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 | |
|---|---|---|---|---|---|---|---|
601
Andersons Inc
ANDE
$1.86B
| $253K | 0.03% |
+4,028
| New | +$245K |
2014 Q3
0 quarters
|
|
602
Enovis
ENOV
$1.65B
| $253K | 0.03% |
+2,584
| New | +$290K |
2014 Q3
0 quarters
|
|
603
Aramark
ARMK
$14.4B
| $252K | 0.03% |
+13,299
| New | +$257K |
2014 Q3
0 quarters
|
|
|
NTRI
604
DELISTED
NutriSystem, Inc.
NTRI
| $252K | 0.03% |
+16,430
| New | +$273K |
2014 Q3
0 quarters
|
|
605
DELISTED
Immunogen Inc
IMGN
| $251K | 0.03% |
23,716
+18,216
| +331% | +$206K |
2013 Q4
3 quarters
|
|
|
QIWI
606
DELISTED
QIWI PLC
QIWI
| $251K | 0.03% |
7,971
+5,471
| +219% | +$205K |
2014 Q2
1 quarter
|
|
607
La-Z-Boy
LZB
$1.31B
| $250K | 0.03% |
12,642
+8,416
| +199% | +$183K |
2014 Q1
2 quarters
|
|
|
MW
608
DELISTED
THE MENS WAREHOUSE INC
MW
| $250K | 0.03% |
5,303
+1,603
| +43% | +$85.7K |
2014 Q1
2 quarters
|
|
609
Coty
COTY
$3.72B
| $249K | 0.03% |
+15,049
| New | +$263K |
2014 Q3
0 quarters
|
|
610
Fluor
FLR
$6.73B
| $249K | 0.03% |
3,742
-3,249
| -46% | -$239K |
2014 Q2
1 quarter
|
|
611
Incyte
INCY
$24.8B
| $249K | 0.03% |
+5,088
| New | +$255K |
2014 Q3
0 quarters
|
|
612
Redwood Trust
RWT
$361M
| $249K | 0.03% |
15,025
+11,625
| +342% | +$220K |
2013 Q4
3 quarters
|
|
613
DELISTED
Exact Sciences
EXAS
| $248K | 0.03% |
12,798
+4,911
| +62% | +$90K |
2014 Q2
1 quarter
|
|
614
Oneok
OKE
$54.2B
| $248K | 0.03% |
+3,785
| New | +$254K |
2014 Q3
0 quarters
|
|
615
Genesis Energy
GEL
$1.56B
| $247K | 0.03% |
4,696
+2,596
| +124% | +$141K |
2014 Q2
1 quarter
|
|
616
MidCap Financial Investment
MFIC
$846M
| $246K | 0.03% |
10,054
+7,221
| +255% | +$187K |
2014 Q2
1 quarter
|
|
|
GDP
617
DELISTED
GOODRICH PETROLEUM CORP(NEW)
GDP
| $246K | 0.03% |
16,659
+9,289
| +126% | +$186K |
2014 Q2
1 quarter
|
|
|
UIL
618
DELISTED
UIL HOLDINGS
UIL
| $245K | 0.03% |
+6,948
| New | +$254K |
2014 Q3
0 quarters
|
|
619
Acacia Research
ACTG
$418M
| $244K | 0.03% |
15,770
+11,970
| +315% | +$202K |
2014 Q2
1 quarter
|
|
620
Biogen
BIIB
$37.7B
| $244K | 0.03% |
739
-5,198
| -88% | -$1.71M |
2014 Q2
1 quarter
|
|
621
First American
FAF
$7.01B
| $243K | 0.03% |
8,969
-8,300
| -48% | -$231K |
2013 Q4
3 quarters
|
|
622
Sabesp
SBS
$17.5B
| $240K | 0.03% |
153,175
+61,069
| +66% | +$110K |
2014 Q1
2 quarters
|
|
623
Coca-Cola Femsa
KOF
$24.7B
| $239K | 0.03% |
+2,377
| New | +$260K |
2014 Q3
0 quarters
|
|
624
SK Telecom
SKM
$12.4B
| $239K | 0.03% |
+4,786
| New | +$227K |
2014 Q3
0 quarters
|
|
|
UTEK
625
DELISTED
Ultratech Inc.
UTEK
| $239K | 0.03% |
+10,540
| New | +$257K |
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.