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 | |
|---|---|---|---|---|---|---|---|
351
Medical Properties Trust
MPT
$1.08B
| $627K | 0.09% |
51,153
+31,697
| +163% | +$421K |
2014 Q1
2 quarters
|
|
|
SYT
352
DELISTED
Syngenta Ag
SYT
| $618K | 0.09% |
+9,755
| New | +$690K |
2014 Q3
0 quarters
|
|
|
ITC
353
DELISTED
ITC HOLDINGS CORP
ITC
| $617K | 0.08% |
17,325
-17,481
| -50% | -$636K |
2014 Q2
1 quarter
|
|
354
Methode Electronics
MEI
$384M
| $614K | 0.08% |
16,666
+14,166
| +567% | +$502K |
2013 Q4
3 quarters
|
|
355
SAP
SAP
$269B
| $614K | 0.08% |
+8,513
| New | +$662K |
2014 Q3
0 quarters
|
|
|
REXX
356
DELISTED
Rex Energy Corporation
REXX
| $614K | 0.08% |
4,851
+3,064
| +171% | +$450K |
2014 Q2
1 quarter
|
|
357
Donaldson
DCI
$9.8B
| $613K | 0.08% |
+15,099
| New | +$615K |
2014 Q3
0 quarters
|
|
358
DELISTED
Guess Inc
GES
| $613K | 0.08% |
+27,903
| New | +$703K |
2014 Q3
0 quarters
|
|
359
Lennox International
LII
$11.7B
| $613K | 0.08% |
+7,979
| New | +$674K |
2014 Q3
0 quarters
|
|
360
Baxter International
BAX
$13.3B
| $609K | 0.08% |
+15,645
| New | +$635K |
2014 Q3
0 quarters
|
|
|
DNKN
361
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $606K | 0.08% |
13,524
+730
| +6% | +$32.5K |
2014 Q1
2 quarters
|
|
362
Waste Management
WM
$93.9B
| $605K | 0.08% |
+12,729
| New | +$583K |
2014 Q3
0 quarters
|
|
363
Affiliated Managers Group
AMG
$9.39B
| $602K | 0.08% |
+3,009
| New | +$614K |
2014 Q3
0 quarters
|
|
364
Lands' End
LE
$276M
| $602K | 0.08% |
14,660
+11,760
| +406% | +$435K |
2014 Q2
1 quarter
|
|
365
Lazard
LAZ
$4.11B
| $600K | 0.08% |
11,843
+532
| +5% | +$27.9K |
2014 Q1
2 quarters
|
|
366
Constellium
CSTM
$2.93B
| $596K | 0.08% |
+24,246
| New | +$699K |
2014 Q3
0 quarters
|
|
367
Old National Bancorp
ONB
$9.43B
| $595K | 0.08% |
+45,887
| New | +$619K |
2014 Q3
0 quarters
|
|
368
Mohawk Industries
MHK
$8.75B
| $591K | 0.08% |
+4,385
| New | +$603K |
2014 Q3
0 quarters
|
|
|
CHU
369
DELISTED
China Unicom (HONG KONG) Limited
CHU
| $587K | 0.08% |
+39,096
| New | +$653K |
2014 Q3
0 quarters
|
|
370
DELISTED
Ansys
ANSS
| $586K | 0.08% |
+7,750
| New | +$608K |
2014 Q3
0 quarters
|
|
371
Booking.com
BKNG
$119B
| $578K | 0.08% |
+12,475
| New | +$614K |
2014 Q3
0 quarters
|
|
372
Molson Coors Class B
TAP
$7.48B
| $577K | 0.08% |
+7,763
| New | +$567K |
2014 Q3
0 quarters
|
|
373
Weibo
WB
$1.6B
| $577K | 0.08% |
+30,879
| New | +$618K |
2014 Q3
0 quarters
|
|
|
BEAV
374
DELISTED
B/E Aerospace Inc
BEAV
| $577K | 0.08% |
+9,501
| New | +$601K |
2014 Q3
0 quarters
|
|
375
DELISTED
General Cable Corporation
BGC
| $575K | 0.08% |
38,157
+34,253
| +877% | +$749K |
2013 Q3
4 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.