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 | |
|---|---|---|---|---|---|---|---|
426
East-West Bancorp
EWBC
$17.7B
| $474K | 0.07% |
13,950
-2,164
| -13% | -$75K |
2013 Q4
3 quarters
|
|
427
Molina Healthcare
MOH
$10.9B
| $474K | 0.07% |
11,225
-1,155
| -9% | -$51.1K |
2013 Q3
4 quarters
|
|
|
RPAI
428
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
| $474K | 0.07% |
+32,436
| New | +$499K |
2014 Q3
0 quarters
|
|
429
Tidewater
TDW
$3.49B
| $472K | 0.06% |
+376
| New | +$587K |
2014 Q3
0 quarters
|
|
|
PTP
430
DELISTED
PLATINUM UNDERWRITERS HLDGS LTD
PTP
| $471K | 0.06% |
+7,738
| New | +$481K |
2014 Q3
0 quarters
|
|
431
Amgen
AMGN
$249B
| $469K | 0.06% |
3,341
+2,461
| +280% | +$321K |
2014 Q2
1 quarter
|
|
432
DELISTED
Discover Financial Services
DFS
| $467K | 0.06% |
+7,256
| New | +$455K |
2014 Q3
0 quarters
|
|
433
DELISTED
Iconix Brand Group, Inc.
ICON
| $466K | 0.06% |
+1,263
| New | +$521K |
2014 Q3
0 quarters
|
|
434
DELISTED
Unilever NV New York Registry Shares
UN
| $465K | 0.06% |
+11,721
| New | +$488K |
2014 Q3
0 quarters
|
|
435
DELISTED
Diamond Offshore Drilling
DO
| $464K | 0.06% |
13,549
-2,265
| -14% | -$100K |
2014 Q2
1 quarter
|
|
436
Dorman Products
DORM
$4.03B
| $457K | 0.06% |
+11,413
| New | +$509K |
2014 Q3
0 quarters
|
|
437
AES
AES
$10.6B
| $450K | 0.06% |
+31,739
| New | +$472K |
2014 Q3
0 quarters
|
|
|
ISIL
438
DELISTED
Intersil Corp
ISIL
| $449K | 0.06% |
+31,658
| New | +$460K |
2014 Q3
0 quarters
|
|
439
Synchrony
SYF
$24B
| $446K | 0.06% |
+18,177
| New | +$444K |
2014 Q3
0 quarters
|
|
440
DELISTED
Randgold Resources Ltd
GOLD
| $445K | 0.06% |
6,683
+2,577
| +63% | +$207K |
2013 Q2
5 quarters
|
|
441
Enerpac Tool Group
EPAC
$1.99B
| $443K | 0.06% |
+14,535
| New | +$480K |
2014 Q3
0 quarters
|
|
442
DELISTED
Foot Locker
FL
| $443K | 0.06% |
7,967
-868
| -10% | -$45.7K |
2014 Q1
2 quarters
|
|
|
WRI
443
DELISTED
Weingarten Realty Investors
WRI
| $440K | 0.06% |
+13,989
| New | +$465K |
2014 Q3
0 quarters
|
|
|
CHMT
444
DELISTED
Chemtura Corporation
CHMT
| $435K | 0.06% |
+18,684
| New | +$463K |
2014 Q3
0 quarters
|
|
445
Dine Brands
DIN
$441M
| $432K | 0.06% |
5,302
+3,502
| +195% | +$284K |
2014 Q1
2 quarters
|
|
446
Steven Madden
SHOO
$2.89B
| $432K | 0.06% |
+20,109
| New | +$450K |
2014 Q3
0 quarters
|
|
447
United Parks & Resorts
PRKS
$1.81B
| $430K | 0.06% |
22,361
-835
| -4% | -$19.9K |
2013 Q4
3 quarters
|
|
448
Owens Corning
OC
$9.36B
| $427K | 0.06% |
13,473
-11,020
| -45% | -$389K |
2014 Q2
1 quarter
|
|
449
Ambev
ABEV
$43B
| $426K | 0.06% |
65,160
-32,121
| -33% | -$226K |
2014 Q2
1 quarter
|
|
450
Cenovus Energy
CVE
$49.6B
| $426K | 0.06% |
15,885
+13,037
| +458% | +$398K |
2014 Q2
1 quarter
|
|
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.