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 | |
|---|---|---|---|---|---|---|---|
626
DELISTED
PERFECT WORLD CO LTD SPONSORED ADR REPSTG CL B (CAYMAN ISL)
PWRD
| $236K | 0.03% |
+11,986
| New | +$247K |
2014 Q3
0 quarters
|
|
627
Guidewire Software
GWRE
$13.3B
| $235K | 0.03% |
5,301
-22,736
| -81% | -$961K |
2014 Q1
2 quarters
|
|
628
Lincoln National
LNC
$8.18B
| $234K | 0.03% |
4,384
-2,700
| -38% | -$144K |
2014 Q2
1 quarter
|
|
629
Gray Television
GTN
$577M
| $233K | 0.03% |
+29,592
| New | +$324K |
2014 Q3
0 quarters
|
|
|
ASNA
630
DELISTED
Ascena Retail Group, Inc.
ASNA
| $233K | 0.03% |
877
-170
| -16% | -$55.7K |
2014 Q2
1 quarter
|
|
|
SRC
631
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $232K | 0.03% |
4,735
+2,094
| +79% | +$108K |
2014 Q2
1 quarter
|
|
632
National Health Investors
NHI
$3.5B
| $230K | 0.03% |
+4,028
| New | +$250K |
2014 Q3
0 quarters
|
|
633
Safehold
SAFE
$755M
| $230K | 0.03% |
3,504
+3,422
| +4,173% | +$242K |
2013 Q4
3 quarters
|
|
634
DELISTED
Diebold Nixdorf Incorporated
DBD
| $230K | 0.03% |
+6,534
| New | +$246K |
2014 Q3
0 quarters
|
|
635
Titan International
TWI
$326M
| $228K | 0.03% |
+19,304
| New | +$283K |
2014 Q3
0 quarters
|
|
636
DELISTED
Infinera Corporation Common Stock
INFN
| $228K | 0.03% |
+21,445
| New | +$210K |
2014 Q3
0 quarters
|
|
637
Zions Bancorporation
ZION
$9.6B
| $227K | 0.03% |
7,823
-16,121
| -67% | -$468K |
2013 Q3
4 quarters
|
|
638
Portland General Electric
POR
$5.48B
| $226K | 0.03% |
7,065
+3,300
| +88% | +$110K |
2013 Q2
5 quarters
|
|
|
TECD
639
DELISTED
Tech Data Corp
TECD
| $226K | 0.03% |
3,845
+3,745
| +3,745% | +$242K |
2014 Q2
1 quarter
|
|
|
FMBI
640
DELISTED
First Midwest Bancorp Inc/IL
FMBI
| $225K | 0.03% |
+14,015
| New | +$235K |
2014 Q3
0 quarters
|
|
|
CTCT
641
DELISTED
CONSTANT CONTACT, INC COM
CTCT
| $225K | 0.03% |
+8,305
| New | +$260K |
2014 Q3
0 quarters
|
|
642
Monster Beverage
MNST
$89.3B
| $224K | 0.03% |
29,424
-515,520
| -95% | -$3.38M |
2013 Q3
4 quarters
|
|
643
DELISTED
Western Gas Partners Lp
WES
| $224K | 0.03% |
+2,997
| New | +$227K |
2014 Q3
0 quarters
|
|
644
IPG Photonics
IPGP
$3B
| $223K | 0.03% |
3,243
+1,743
| +116% | +$117K |
2014 Q1
2 quarters
|
|
|
EXAM
645
DELISTED
EXAMWORKS GROUP INC COM STK (DE)
EXAM
| $223K | 0.03% |
+6,833
| New | +$225K |
2014 Q3
0 quarters
|
|
|
SCTY
646
DELISTED
SolarCity Corporation
SCTY
| $222K | 0.03% |
3,733
-35,759
| -91% | -$2.46M |
2013 Q3
4 quarters
|
|
647
Cal-Maine
CALM
$3.22B
| $221K | 0.03% |
+4,970
| New | +$197K |
2014 Q3
0 quarters
|
|
|
XOOM
648
DELISTED
XOOM CORP COM
XOOM
| $220K | 0.03% |
10,036
+7,526
| +300% | +$173K |
2014 Q2
1 quarter
|
|
649
Sunstone Hotel Investors
SHO
$2.35B
| $219K | 0.03% |
15,850
-20,900
| -57% | -$303K |
2014 Q2
1 quarter
|
|
|
EXXI
650
DELISTED
ENERGY XXI LTD COM SHS
EXXI
| $219K | 0.03% |
19,298
-24,297
| -56% | -$432K |
2013 Q2
5 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.