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 | |
|---|---|---|---|---|---|---|---|
401
Trip.com Group
TCOM
$27.9B
| $525K | 0.07% |
18,512
-72,880
| -80% | -$2.31M |
2014 Q2
1 quarter
|
|
402
SM Energy
SM
$7.03B
| $520K | 0.07% |
+6,679
| New | +$545K |
2014 Q3
0 quarters
|
|
|
WBMD
403
DELISTED
WebMD Health Corp.
WBMD
| $517K | 0.07% |
12,389
+8,055
| +186% | +$389K |
2013 Q3
4 quarters
|
|
|
JMEI
404
DELISTED
Jumei International Holding Limited American depositary shares, each representing ten Class A ordina
JMEI
| $507K | 0.07% |
+2,160
| New | +$630K |
2014 Q3
0 quarters
|
|
|
DFT
405
DELISTED
DuPont Fabros Technology Inc.
DFT
| $506K | 0.07% |
18,746
+17,746
| +1,775% | +$490K |
2013 Q4
3 quarters
|
|
406
DELISTED
Team Health Holdings Inc
TMH
| $505K | 0.07% |
8,720
+3,304
| +61% | +$184K |
2014 Q2
1 quarter
|
|
407
DELISTED
Barnes Group Inc.
B
| $503K | 0.07% |
+16,595
| New | +$582K |
2014 Q3
0 quarters
|
|
408
Lithia Motors
LAD
$6.68B
| $501K | 0.07% |
6,625
+5,725
| +636% | +$507K |
2014 Q1
2 quarters
|
|
|
LLTC
409
DELISTED
Linear Technology Corp
LLTC
| $500K | 0.07% |
11,266
-6,226
| -36% | -$283K |
2014 Q2
1 quarter
|
|
410
KB Home
KBH
$3.08B
| $499K | 0.07% |
+33,445
| New | +$574K |
2014 Q3
0 quarters
|
|
411
Gildan
GIL
$6.44B
| $496K | 0.07% |
18,148
+12,348
| +213% | +$357K |
2014 Q1
2 quarters
|
|
412
ArcelorMittal
MT
$45.9B
| $495K | 0.07% |
15,844
+12,166
| +331% | +$404K |
2014 Q1
2 quarters
|
|
|
CYT
413
DELISTED
CYTEC INDS INC
CYT
| $494K | 0.07% |
+10,459
| New | +$536K |
2014 Q3
0 quarters
|
|
414
DELISTED
Masimo
MASI
| $492K | 0.07% |
23,128
+9,023
| +64% | +$206K |
2014 Q1
2 quarters
|
|
|
VOLC
415
DELISTED
VOLCANO CORPORATION COM STK
VOLC
| $492K | 0.07% |
+46,290
| New | +$642K |
2014 Q3
0 quarters
|
|
416
US Bancorp
USB
$92.6B
| $490K | 0.07% |
+11,715
| New | +$495K |
2014 Q3
0 quarters
|
|
417
Diageo
DEO
$55.6B
| $489K | 0.07% |
+4,241
| New | +$514K |
2014 Q3
0 quarters
|
|
418
Jinko Holdings Limited
JKS
$575M
| $489K | 0.07% |
+17,793
| New | +$507K |
2014 Q3
0 quarters
|
|
419
Ubiquiti
UI
$35.9B
| $489K | 0.07% |
13,038
+3,072
| +31% | +$130K |
2014 Q1
2 quarters
|
|
420
Fidelity National Information Services
FIS
$14.8B
| $485K | 0.07% |
8,619
-10,505
| -55% | -$594K |
2014 Q2
1 quarter
|
|
421
W&T Offshore
WTI
$479M
| $485K | 0.07% |
+44,141
| New | +$619K |
2014 Q3
0 quarters
|
|
422
Scotiabank
BNS
$112B
| $479K | 0.07% |
8,279
+7,425
| +869% | +$463K |
2014 Q1
2 quarters
|
|
423
Bank OZK
OZK
$5.48B
| $479K | 0.07% |
+15,208
| New | +$491K |
2014 Q3
0 quarters
|
|
424
Southern Copper
SCCO
$143B
| $476K | 0.07% |
17,713
+9,067
| +105% | +$264K |
2014 Q2
1 quarter
|
|
425
Dick's Sporting Goods
DKS
$13.9B
| $475K | 0.07% |
10,842
-3,717
| -26% | -$165K |
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.