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 | |
|---|---|---|---|---|---|---|---|
|
NSR
376
DELISTED
Neustar Inc
NSR
| $575K | 0.08% |
23,176
-22,407
| -49% | -$618K |
2013 Q3
4 quarters
|
|
|
AET
377
DELISTED
Aetna Inc
AET
| $574K | 0.08% |
+7,093
| New | +$577K |
2014 Q3
0 quarters
|
|
378
Agnico Eagle Mines
AEM
$96.8B
| $572K | 0.08% |
+19,731
| New | +$734K |
2014 Q3
0 quarters
|
|
|
PNY
379
DELISTED
PIEDMONT NATURAL GAS CO INC(NC
PNY
| $572K | 0.08% |
+17,078
| New | +$613K |
2014 Q3
0 quarters
|
|
|
FINL
380
DELISTED
Finish Line
FINL
| $568K | 0.08% |
+22,720
| New | +$651K |
2014 Q3
0 quarters
|
|
381
Hyatt Hotels
H
$17.2B
| $564K | 0.08% |
+9,322
| New | +$568K |
2014 Q3
0 quarters
|
|
382
Amkor Technology
AMKR
$8.13B
| $560K | 0.08% |
66,652
+53,832
| +420% | +$532K |
2014 Q2
1 quarter
|
|
|
AREX
383
DELISTED
Approach Resources Inc.
AREX
| $560K | 0.08% |
38,668
+23,084
| +148% | +$431K |
2014 Q2
1 quarter
|
|
384
Crane NXT
CXT
$3.31B
| $557K | 0.08% |
25,404
+16,767
| +194% | +$406K |
2014 Q2
1 quarter
|
|
|
RYL
385
DELISTED
RYLAND GROUP INC
RYL
| $554K | 0.08% |
+16,688
| New | +$606K |
2014 Q3
0 quarters
|
|
386
Herbalife
HLF
$1.6B
| $553K | 0.08% |
25,280
-12,584
| -33% | -$336K |
2013 Q2
5 quarters
|
|
387
DELISTED
SANDISK CORP
SNDK
| $548K | 0.08% |
+5,601
| New | +$548K |
2014 Q3
0 quarters
|
|
388
DELISTED
DEALERTRACK TECHNOLOGIES, INC. COM STK
TRAK
| $548K | 0.08% |
+12,632
| New | +$535K |
2014 Q3
0 quarters
|
|
|
FEIC
389
DELISTED
FEI COMPANY
FEIC
| $546K | 0.08% |
+7,249
| New | +$610K |
2014 Q3
0 quarters
|
|
390
Ericsson
ERIC
$33.2B
| $540K | 0.07% |
42,918
+6,463
| +18% | +$80.2K |
2013 Q3
4 quarters
|
|
391
Wolverine World Wide
WWW
$1.75B
| $539K | 0.07% |
21,527
+16,927
| +368% | +$436K |
2014 Q2
1 quarter
|
|
392
Gaming and Leisure Properties
GLPI
$11.3B
| $537K | 0.07% |
+17,394
| New | +$586K |
2014 Q3
0 quarters
|
|
393
Trimble
TRMB
$12.4B
| $537K | 0.07% |
+17,637
| New | +$573K |
2014 Q3
0 quarters
|
|
394
Zebra Technologies
ZBRA
$15.2B
| $536K | 0.07% |
+7,565
| New | +$590K |
2014 Q3
0 quarters
|
|
395
Ball Corp
BALL
$17.2B
| $534K | 0.07% |
+16,910
| New | +$539K |
2014 Q3
0 quarters
|
|
396
BCE
BCE
$20.2B
| $531K | 0.07% |
+12,432
| New | +$555K |
2014 Q3
0 quarters
|
|
397
DELISTED
Hologic
HOLX
| $531K | 0.07% |
+21,837
| New | +$551K |
2014 Q3
0 quarters
|
|
398
Adeia
ADEA
$1.71B
| $530K | 0.07% |
75,407
+35,350
| +88% | +$246K |
2014 Q2
1 quarter
|
|
399
Crocs
CROX
$6.94B
| $529K | 0.07% |
+42,077
| New | +$631K |
2014 Q3
0 quarters
|
|
400
Vistance Networks Inc
VISN
$1.27B
| $525K | 0.07% |
+21,986
| New | +$539K |
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.