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 | |
|---|---|---|---|---|---|---|---|
851
Interactive Brokers
IBKR
$35.1B
| $109K | 0.02% |
+17,492
| New | +$104K |
2014 Q3
0 quarters
|
|
852
DELISTED
Stericycle Inc
SRCL
| $109K | 0.02% |
+939
| New | +$111K |
2014 Q3
0 quarters
|
|
853
DELISTED
Hawaiian Holdings, Inc.
HA
| $109K | 0.02% |
8,170
-6,033
| -42% | -$87K |
2014 Q1
2 quarters
|
|
854
Option Care Health
OPCH
$4.75B
| $108K | 0.01% |
3,939
+1,123
| +40% | +$34.8K |
2014 Q1
2 quarters
|
|
855
Pool Corp
POOL
$7.9B
| $108K | 0.01% |
2,004
+1,904
| +1,904% | +$106K |
2014 Q2
1 quarter
|
|
|
PMCS
856
DELISTED
P M C SIERRA INC
PMCS
| $108K | 0.01% |
14,558
+14,065
| +2,853% | +$103K |
2013 Q4
3 quarters
|
|
857
LPL Financial
LPLA
$23.8B
| $107K | 0.01% |
2,336
-4,958
| -68% | -$239K |
2014 Q1
2 quarters
|
|
858
Wendy's
WEN
$1.59B
| $106K | 0.01% |
12,854
-39,276
| -75% | -$322K |
2013 Q2
5 quarters
|
|
859
Huntington Ingalls Industries
HII
$12B
| $105K | 0.01% |
1,017
+117
| +13% | +$11.5K |
2014 Q1
2 quarters
|
|
860
Red Robin
RRGB
$161M
| $105K | 0.01% |
1,856
+256
| +16% | +$15.5K |
2013 Q4
3 quarters
|
|
|
CMGE
861
DELISTED
CHINA MOBILE GAMES & ENTMT GRP LTD SPON ADR (CYM)
CMGE
| $105K | 0.01% |
+5,000
| New | +$89.9K |
2014 Q3
0 quarters
|
|
862
John Wiley & Sons Class A
WLY
$2.56B
| $102K | 0.01% |
+1,832
| New | +$109K |
2014 Q3
0 quarters
|
|
863
DELISTED
Fortress Investment Group Llc
FIG
| $102K | 0.01% |
14,953
-19,995
| -57% | -$147K |
2013 Q4
3 quarters
|
|
864
Diodes
DIOD
$3.96B
| $101K | 0.01% |
4,260
+460
| +12% | +$12.2K |
2014 Q2
1 quarter
|
|
865
Tronox
TROX
$433M
| $100K | 0.01% |
3,863
-23,676
| -86% | -$655K |
2013 Q4
3 quarters
|
|
|
ABMD
866
DELISTED
Abiomed Inc
ABMD
| $100K | 0.01% |
+4,050
| New | +$103K |
2014 Q3
0 quarters
|
|
867
DELISTED
Tri Pointe Homes
TPH
| $96K | 0.01% |
7,481
+2,081
| +39% | +$29.6K |
2013 Q4
3 quarters
|
|
|
YELL
868
DELISTED
Yellow Corporation Common Stock
YELL
| $96K | 0.01% |
4,752
+2,752
| +138% | +$65.8K |
2014 Q2
1 quarter
|
|
869
Movado Group
MOV
$715M
| $95K | 0.01% |
+2,900
| New | +$114K |
2014 Q3
0 quarters
|
|
870
Onity Group
ONIT
$268M
| $95K | 0.01% |
+244
| New | +$110K |
2014 Q3
0 quarters
|
|
|
MINI
871
DELISTED
Mobile Mini Inc
MINI
| $95K | 0.01% |
+2,737
| New | +$113K |
2014 Q3
0 quarters
|
|
872
Brady Corp
BRC
$3.61B
| $93K | 0.01% |
+4,169
| New | +$109K |
2014 Q3
0 quarters
|
|
|
PTR
873
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
| $93K | 0.01% |
724
-576
| -44% | -$78.1K |
2014 Q2
1 quarter
|
|
874
Diversified Healthcare Trust
DHC
$1.78B
| $92K | 0.01% |
+4,462
| New | +$101K |
2014 Q3
0 quarters
|
|
875
FS KKR Capital
FSK
$3.24B
| $92K | 0.01% |
+2,153
| New | +$90.4K |
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.