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 | |
|---|---|---|---|---|---|---|---|
276
Edison International
EIX
$22.8B
| $836K | 0.12% |
14,960
-13,441
| -47% | -$768K |
2014 Q2
1 quarter
|
|
277
T. Rowe Price
TROW
$23.1B
| $827K | 0.11% |
+10,549
| New | +$846K |
2014 Q3
0 quarters
|
|
278
Kimberly-Clark
KMB
$66.5B
| $826K | 0.11% |
+8,014
| New | +$835K |
2014 Q3
0 quarters
|
|
279
M&T Bank
MTB
$31.3B
| $817K | 0.11% |
+6,631
| New | +$816K |
2014 Q3
0 quarters
|
|
280
Packaging Corp of America
PKG
$22.2B
| $816K | 0.11% |
+12,798
| New | +$860K |
2014 Q3
0 quarters
|
|
281
DELISTED
Trina Solar Limited
TSL
| $813K | 0.11% |
67,376
+55,176
| +452% | +$689K |
2013 Q4
3 quarters
|
|
282
Jack Henry & Associates
JKHY
$12.1B
| $811K | 0.11% |
+14,572
| New | +$849K |
2014 Q3
0 quarters
|
|
283
Kroger
KR
$40B
| $804K | 0.11% |
30,958
-88,012
| -74% | -$2.22M |
2013 Q4
3 quarters
|
|
284
Dana Inc
DAN
$2.17B
| $803K | 0.11% |
+41,939
| New | +$952K |
2014 Q3
0 quarters
|
|
285
Acuity Brands
AYI
$9.7B
| $801K | 0.11% |
+6,812
| New | +$803K |
2014 Q3
0 quarters
|
|
286
Emcor
EME
$26.6B
| $799K | 0.11% |
19,995
+19,095
| +2,122% | +$821K |
2014 Q1
2 quarters
|
|
287
Prosperity Bancshares
PB
$8.6B
| $796K | 0.11% |
+13,937
| New | +$834K |
2014 Q3
0 quarters
|
|
288
Delta Air Lines
DAL
$57.4B
| $795K | 0.11% |
22,005
+15,192
| +223% | +$581K |
2013 Q4
3 quarters
|
|
289
TJX Companies
TJX
$149B
| $791K | 0.11% |
26,754
-58,586
| -69% | -$1.65M |
2014 Q1
2 quarters
|
|
290
DELISTED
Invensense Inc
INVN
| $783K | 0.11% |
39,734
+4,854
| +14% | +$114K |
2014 Q1
2 quarters
|
|
291
AGNC Investment
AGNC
$11.2B
| $781K | 0.11% |
+36,778
| New | +$848K |
2014 Q3
0 quarters
|
|
292
Atmos Energy
ATO
$29.3B
| $779K | 0.11% |
16,345
+13,133
| +409% | +$655K |
2014 Q2
1 quarter
|
|
|
KERX
293
DELISTED
Keryx Biopharmaceuticals Inc
KERX
| $772K | 0.11% |
56,181
+32,108
| +133% | +$492K |
2014 Q2
1 quarter
|
|
294
Penske Automotive Group
PAG
$13.9B
| $763K | 0.11% |
+18,801
| New | +$883K |
2014 Q3
0 quarters
|
|
295
Veeva Systems
VEEV
$49.2B
| $762K | 0.1% |
27,069
+7,835
| +41% | +$202K |
2014 Q2
1 quarter
|
|
296
Brunswick
BC
$4.96B
| $754K | 0.1% |
17,913
+2,365
| +15% | +$100K |
2013 Q4
3 quarters
|
|
297
Brandywine Realty Trust
BDN
$551M
| $752K | 0.1% |
+53,514
| New | +$830K |
2014 Q3
0 quarters
|
|
298
Graphic Packaging
GPK
$3.31B
| $749K | 0.1% |
60,290
+35,275
| +141% | +$432K |
2014 Q2
1 quarter
|
|
|
PCP
299
DELISTED
PRECISION CASTPARTS CORP
PCP
| $748K | 0.1% |
3,160
-3,186
| -50% | -$774K |
2014 Q2
1 quarter
|
|
|
LSI
300
DELISTED
Life Storage, Inc.
LSI
| $746K | 0.1% |
+15,062
| New | +$773K |
2014 Q3
0 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.