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 | |
|---|---|---|---|---|---|---|---|
526
Fair Isaac
FICO
$15.6B
| $318K | 0.04% |
+5,788
| New | +$341K |
2014 Q3
0 quarters
|
|
527
Telephone and Data Systems
TDS
$3.9B
| $318K | 0.04% |
+13,306
| New | +$338K |
2014 Q3
0 quarters
|
|
|
CWEI
528
DELISTED
Clayton Williams Energy, Inc.
CWEI
| $318K | 0.04% |
3,303
+2,803
| +561% | +$324K |
2014 Q2
1 quarter
|
|
529
Mercado Libre
MELI
$77.7B
| $317K | 0.04% |
2,920
+651
| +29% | +$67.7K |
2014 Q2
1 quarter
|
|
530
SunCoke Energy
SXC
$867M
| $317K | 0.04% |
14,143
+2,329
| +20% | +$53.8K |
2013 Q4
3 quarters
|
|
|
SIVB
531
DELISTED
SVB Financial Group
SIVB
| $317K | 0.04% |
2,832
-4,183
| -60% | -$464K |
2014 Q2
1 quarter
|
|
532
Black Hills Corp
BKH
$6.61B
| $316K | 0.04% |
6,615
+6,315
| +2,105% | +$339K |
2014 Q1
2 quarters
|
|
533
Cousins Properties
CUZ
$4.96B
| $315K | 0.04% |
9,351
+8,662
| +1,257% | +$308K |
2014 Q2
1 quarter
|
|
|
MDVN
534
DELISTED
MEDIVATION, INC.
MDVN
| $314K | 0.04% |
6,370
-726
| -10% | -$30.8K |
2014 Q1
2 quarters
|
|
535
DELISTED
ARM HOLDINGS PLC ADS
ARMH
| $312K | 0.04% |
+7,150
| New | +$324K |
2014 Q3
0 quarters
|
|
536
APA Corp
APA
$15B
| $311K | 0.04% |
3,321
-4,267
| -56% | -$423K |
2013 Q3
4 quarters
|
|
537
AngloGold Ashanti
AU
$50.3B
| $311K | 0.04% |
25,961
+18,427
| +245% | +$301K |
2013 Q3
4 quarters
|
|
|
DCT
538
DELISTED
DCT Industrial Trust Inc.
DCT
| $311K | 0.04% |
10,355
+5,505
| +114% | +$174K |
2013 Q3
4 quarters
|
|
539
DELISTED
Big Lots, Inc.
BIG
| $306K | 0.04% |
+7,109
| New | +$323K |
2014 Q3
0 quarters
|
|
|
MENT
540
DELISTED
Mentor Graphics Corp
MENT
| $306K | 0.04% |
+14,967
| New | +$320K |
2014 Q3
0 quarters
|
|
541
Designer Brands
DBI
$345M
| $303K | 0.04% |
10,071
+1,898
| +23% | +$54.4K |
2013 Q4
3 quarters
|
|
|
SWFT
542
DELISTED
Swift Transportation Company
SWFT
| $303K | 0.04% |
14,473
-28,098
| -66% | -$617K |
2013 Q4
3 quarters
|
|
543
PPL Corp
PPL
$26.9B
| $302K | 0.04% |
9,879
-2,176
| -18% | -$68.1K |
2014 Q2
1 quarter
|
|
|
NXGN
544
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
| $300K | 0.04% |
21,840
+19,940
| +1,049% | +$303K |
2014 Q2
1 quarter
|
|
|
SIRO
545
DELISTED
SIRONA DENTAL SYSTEMS INC COM STK
SIRO
| $300K | 0.04% |
+3,920
| New | +$315K |
2014 Q3
0 quarters
|
|
|
ROSE
546
DELISTED
ROSETTA RESOURCES INC
ROSE
| $299K | 0.04% |
+6,716
| New | +$334K |
2014 Q3
0 quarters
|
|
547
DELISTED
iRobot
IRBT
| $298K | 0.04% |
9,788
+7,930
| +427% | +$272K |
2013 Q4
3 quarters
|
|
|
ACOR
548
DELISTED
Acorda Therapeutics
ACOR
| $298K | 0.04% |
+73
| New | +$274K |
2014 Q3
0 quarters
|
|
549
Factset
FDS
$11.5B
| $297K | 0.04% |
+2,444
| New | +$302K |
2014 Q3
0 quarters
|
|
550
WEX
WEX
$6B
| $296K | 0.04% |
+2,688
| New | +$295K |
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.