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 | |
|---|---|---|---|---|---|---|---|
476
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $385K | 0.05% |
9,048
+8,148
| +905% | +$389K |
2014 Q1
2 quarters
|
|
477
Smith & Wesson
SWBI
$698M
| $383K | 0.05% |
52,888
+26,061
| +97% | +$243K |
2013 Q3
4 quarters
|
|
478
GoPro
GPRO
$124M
| $382K | 0.05% |
+4,087
| New | +$209K |
2014 Q3
0 quarters
|
|
|
NAV
479
DELISTED
Navistar International
NAV
| $382K | 0.05% |
11,637
+7,985
| +219% | +$296K |
2014 Q2
1 quarter
|
|
480
Unum
UNM
$12.3B
| $381K | 0.05% |
+11,083
| New | +$390K |
2014 Q3
0 quarters
|
|
481
Innoviva
INVA
$1.35B
| $379K | 0.05% |
22,216
+18,478
| +494% | +$424K |
2014 Q1
2 quarters
|
|
|
JOY
482
DELISTED
Joy Global Inc
JOY
| $377K | 0.05% |
+6,927
| New | +$420K |
2014 Q3
0 quarters
|
|
483
DELISTED
Allied World Assurance Co Hld Lt
AWH
| $377K | 0.05% |
+10,259
| New | +$381K |
2014 Q3
0 quarters
|
|
484
Opko Health
OPK
$1.24B
| $373K | 0.05% |
43,837
+24,557
| +127% | +$216K |
2014 Q1
2 quarters
|
|
485
Walmart Inc
WMT
$1T
| $372K | 0.05% |
+14,619
| New | +$369K |
2014 Q3
0 quarters
|
|
486
Prestige Consumer Healthcare
PBH
$2.15B
| $370K | 0.05% |
+11,455
| New | +$383K |
2014 Q3
0 quarters
|
|
487
Integer Holdings
ITGR
$4.3B
| $369K | 0.05% |
+9,515
| New | +$407K |
2014 Q3
0 quarters
|
|
|
PFPT
488
DELISTED
Proofpoint, Inc.
PFPT
| $369K | 0.05% |
9,950
+450
| +5% | +$16.8K |
2014 Q2
1 quarter
|
|
489
Ionis Pharmaceuticals
IONS
$4.55B
| $367K | 0.05% |
9,453
+1,140
| +14% | +$40.4K |
2014 Q2
1 quarter
|
|
490
Outfront Media
OUT
$5.85B
| $366K | 0.05% |
16,358
-15,158
| -48% | -$371K |
2014 Q2
1 quarter
|
|
|
SCU
491
DELISTED
Sculptor Capital Management, Inc. Class A Common Stock
SCU
| $360K | 0.05% |
+3,366
| New | +$430K |
2014 Q3
0 quarters
|
|
492
Essential Utilities
WTRG
$12.8B
| $359K | 0.05% |
15,258
+2,785
| +22% | +$68K |
2013 Q4
3 quarters
|
|
|
RICE
493
DELISTED
Rice Energy Inc.
RICE
| $358K | 0.05% |
+13,467
| New | +$376K |
2014 Q3
0 quarters
|
|
494
BHP
BHP
$205B
| $357K | 0.05% |
7,189
-6,155
| -46% | -$358K |
2014 Q2
1 quarter
|
|
495
Anika Therapeutics
ANIK
$185M
| $356K | 0.05% |
+9,738
| New | +$421K |
2014 Q3
0 quarters
|
|
|
ENIA
496
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
| $355K | 0.05% |
41,713
+30,893
| +286% | +$283K |
2014 Q2
1 quarter
|
|
497
DELISTED
DigitalBridge
DBRG
| $352K | 0.05% |
+4,788
| New | +$360K |
2014 Q3
0 quarters
|
|
498
DELISTED
SUNEDISON, INC COM
SUNE
| $351K | 0.05% |
18,621
+30
| +0.2% | +$643 |
2014 Q1
2 quarters
|
|
499
Douglas Emmett
DEI
$1.65B
| $350K | 0.05% |
+13,657
| New | +$384K |
2014 Q3
0 quarters
|
|
|
ARRS
500
DELISTED
ARRIS International plc Ordinary Shares
ARRS
| $349K | 0.05% |
+12,316
| New | +$385K |
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.