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 | |
|---|---|---|---|---|---|---|---|
251
EnerSys
ENS
$5.3B
| $894K | 0.12% |
15,247
+13,647
| +853% | +$873K |
2014 Q1
2 quarters
|
|
|
APOL
252
DELISTED
Apollo Education Group Inc Class A
APOL
| $894K | 0.12% |
+35,579
| New | +$990K |
2014 Q3
0 quarters
|
|
253
Williams Companies
WMB
$80.1B
| $890K | 0.12% |
+16,088
| New | +$924K |
2014 Q3
0 quarters
|
|
254
Old Republic International
ORI
$9.5B
| $889K | 0.12% |
62,296
+21,177
| +52% | +$323K |
2014 Q2
1 quarter
|
|
|
TCF
255
DELISTED
TCF Financial Corporation
TCF
| $885K | 0.12% |
56,999
+14,353
| +34% | +$229K |
2013 Q2
5 quarters
|
|
256
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $885K | 0.12% |
+36,406
| New | +$885K |
2014 Q3
0 quarters
|
|
257
Norwegian Cruise Line
NCLH
$8.23B
| $884K | 0.12% |
24,555
-14,397
| -37% | -$489K |
2014 Q2
1 quarter
|
|
258
Arch Capital
ACGL
$34.9B
| $880K | 0.12% |
+48,276
| New | +$890K |
2014 Q3
0 quarters
|
|
259
MBIA
MBI
$236M
| $879K | 0.12% |
95,765
+16,378
| +21% | +$161K |
2014 Q1
2 quarters
|
|
|
WNR
260
DELISTED
Western Refining Inc
WNR
| $877K | 0.12% |
20,908
+18,108
| +647% | +$782K |
2014 Q2
1 quarter
|
|
261
SPX Corp
SPXC
$7.15B
| $876K | 0.12% |
+37,053
| New | +$962K |
2014 Q3
0 quarters
|
|
262
Raymond James Financial
RJF
$31.3B
| $873K | 0.12% |
+24,467
| New | +$856K |
2014 Q3
0 quarters
|
|
263
Teva Pharmaceutical Industries Limited
TEVA
$49.7B
| $872K | 0.12% |
+16,227
| New | +$860K |
2014 Q3
0 quarters
|
|
264
WEC Energy
WEC
$38.1B
| $870K | 0.12% |
20,248
+9,196
| +83% | +$408K |
2014 Q2
1 quarter
|
|
|
EGN
265
DELISTED
Energen
EGN
| $870K | 0.12% |
12,044
-1,810
| -13% | -$145K |
2014 Q1
2 quarters
|
|
266
ResMed
RMD
$33.1B
| $868K | 0.12% |
+17,635
| New | +$898K |
2014 Q3
0 quarters
|
|
|
EQY
267
DELISTED
Equity One
EQY
| $857K | 0.12% |
+39,658
| New | +$924K |
2014 Q3
0 quarters
|
|
|
BWLD
268
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $855K | 0.12% |
+6,374
| New | +$943K |
2014 Q3
0 quarters
|
|
269
JOYY Inc
JOYY
$3.96B
| $853K | 0.12% |
11,392
-9,079
| -44% | -$739K |
2013 Q3
4 quarters
|
|
270
Service Properties Trust
SVC
$675M
| $850K | 0.12% |
6,382
+3,626
| +132% | +$525K |
2014 Q2
1 quarter
|
|
271
lululemon athletica
LULU
$12.8B
| $846K | 0.12% |
20,159
-12,128
| -38% | -$488K |
2014 Q1
2 quarters
|
|
|
GGP
272
DELISTED
GGP Inc.
GGP
| $846K | 0.12% |
35,940
+30,779
| +596% | +$738K |
2013 Q4
3 quarters
|
|
|
SAFM
273
DELISTED
Sanderson Farms Inc
SAFM
| $845K | 0.12% |
9,612
+9,512
| +9,512% | +$898K |
2014 Q1
2 quarters
|
|
|
OKS
274
DELISTED
Oneok Partners LP
OKS
| $843K | 0.12% |
+15,079
| New | +$860K |
2014 Q3
0 quarters
|
|
275
Qualcomm
QCOM
$177B
| $838K | 0.12% |
11,216
+3,307
| +42% | +$253K |
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.