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 | |
|---|---|---|---|---|---|---|---|
651
OSI Systems
OSIS
$3.17B
| $218K | 0.03% |
3,439
+3,139
| +1,046% | +$208K |
2014 Q2
1 quarter
|
|
652
Simpson Manufacturing
SSD
$8.28B
| $218K | 0.03% |
+7,503
| New | +$243K |
2014 Q3
0 quarters
|
|
653
TSMC
TSM
$2.02T
| $218K | 0.03% |
+10,840
| New | +$226K |
2014 Q3
0 quarters
|
|
654
Everest Group
EG
$15.3B
| $217K | 0.03% |
+1,343
| New | +$217K |
2014 Q3
0 quarters
|
|
655
Kite Realty
KRG
$5.07B
| $216K | 0.03% |
8,942
+6,876
| +333% | +$174K |
2014 Q2
1 quarter
|
|
|
HCR
656
DELISTED
Hi-Crush Inc. Common Stock
HCR
| $216K | 0.03% |
4,208
+2,708
| +181% | +$169K |
2014 Q2
1 quarter
|
|
|
SDLP
657
DELISTED
SEADRILL PARTNERS LLC
SDLP
| $216K | 0.03% |
+693
| New | +$228K |
2014 Q3
0 quarters
|
|
658
Fulton Financial
FULT
$4.57B
| $215K | 0.03% |
19,449
+9,139
| +89% | +$106K |
2013 Q3
4 quarters
|
|
659
Lincoln Electric
LECO
$15.4B
| $215K | 0.03% |
+3,112
| New | +$217K |
2014 Q3
0 quarters
|
|
660
L3Harris
LHX
$50.5B
| $215K | 0.03% |
3,240
-2,676
| -45% | -$189K |
2014 Q1
2 quarters
|
|
661
DELISTED
Spirit Airlines, Inc.
SAVE
| $215K | 0.03% |
+3,119
| New | +$214K |
2014 Q3
0 quarters
|
|
|
SJI
662
DELISTED
South Jersey Industries, Inc.
SJI
| $215K | 0.03% |
8,066
+5,666
| +236% | +$159K |
2013 Q4
3 quarters
|
|
663
DELISTED
IHS INC CL-A COM STK
IHS
| $215K | 0.03% |
+1,719
| New | +$233K |
2014 Q3
0 quarters
|
|
664
Smith & Nephew
SNN
$13B
| $214K | 0.03% |
+6,363
| New | +$222K |
2014 Q3
0 quarters
|
|
665
Applied Industrial Technologies
AIT
$10.9B
| $213K | 0.03% |
+4,670
| New | +$229K |
2014 Q3
0 quarters
|
|
666
DELISTED
ModivCare
MODV
| $213K | 0.03% |
+4,420
| New | +$189K |
2014 Q3
0 quarters
|
|
|
AVG
667
DELISTED
AVG Technologies N.V.
AVG
| $213K | 0.03% |
12,874
-5,669
| -31% | -$103K |
2014 Q2
1 quarter
|
|
668
Agios Pharmaceuticals
AGIO
$1.88B
| $212K | 0.03% |
+3,468
| New | +$149K |
2014 Q3
0 quarters
|
|
669
Fidelity National Financial
FNF
$12.1B
| $212K | 0.03% |
+11,045
| New | +$214K |
2014 Q3
0 quarters
|
|
670
DELISTED
HORSEHEAD HLDG CORP COM STK (DE)
ZINC
| $212K | 0.03% |
+12,873
| New | +$245K |
2014 Q3
0 quarters
|
|
|
IBKC
671
DELISTED
IBERIABANK Corp
IBKC
| $211K | 0.03% |
+3,389
| New | +$224K |
2014 Q3
0 quarters
|
|
672
DELISTED
LINN ENERGY LLC COM UTS REP LTD LIABILITY CO INTS
LINE
| $211K | 0.03% |
7,022
-10,511
| -60% | -$327K |
2013 Q4
3 quarters
|
|
673
Snap-on
SNA
$19.3B
| $210K | 0.03% |
1,740
+140
| +9% | +$17.2K |
2014 Q2
1 quarter
|
|
674
Vera Bradley
VRA
$231M
| $210K | 0.03% |
+10,181
| New | +$214K |
2014 Q3
0 quarters
|
|
675
Enphase Energy
ENPH
$3.85B
| $209K | 0.03% |
+13,996
| New | +$177K |
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.