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 | |
|---|---|---|---|---|---|---|---|
701
PTC Therapeutics
PTCT
$5.43B
| $198K | 0.03% |
+4,499
| New | +$141K |
2014 Q3
0 quarters
|
|
|
OA
702
DELISTED
Orbital ATK, Inc.
OA
| $198K | 0.03% |
1,552
-1,748
| -53% | -$229K |
2014 Q2
1 quarter
|
|
703
Gilead Sciences
GILD
$210B
| $197K | 0.03% |
1,856
-12,330
| -87% | -$1.21M |
2013 Q4
3 quarters
|
|
704
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $197K | 0.03% |
3,767
-127
| -3% | -$8.06K |
2013 Q3
4 quarters
|
|
705
DELISTED
ProAssurance
PRA
| $196K | 0.03% |
4,454
+1,854
| +71% | +$83.5K |
2013 Q4
3 quarters
|
|
|
SODA
706
DELISTED
SodaStream International Ltd
SODA
| $195K | 0.03% |
6,631
-3,942
| -37% | -$126K |
2013 Q4
3 quarters
|
|
|
TGP
707
DELISTED
Teekay LNG Partners L.P.
TGP
| $194K | 0.03% |
+4,463
| New | +$195K |
2014 Q3
0 quarters
|
|
708
Boise Cascade
BCC
$2.53B
| $193K | 0.03% |
+6,423
| New | +$188K |
2014 Q3
0 quarters
|
|
709
Comstock Resources
CRK
$4.04B
| $193K | 0.03% |
+2,076
| New | +$247K |
2014 Q3
0 quarters
|
|
710
DELISTED
US Steel
X
| $193K | 0.03% |
4,947
-25,769
| -84% | -$903K |
2013 Q4
3 quarters
|
|
711
CONMED
CNMD
$1.55B
| $192K | 0.03% |
5,233
+4,433
| +554% | +$176K |
2014 Q1
2 quarters
|
|
|
LHO
712
DELISTED
LaSalle Hotel Properties
LHO
| $191K | 0.03% |
5,603
+4,403
| +367% | +$158K |
2014 Q1
2 quarters
|
|
713
Vince Holding Corp
VNCE
$170M
| $190K | 0.03% |
630
+400
| +174% | +$136K |
2014 Q2
1 quarter
|
|
714
CGI
GIB
$17.1B
| $189K | 0.03% |
5,601
+5,001
| +834% | +$176K |
2014 Q2
1 quarter
|
|
715
Martin Midstream Partners
MMLP
$81.4M
| $189K | 0.03% |
5,095
+3,895
| +325% | +$153K |
2014 Q2
1 quarter
|
|
716
HEICO Corp
HEI
$47.9B
| $188K | 0.03% |
9,858
-2,105
| -18% | -$43.9K |
2014 Q2
1 quarter
|
|
|
GTAT
717
DELISTED
GT ADVANCED TECHNOLOGIES INC COM STK (DE)
GTAT
| $187K | 0.03% |
17,315
-58,640
| -77% | -$894K |
2014 Q2
1 quarter
|
|
718
NorthWestern Energy
NWE
$5.17B
| $186K | 0.03% |
4,114
+3,614
| +723% | +$174K |
2013 Q4
3 quarters
|
|
719
Stifel
SF
$10.9B
| $186K | 0.03% |
+8,962
| New | +$187K |
2014 Q3
0 quarters
|
|
|
WPZ
720
DELISTED
Williams Partners L.P.
WPZ
| $186K | 0.03% |
3,114
+2,756
| +770% | +$163K |
2014 Q1
2 quarters
|
|
721
Ethan Allen Interiors
ETD
$513M
| $185K | 0.03% |
8,155
+6,955
| +580% | +$168K |
2013 Q4
3 quarters
|
|
|
ININ
722
DELISTED
Interactive Intelligence Group, inc.
ININ
| $185K | 0.03% |
4,438
+3,738
| +534% | +$168K |
2014 Q2
1 quarter
|
|
723
Methanex
MEOH
$5.14B
| $183K | 0.03% |
2,751
-16,520
| -86% | -$1.09M |
2014 Q2
1 quarter
|
|
724
Shutterstock
SSTK
$110M
| $183K | 0.03% |
+2,564
| New | +$195K |
2014 Q3
0 quarters
|
|
|
CEB
725
DELISTED
CEB Inc.
CEB
| $183K | 0.03% |
+3,048
| New | +$199K |
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.