18.5K |
2014 Q4
0 quarters
|
|
965
DELISTED
Tile Shop Holdings
TTSH
| $18K | 0.01% |
2,050
-12,290
| -86% | -$109K |
2014 Q3
1 quarter
|
|
|
MR
966
DELISTED
Montage Resources Corporation Common Stock
MR
| $18K | 0.01% |
+172
| New | +$28.6K |
2014 Q4
0 quarters
|
|
967
DELISTED
Jive Software, Inc.
JIVE
| $18K | 0.01% |
+3,024
| New | +$18.1K |
2014 Q4
0 quarters
|
|
968
ICU Medical
ICUI
$4.46B
| $17K | 0.01% |
210
+196
| +1,400% | +$15K |
2014 Q3
1 quarter
|
|
969
Mine Safety
MSA
$6.79B
| $17K | 0.01% |
332
-2,605
| -89% | -$138K |
2014 Q3
1 quarter
|
|
970
Wayfair
W
$15.7B
| $17K | 0.01% |
+902
| New | +$21.7K |
2014 Q4
0 quarters
|
|
971
CNH Industrial
CNH
$20.1B
| $17K | 0.01% |
+2,528
| New | +$17.6K |
2014 Q4
0 quarters
|
|
972
CRH
CRH
$64B
| $16K | 0.01% |
+700
| New | +$15.8K |
2014 Q4
0 quarters
|
|
973
Ericsson
ERIC
$34.4B
| $16K | 0.01% |
1,354
-41,564
| -97% | -$501K |
2013 Q3
5 quarters
|
|
974
KT
KT
$8.83B
| $16K | 0.01% |
+1,200
| New | +$17.9K |
2014 Q4
0 quarters
|
|
|
PGNX
975
DELISTED
Progenics Pharmaceuticals Inc
PGNX
| $16K | 0.01% |
+2,202
| New | +$13.2K |
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.