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 |
Viatris
VTRS
|
+$6.23M |
| 2 |
PepsiCo
PEP
|
+$5.05M |
| 3 |
TE Connectivity
TEL
|
+$4.81M |
| 4 |
Illinois Tool Works
ITW
|
+$4.42M |
| 5 |
Capital One
COF
|
+$4.35M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$6.22M |
| 2 |
Las Vegas Sands
LVS
|
+$4.95M |
| 3 |
Oracle
ORCL
|
+$4.71M |
| 4 |
Accenture
ACN
|
+$4.7M |
| 5 |
Emerson Electric
EMR
|
+$4.48M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 14.41% |
| 2 | Consumer Discretionary | 14.11% |
| 3 | Financials | 11.42% |
| 4 | Industrials | 11.07% |
| 5 | Healthcare | 10.98% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
226
DELISTED
Dynegy, Inc.
DYN
| $985K | 0.14% |
34,149
+13,342
| +64% | +$396K |
2014 Q2
1 quarter
|
|
227
Eastman Chemical
EMN
$7.36B
| $982K | 0.14% |
+12,146
| New | +$1.01M |
2014 Q3
0 quarters
|
|
|
MTOR
228
DELISTED
MERITOR, Inc.
MTOR
| $981K | 0.13% |
+90,447
| New | +$1.18M |
2014 Q3
0 quarters
|
|
229
Boston Scientific
BSX
$62B
| $977K | 0.13% |
82,751
-96,304
| -54% | -$1.21M |
2014 Q2
1 quarter
|
|
230
EPR Properties
EPR
$4.56B
| $977K | 0.13% |
+19,287
| New | +$1.07M |
2014 Q3
0 quarters
|
|
231
United Therapeutics
UTHR
$23.9B
| $977K | 0.13% |
+7,600
| New | +$783K |
2014 Q3
0 quarters
|
|
|
GRUB
232
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $976K | 0.13% |
14,265
+13,415
| +1,578% | +$992K |
2014 Q2
1 quarter
|
|
233
Magna International
MGA
$16B
| $969K | 0.13% |
20,440
+17,374
| +567% | +$953K |
2014 Q1
2 quarters
|
|
234
Salesforce
CRM
$176B
| $965K | 0.13% |
+16,780
| New | +$945K |
2014 Q3
0 quarters
|
|
235
Popular Inc
BPOP
$9.8B
| $952K | 0.13% |
+32,343
| New | +$1.03M |
2014 Q3
0 quarters
|
|
236
Microchip Technology
MCHP
$31.8B
| $950K | 0.13% |
+40,252
| New | +$962K |
2014 Q3
0 quarters
|
|
237
British American Tobacco
BTI
$131B
| $948K | 0.13% |
16,774
+8,374
| +100% | +$495K |
2014 Q2
1 quarter
|
|
238
Coca-Cola
KO
$412B
| $937K | 0.13% |
+21,966
| New | +$908K |
2014 Q3
0 quarters
|
|
239
DELISTED
Skechers
SKX
| $937K | 0.13% |
+52,734
| New | +$963K |
2014 Q3
0 quarters
|
|
|
MDCO
240
DELISTED
Medicines Co
MDCO
| $934K | 0.13% |
+41,864
| New | +$1.06M |
2014 Q3
0 quarters
|
|
241
Assured Guaranty
AGO
$3.23B
| $932K | 0.13% |
42,078
-20,108
| -32% | -$468K |
2014 Q2
1 quarter
|
|
|
KRFT
242
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
| $927K | 0.13% |
+16,443
| New | +$950K |
2014 Q3
0 quarters
|
|
243
SEI Investments
SEIC
$12.5B
| $926K | 0.13% |
25,631
+19,772
| +337% | +$705K |
2013 Q2
5 quarters
|
|
244
Edwards Lifesciences
EW
$58.7B
| $925K | 0.13% |
54,342
+51,450
| +1,779% | +$812K |
2013 Q4
3 quarters
|
|
245
Hartford Financial Services
HIG
$35.8B
| $923K | 0.13% |
+24,779
| New | +$897K |
2014 Q3
0 quarters
|
|
|
CXO
246
DELISTED
CONCHO RESOURCES INC.
CXO
| $921K | 0.13% |
+7,352
| New | +$1.01M |
2014 Q3
0 quarters
|
|
|
DF
247
DELISTED
Dean Foods Company
DF
| $903K | 0.12% |
68,220
+51,150
| +300% | +$813K |
2014 Q2
1 quarter
|
|
248
Murphy Oil
MUR
$5.16B
| $898K | 0.12% |
15,792
+14,768
| +1,442% | +$914K |
2013 Q4
3 quarters
|
|
|
FCS
249
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
| $897K | 0.12% |
57,820
+11,057
| +24% | +$179K |
2014 Q1
2 quarters
|
|
250
Piedmont Realty Trust
PDM
$1.23B
| $896K | 0.12% |
50,798
+50,451
| +14,539% | +$968K |
2014 Q1
2 quarters
|
|
Similar funds
Quantbot Technologies's Q3 2014 Portfolio in Review
As of Q3 2014, Quantbot Technologies held 1,666 positions worth $727M, up 15% from $633M the previous quarter. Its ten largest holdings account for 6.8% of the portfolio.
Quantbot Technologies deployed $139M of net new capital in Q3 2014, opening 543 new positions and adding to 346 existing holdings. Its largest new stake was Viatris: 128,131 shares worth $5.83M.
By sector, the portfolio is most concentrated in Technology at 14% of assets, up from 14% a quarter earlier, followed by Consumer Discretionary and Financials.
On the sell side, the largest reduction was State Street SPDR S&P 500 ETF Trust, an estimated $6.22M trimmed.
- Quantbot Technologies's largest Q3 2014 buy was Viatris: 128,131 shares worth $5.83M.
- Quantbot Technologies added most to Illinois Tool Works in Q3 2014, an estimated $4.42M increase.
- Quantbot Technologies's biggest Q3 2014 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $6.22M.
- Quantbot Technologies fully exited Las Vegas Sands in Q3 2014, selling an estimated $4.95M.
- Quantbot Technologies's ten largest holdings make up 6.8% of its $727M portfolio in Q3 2014.
- Quantbot Technologies opened 543 new positions and closed 566 in Q3 2014.
- Quantbot Technologies's portfolio value rose 15% quarter-over-quarter to $727M.
Based on Quantbot Technologies's 13F filing for Q3 2014, filed 15 Oct 2014.