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 | |
|---|---|---|---|---|---|---|---|
|
CIE
301
DELISTED
Cobalt International Energy, Inc
CIE
| $745K | 0.1% |
3,656
-1,448
| -28% | -$336K |
2014 Q2
1 quarter
|
|
302
DELISTED
Electronic Arts
EA
| $743K | 0.1% |
+20,877
| New | +$761K |
2014 Q3
0 quarters
|
|
|
UNT
303
DELISTED
UNIT Corporation
UNT
| $735K | 0.1% |
12,534
+11,834
| +1,691% | +$761K |
2014 Q2
1 quarter
|
|
304
Dover
DOV
$27.1B
| $729K | 0.1% |
+11,239
| New | +$791K |
2014 Q3
0 quarters
|
|
305
Nektar Therapeutics
NKTR
$1.27B
| $729K | 0.1% |
4,030
+1,321
| +49% | +$253K |
2014 Q2
1 quarter
|
|
306
Cirrus Logic
CRUS
$5.66B
| $728K | 0.1% |
+34,929
| New | +$809K |
2014 Q3
0 quarters
|
|
|
WFT
307
DELISTED
Weatherford International plc
WFT
| $728K | 0.1% |
+35,028
| New | +$787K |
2014 Q3
0 quarters
|
|
308
Manulife Financial
MFC
$71.4B
| $726K | 0.1% |
+37,719
| New | +$759K |
2014 Q3
0 quarters
|
|
309
Amdocs
DOX
$4.39B
| $722K | 0.1% |
15,749
-3,053
| -16% | -$143K |
2014 Q2
1 quarter
|
|
310
LyondellBasell Industries
LYB
$19.6B
| $722K | 0.1% |
6,653
-3,516
| -35% | -$380K |
2014 Q1
2 quarters
|
|
311
AstraZeneca
AZN
$289B
| $721K | 0.1% |
+10,100
| New | +$739K |
2014 Q3
0 quarters
|
|
312
Textron
TXT
$14.2B
| $718K | 0.1% |
19,954
+5,977
| +43% | +$224K |
2014 Q2
1 quarter
|
|
313
Vipshop
VIPS
$6.59B
| $718K | 0.1% |
+38,000
| New | +$783K |
2014 Q3
0 quarters
|
|
314
RTX Corp
RTX
$256B
| $717K | 0.1% |
+10,802
| New | +$741K |
2014 Q3
0 quarters
|
|
315
Visteon
VC
$1.87B
| $713K | 0.1% |
+7,334
| New | +$734K |
2014 Q3
0 quarters
|
|
316
International Paper
IP
$18.3B
| $711K | 0.1% |
15,747
-2,150
| -12% | -$99K |
2013 Q3
4 quarters
|
|
|
AUY
317
DELISTED
Yamana Gold, Inc.
AUY
| $708K | 0.1% |
+118,098
| New | +$941K |
2014 Q3
0 quarters
|
|
318
Avery Dennison
AVY
$14.1B
| $700K | 0.1% |
+15,695
| New | +$764K |
2014 Q3
0 quarters
|
|
319
J.M. Smucker
SJM
$13.9B
| $700K | 0.1% |
+7,074
| New | +$726K |
2014 Q3
0 quarters
|
|
|
ACAS
320
DELISTED
American Capital Ltd
ACAS
| $699K | 0.1% |
+49,409
| New | +$754K |
2014 Q3
0 quarters
|
|
|
HK
321
DELISTED
Halcon Resources Corporation
HK
| $692K | 0.1% |
1,015
+831
| +452% | +$812K |
2014 Q2
1 quarter
|
|
322
KBR
KBR
$4.69B
| $691K | 0.1% |
+36,725
| New | +$797K |
2014 Q3
0 quarters
|
|
323
Prologis
PLD
$121B
| $690K | 0.09% |
+18,307
| New | +$741K |
2014 Q3
0 quarters
|
|
324
Globe Life
GL
$11.9B
| $689K | 0.09% |
+13,174
| New | +$711K |
2014 Q3
0 quarters
|
|
|
AFSI
325
DELISTED
AmTrust Financial Services, Inc.
AFSI
| $685K | 0.09% |
34,450
+27,694
| +410% | +$586K |
2013 Q4
3 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.