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 | |
|---|---|---|---|---|---|---|---|
951
Callaway Golf Company
CALY
$3.11B
| $60K | 0.01% |
+8,353
| New | +$65.7K |
2014 Q3
0 quarters
|
|
952
Jacobs Solutions
J
$18.3B
| $59K | 0.01% |
1,477
-3,891
| -72% | -$170K |
2014 Q2
1 quarter
|
|
|
SALE
953
DELISTED
RetailMeNot, Inc. Series 1
SALE
| $59K | 0.01% |
3,700
-25,373
| -87% | -$514K |
2014 Q1
2 quarters
|
|
954
Oaktree Specialty Lending
OCSL
$1.1B
| $58K | 0.01% |
2,132
+565
| +36% | +$16.5K |
2013 Q2
5 quarters
|
|
955
Skywest
SKYW
$3.18B
| $58K | 0.01% |
7,537
+2,837
| +60% | +$28.8K |
2014 Q2
1 quarter
|
|
|
ENT
956
DELISTED
Global Eagle Entertainment Inc.
ENT
| $58K | 0.01% |
+207
| New | +$60.2K |
2014 Q3
0 quarters
|
|
957
ASE Group
ASX
$75.9B
| $57K | 0.01% |
+9,800
| New | +$61.7K |
2014 Q3
0 quarters
|
|
958
Power Integrations
POWI
$2.48B
| $57K | 0.01% |
2,126
+1,926
| +963% | +$54.2K |
2014 Q2
1 quarter
|
|
959
DELISTED
Tupperware Brands Corporation
TUP
| $56K | 0.01% |
+821
| New | +$62.4K |
2014 Q3
0 quarters
|
|
960
DELISTED
Meridian Bioscience Inc
VIVO
| $56K | 0.01% |
3,200
+2,200
| +220% | +$43.2K |
2014 Q2
1 quarter
|
|
|
TFCF
961
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
| $56K | 0.01% |
1,685
-11,814
| -88% | -$399K |
2013 Q4
3 quarters
|
|
962
Barrick Mining
B
$69.6B
| $55K | 0.01% |
+3,765
| New | +$67.1K |
2014 Q3
0 quarters
|
|
963
Targa Resources
TRGP
$58.7B
| $55K | 0.01% |
+411
| New | +$56.4K |
2014 Q3
0 quarters
|
|
964
BioCryst Pharmaceuticals
BCRX
$1.96B
| $54K | 0.01% |
+5,527
| New | +$67.7K |
2014 Q3
0 quarters
|
|
|
GWPH
965
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $54K | 0.01% |
680
-6,230
| -90% | -$551K |
2014 Q2
1 quarter
|
|
966
Chipotle Mexican Grill
CMG
$45.2B
| $53K | 0.01% |
+4,000
| New | +$52.4K |
2014 Q3
0 quarters
|
|
967
DELISTED
Sky-mobi Limited ADS
MOBI
| $53K | 0.01% |
+6,533
| New | +$49.8K |
2014 Q3
0 quarters
|
|
968
DELISTED
VCA Inc.
WOOF
| $53K | 0.01% |
1,363
-7,589
| -85% | -$293K |
2014 Q1
2 quarters
|
|
|
VR
969
DELISTED
Validus Hold Ltd
VR
| $52K | 0.01% |
1,335
-834
| -38% | -$32K |
2014 Q1
2 quarters
|
|
|
DANG
970
DELISTED
E-COMMERCE CHINA DANGDANG INC SPNSRD ADS REP COM CL A (CYM)
DANG
| $52K | 0.01% |
+4,311
| New | +$58.5K |
2014 Q3
0 quarters
|
|
971
DELISTED
ITT EDUCATIONAL SERVICES INC
ESI
| $52K | 0.01% |
+12,300
| New | +$128K |
2014 Q3
0 quarters
|
|
972
Pixelworks
PXLW
$31.5M
| $51K | 0.01% |
+669
| New | +$57.1K |
2014 Q3
0 quarters
|
|
973
U-Haul Holding Co
UHAL
$11B
| $51K | 0.01% |
+1,950
| New | +$53.9K |
2014 Q3
0 quarters
|
|
974
AptarGroup
ATR
$9.14B
| $50K | 0.01% |
+825
| New | +$52.5K |
2014 Q3
0 quarters
|
|
975
Ovintiv
OVV
$16.3B
| $50K | 0.01% |
476
-7,679
| -94% | -$846K |
2014 Q2
1 quarter
|
|
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.