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 | |
|---|---|---|---|---|---|---|---|
751
Gogo Inc
GOGO
$491M
| $169K | 0.02% |
10,027
-20,990
| -68% | -$358K |
2014 Q1
2 quarters
|
|
752
Navigator Holdings
NVGS
$1.25B
| $169K | 0.02% |
+6,108
| New | +$177K |
2014 Q3
0 quarters
|
|
|
NSM
753
DELISTED
Nationstar Mortgage Holdings
NSM
| $169K | 0.02% |
4,958
-1,761
| -26% | -$58.4K |
2013 Q2
5 quarters
|
|
|
LGF
754
DELISTED
Lions Gate Entertainment
LGF
| $169K | 0.02% |
+5,149
| New | +$163K |
2014 Q3
0 quarters
|
|
|
FRAN
755
DELISTED
Francesca's Holdings Corporation
FRAN
| $167K | 0.02% |
+1,002
| New | +$166K |
2014 Q3
0 quarters
|
|
756
DELISTED
Noble Corporation
NE
| $167K | 0.02% |
+7,520
| New | +$203K |
2014 Q3
0 quarters
|
|
757
Brink's
BCO
$4.72B
| $165K | 0.02% |
+6,865
| New | +$184K |
2014 Q3
0 quarters
|
|
758
Harmonic Inc
HLIT
$1.11B
| $165K | 0.02% |
26,067
+18,833
| +260% | +$122K |
2013 Q4
3 quarters
|
|
|
EVEP
759
DELISTED
EV Energy Partners, L.P.
EVEP
| $164K | 0.02% |
4,635
+3,235
| +231% | +$124K |
2014 Q2
1 quarter
|
|
|
SSE
760
DELISTED
SEVENTY SEVEN ENERGY INC COM
SSE
| $164K | 0.02% |
+6,929
| New | +$165K |
2014 Q3
0 quarters
|
|
|
RDS.B
761
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
| $163K | 0.02% |
+2,067
| New | +$174K |
2014 Q3
0 quarters
|
|
762
Xerox
XRX
$138M
| $162K | 0.02% |
+4,648
| New | +$162K |
2014 Q3
0 quarters
|
|
|
IPHS
763
DELISTED
Innophos Holdings, Inc.
IPHS
| $162K | 0.02% |
+2,950
| New | +$171K |
2014 Q3
0 quarters
|
|
764
DELISTED
Usg
USG
| $162K | 0.02% |
+5,904
| New | +$168K |
2014 Q3
0 quarters
|
|
765
DELISTED
G&K Services Inc
GK
| $162K | 0.02% |
2,942
+1,042
| +55% | +$55.4K |
2014 Q2
1 quarter
|
|
766
MetLife
MET
$63.9B
| $161K | 0.02% |
+3,372
| New | +$164K |
2014 Q3
0 quarters
|
|
767
Netflix
NFLX
$263B
| $161K | 0.02% |
25,130
-172,200
| -87% | -$1.12M |
2013 Q4
3 quarters
|
|
|
KING
768
DELISTED
KING DIGITAL ENTMT PLC ORD SHS (IRL)
KING
| $161K | 0.02% |
12,682
+12,382
| +4,127% | +$203K |
2014 Q2
1 quarter
|
|
769
Transocean
RIG
$5.77B
| $160K | 0.02% |
+5,016
| New | +$196K |
2014 Q3
0 quarters
|
|
|
ANDX
770
DELISTED
Andeavor Logistics LP
ANDX
| $160K | 0.02% |
2,261
+1,761
| +352% | +$124K |
2013 Q4
3 quarters
|
|
771
DELISTED
Light & Wonder
LNW
| $159K | 0.02% |
+14,833
| New | +$152K |
2014 Q3
0 quarters
|
|
772
Steel Dynamics
STLD
$32.4B
| $159K | 0.02% |
+7,057
| New | +$154K |
2014 Q3
0 quarters
|
|
773
STAG Industrial
STAG
$7.22B
| $158K | 0.02% |
+7,663
| New | +$177K |
2014 Q3
0 quarters
|
|
|
TOWR
774
DELISTED
Tower International, Inc.
TOWR
| $158K | 0.02% |
+6,273
| New | +$211K |
2014 Q3
0 quarters
|
|
775
Arbutus Biopharma
ABUS
$737M
| $157K | 0.02% |
+7,432
| New | +$121K |
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.