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 | |
|---|---|---|---|---|---|---|---|
551
Sabra Healthcare REIT
SBRA
$5.62B
| $295K | 0.04% |
12,146
+10,328
| +568% | +$286K |
2013 Q4
3 quarters
|
|
552
Tower Semiconductor
TSEM
$17.3B
| $295K | 0.04% |
+29,071
| New | +$309K |
2014 Q3
0 quarters
|
|
553
Ultrapar
UGP
$5.85B
| $295K | 0.04% |
28,026
+23,226
| +484% | +$276K |
2014 Q2
1 quarter
|
|
554
Verisk Analytics
VRSK
$25.7B
| $293K | 0.04% |
4,813
-7,989
| -62% | -$499K |
2014 Q1
2 quarters
|
|
|
STAY
555
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
| $292K | 0.04% |
12,307
+6,444
| +110% | +$150K |
2014 Q1
2 quarters
|
|
|
MFRM
556
DELISTED
MATTRESS FIRM HLDG CORP COM STK (DE)
MFRM
| $292K | 0.04% |
4,865
+4,665
| +2,333% | +$253K |
2013 Q4
3 quarters
|
|
557
Usana Health Sciences
USNA
$256M
| $291K | 0.04% |
+7,914
| New | +$286K |
2014 Q3
0 quarters
|
|
|
DCP
558
DELISTED
DCP Midstream, LP
DCP
| $291K | 0.04% |
+5,352
| New | +$294K |
2014 Q3
0 quarters
|
|
559
Marsh
MRSH
$97.2B
| $289K | 0.04% |
+5,525
| New | +$288K |
2014 Q3
0 quarters
|
|
560
Highwoods Properties
HIW
$3.47B
| $288K | 0.04% |
7,406
+4,806
| +185% | +$201K |
2014 Q2
1 quarter
|
|
561
Minerals Technologies
MTX
$1.94B
| $288K | 0.04% |
+4,682
| New | +$292K |
2014 Q3
0 quarters
|
|
562
Enpro
NPO
$5.85B
| $287K | 0.04% |
4,746
+3,646
| +331% | +$248K |
2014 Q1
2 quarters
|
|
|
SAPE
563
DELISTED
SAPIENT CORP
SAPE
| $287K | 0.04% |
+20,537
| New | +$305K |
2014 Q3
0 quarters
|
|
564
Cheetah Mobile
CMCM
$72M
| $285K | 0.04% |
+3,127
| New | +$364K |
2014 Q3
0 quarters
|
|
565
Coeur Mining
CDE
$16.8B
| $284K | 0.04% |
57,300
+23,700
| +71% | +$182K |
2014 Q2
1 quarter
|
|
566
NXP Semiconductors
NXPI
$64.6B
| $284K | 0.04% |
+4,159
| New | +$277K |
2014 Q3
0 quarters
|
|
|
WMGI
567
DELISTED
Wright Medical Group Inc
WMGI
| $283K | 0.04% |
+9,349
| New | +$288K |
2014 Q3
0 quarters
|
|
568
FNB Corp
FNB
$6.4B
| $282K | 0.04% |
23,562
+8,109
| +52% | +$100K |
2014 Q2
1 quarter
|
|
569
Invesco Mortgage Capital
IVR
$595M
| $281K | 0.04% |
1,791
+1,300
| +265% | +$222K |
2014 Q2
1 quarter
|
|
570
DELISTED
Verifone Systems Inc
PAY
| $280K | 0.04% |
8,151
-4,027
| -33% | -$142K |
2014 Q2
1 quarter
|
|
571
DELISTED
Infoblox Inc
BLOX
| $280K | 0.04% |
19,018
+11,890
| +167% | +$154K |
2014 Q1
2 quarters
|
|
|
TUMI
572
DELISTED
TUMI HLDGS INC COM
TUMI
| $280K | 0.04% |
13,797
+3,074
| +29% | +$65.2K |
2014 Q1
2 quarters
|
|
573
American Water Works
AWK
$29.7B
| $278K | 0.04% |
+5,768
| New | +$282K |
2014 Q3
0 quarters
|
|
574
Carlisle Companies
CSL
$15.3B
| $277K | 0.04% |
3,455
+2,755
| +394% | +$229K |
2014 Q2
1 quarter
|
|
575
Universal Display
OLED
$4.05B
| $277K | 0.04% |
8,498
-3,927
| -32% | -$130K |
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.