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 | |
|---|---|---|---|---|---|---|---|
326
Prudential Financial
PRU
$40.9B
| $682K | 0.09% |
+7,761
| New | +$694K |
2014 Q3
0 quarters
|
|
327
CoreCivic
CXW
$2.48B
| $680K | 0.09% |
19,806
+9,548
| +93% | +$329K |
2013 Q4
3 quarters
|
|
|
SONC
328
DELISTED
Sonic Corp
SONC
| $680K | 0.09% |
+30,415
| New | +$658K |
2014 Q3
0 quarters
|
|
329
Prospect Capital
PSEC
$785M
| $679K | 0.09% |
68,614
+18,216
| +36% | +$192K |
2014 Q2
1 quarter
|
|
|
WDR
330
DELISTED
Waddell & Reed Financial, Inc.
WDR
| $678K | 0.09% |
13,120
+1,032
| +9% | +$57.5K |
2013 Q2
5 quarters
|
|
|
CAVM
331
DELISTED
Cavium, Inc.
CAVM
| $677K | 0.09% |
13,614
-21,361
| -61% | -$1.08M |
2014 Q1
2 quarters
|
|
332
DELISTED
Hornbeck Offshore Services, Inc.
HOS
| $673K | 0.09% |
20,578
+13,133
| +176% | +$546K |
2014 Q2
1 quarter
|
|
333
Xcel Energy
XEL
$51.1B
| $671K | 0.09% |
+22,100
| New | +$691K |
2014 Q3
0 quarters
|
|
|
IM
334
DELISTED
Ingram Micro
IM
| $669K | 0.09% |
25,952
+20,652
| +390% | +$586K |
2014 Q1
2 quarters
|
|
335
Enviri
NVRI
$672M
| $667K | 0.09% |
31,196
+23,539
| +307% | +$583K |
2014 Q2
1 quarter
|
|
336
Celanese
CE
$5.1B
| $662K | 0.09% |
11,329
+11,249
| +14,061% | +$693K |
2014 Q2
1 quarter
|
|
337
VNET Group
VNET
$901M
| $659K | 0.09% |
+36,649
| New | +$964K |
2014 Q3
0 quarters
|
|
|
VAR
338
DELISTED
Varian Medical Systems, Inc.
VAR
| $658K | 0.09% |
+9,380
| New | +$691K |
2014 Q3
0 quarters
|
|
339
Ciena
CIEN
$34.5B
| $653K | 0.09% |
39,070
+26,921
| +222% | +$528K |
2014 Q2
1 quarter
|
|
340
Manitowoc
MTW
$809M
| $653K | 0.09% |
+30,759
| New | +$802K |
2014 Q3
0 quarters
|
|
|
AGU
341
DELISTED
Agrium
AGU
| $652K | 0.09% |
7,327
-2,863
| -28% | -$263K |
2013 Q3
4 quarters
|
|
|
HTS
342
DELISTED
HATTERAS FINANCIAL CORP
HTS
| $647K | 0.09% |
36,078
+30,170
| +511% | +$586K |
2014 Q2
1 quarter
|
|
|
FSL
343
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
| $647K | 0.09% |
33,176
+14,539
| +78% | +$310K |
2014 Q2
1 quarter
|
|
|
PLCM
344
DELISTED
POLYCOM INC
PLCM
| $647K | 0.09% |
52,708
-13,638
| -21% | -$177K |
2014 Q2
1 quarter
|
|
345
XPO
XPO
$20.6B
| $644K | 0.09% |
49,437
+46,546
| +1,610% | +$508K |
2014 Q2
1 quarter
|
|
346
Jabil
JBL
$24.6B
| $642K | 0.09% |
+31,845
| New | +$665K |
2014 Q3
0 quarters
|
|
|
JASO
347
DELISTED
JA Solar Holdings, Co., Ltd
JASO
| $640K | 0.09% |
69,232
+33,005
| +91% | +$315K |
2013 Q3
4 quarters
|
|
348
Labcorp
LH
$29.8B
| $636K | 0.09% |
+7,280
| New | +$658K |
2014 Q3
0 quarters
|
|
349
DELISTED
AvalonBay Communities
AVB
| $634K | 0.09% |
+4,504
| New | +$668K |
2014 Q3
0 quarters
|
|
350
McCormick & Company Non-Voting
MKC
$13B
| $632K | 0.09% |
+18,908
| New | +$651K |
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.