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 | |
|---|---|---|---|---|---|---|---|
501
Howard Hughes
HHH
$4.94B
| $348K | 0.05% |
2,437
+2,227
| +1,060% | +$326K |
2013 Q4
3 quarters
|
|
502
ICICI Bank
IBN
$123B
| $348K | 0.05% |
+39,089
| New | +$365K |
2014 Q3
0 quarters
|
|
503
DELISTED
Select Medical
SEM
| $348K | 0.05% |
53,698
+34,401
| +178% | +$266K |
2014 Q1
2 quarters
|
|
504
Vail Resorts
MTN
$5.4B
| $347K | 0.05% |
4,005
+2,905
| +264% | +$231K |
2014 Q2
1 quarter
|
|
505
Prudential
PUK
$31B
| $342K | 0.05% |
+7,922
| New | +$360K |
2014 Q3
0 quarters
|
|
506
Barclays
BCS
$75.9B
| $340K | 0.05% |
24,748
-4,634
| -16% | -$63.9K |
2014 Q2
1 quarter
|
|
507
Group 1 Automotive
GPI
$3.07B
| $337K | 0.05% |
+4,635
| New | +$362K |
2014 Q3
0 quarters
|
|
508
Greif
GEF
$4.05B
| $336K | 0.05% |
7,691
+7,291
| +1,823% | +$364K |
2014 Q2
1 quarter
|
|
509
Protolabs
PRLB
$1.64B
| $336K | 0.05% |
+4,870
| New | +$381K |
2014 Q3
0 quarters
|
|
|
KKD
510
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
| $335K | 0.05% |
19,538
+5,057
| +35% | +$83K |
2014 Q1
2 quarters
|
|
511
Teleflex
TFX
$6.07B
| $334K | 0.05% |
3,180
+2,880
| +960% | +$309K |
2014 Q2
1 quarter
|
|
512
DELISTED
HCC INSURANCES HOLDINGS INC
HCC
| $334K | 0.05% |
+6,923
| New | +$337K |
2014 Q3
0 quarters
|
|
513
COPT Defense Properties
CDP
$3.71B
| $331K | 0.05% |
12,884
+3,565
| +38% | +$100K |
2014 Q2
1 quarter
|
|
514
DELISTED
Beacon Roofing Supply, Inc.
BECN
| $331K | 0.05% |
13,023
+12,723
| +4,241% | +$360K |
2014 Q1
2 quarters
|
|
515
Bruker
BRKR
$9.21B
| $330K | 0.05% |
+17,824
| New | +$381K |
2014 Q3
0 quarters
|
|
|
NM
516
DELISTED
Navios Maritime Holdings Inc.
NM
| $329K | 0.05% |
5,485
+3,765
| +219% | +$318K |
2014 Q1
2 quarters
|
|
|
PDLI
517
DELISTED
PDL BioPharma, Inc.
PDLI
| $329K | 0.05% |
44,098
+25,000
| +131% | +$232K |
2014 Q2
1 quarter
|
|
518
Associated Banc-Corp
ASB
$5.72B
| $328K | 0.05% |
+18,845
| New | +$341K |
2014 Q3
0 quarters
|
|
|
LOCK
519
DELISTED
LifeLock, Inc.
LOCK
| $326K | 0.04% |
+22,828
| New | +$321K |
2014 Q3
0 quarters
|
|
520
Carpenter Technology
CRS
$14.8B
| $324K | 0.04% |
7,184
+3,484
| +94% | +$192K |
2013 Q4
3 quarters
|
|
521
DELISTED
LL Flooring Holdings, Inc.
LL
| $324K | 0.04% |
5,658
-7,952
| -58% | -$463K |
2013 Q4
3 quarters
|
|
522
Arista Networks
ANET
$261B
| $323K | 0.04% |
+58,528
| New | +$278K |
2014 Q3
0 quarters
|
|
523
First Industrial Realty Trust
FR
$7.32B
| $321K | 0.04% |
19,010
+13,852
| +269% | +$253K |
2014 Q2
1 quarter
|
|
524
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
| $321K | 0.04% |
33,399
+7,688
| +30% | +$92K |
2014 Q2
1 quarter
|
|
|
DGI
525
DELISTED
DigitalGlobe Inc.
DGI
| $319K | 0.04% |
11,206
+4,491
| +67% | +$131K |
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.