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 | |
|---|---|---|---|---|---|---|---|
826
SFL Corp
SFL
$1.68B
| $120K | 0.02% |
7,139
-841
| -11% | -$15.6K |
2014 Q2
1 quarter
|
|
827
Silgan Holdings
SLGN
$4.45B
| $120K | 0.02% |
+5,138
| New | +$128K |
2014 Q3
0 quarters
|
|
828
Sony
SONY
$158B
| $120K | 0.02% |
33,535
+6,305
| +23% | +$22.7K |
2014 Q2
1 quarter
|
|
829
CVB Financial
CVBF
$4.03B
| $119K | 0.02% |
+8,360
| New | +$129K |
2014 Q3
0 quarters
|
|
830
Thor Industries
THO
$4.25B
| $119K | 0.02% |
2,318
+118
| +5% | +$6.32K |
2014 Q1
2 quarters
|
|
831
Dentsply Sirona
XRAY
$1.9B
| $118K | 0.02% |
+2,596
| New | +$122K |
2014 Q3
0 quarters
|
|
832
Jones Lang LaSalle
JLL
$17.4B
| $117K | 0.02% |
932
-668
| -42% | -$86.9K |
2014 Q2
1 quarter
|
|
|
COL
833
DELISTED
Rockwell Collins
COL
| $117K | 0.02% |
1,494
-2,532
| -63% | -$195K |
2014 Q2
1 quarter
|
|
|
BKW
834
DELISTED
BURGER KING WORLDWIDE
BKW
| $117K | 0.02% |
+3,957
| New | +$113K |
2014 Q3
0 quarters
|
|
|
RHT
835
DELISTED
Red Hat Inc
RHT
| $116K | 0.02% |
+2,079
| New | +$121K |
2014 Q3
0 quarters
|
|
836
HNI Corp
HNI
$3.6B
| $115K | 0.02% |
+3,212
| New | +$121K |
2014 Q3
0 quarters
|
|
837
Tanger
SKT
$4.53B
| $115K | 0.02% |
+3,540
| New | +$122K |
2014 Q3
0 quarters
|
|
|
TWO
838
DELISTED
Two Harbors Investment
TWO
| $115K | 0.02% |
1,493
+475
| +47% | +$39.5K |
2014 Q2
1 quarter
|
|
839
Unifirst Corp
UNF
$4.31B
| $115K | 0.02% |
+1,200
| New | +$119K |
2014 Q3
0 quarters
|
|
|
CAB
840
DELISTED
Cabela's Inc
CAB
| $115K | 0.02% |
+1,953
| New | +$117K |
2014 Q3
0 quarters
|
|
841
DELISTED
GRAFTECH INTERNATIONAL LTD
GTI
| $113K | 0.02% |
24,853
+19,604
| +373% | +$168K |
2014 Q2
1 quarter
|
|
842
Pinnacle West Capital
PNW
$12.8B
| $112K | 0.02% |
2,065
+674
| +48% | +$37.6K |
2013 Q4
3 quarters
|
|
843
Western Union
WU
$2.14B
| $112K | 0.02% |
+7,040
| New | +$121K |
2014 Q3
0 quarters
|
|
844
Ziff Davis
ZD
$1.73B
| $112K | 0.02% |
+2,611
| New | +$116K |
2014 Q3
0 quarters
|
|
|
NETI
845
DELISTED
Eneti Inc.
NETI
| $112K | 0.02% |
+173
| New | +$153K |
2014 Q3
0 quarters
|
|
|
BPL
846
DELISTED
Buckeye Partners, L.P.
BPL
| $112K | 0.02% |
+1,418
| New | +$113K |
2014 Q3
0 quarters
|
|
|
KS
847
DELISTED
KapStone Paper and Pack Corp.
KS
| $112K | 0.02% |
+4,034
| New | +$123K |
2014 Q3
0 quarters
|
|
848
DELISTED
LIFE TIME FITNESS INC
LTM
| $112K | 0.02% |
2,222
-9,814
| -82% | -$449K |
2013 Q4
3 quarters
|
|
849
DELISTED
Vale S A
VALE.P
| $110K | 0.02% |
+11,416
| New | +$135K |
2014 Q3
0 quarters
|
|
850
HSBC
HSBC
$309B
| $109K | 0.02% |
+2,487
| New | +$113K |
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.