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 | |
|---|---|---|---|---|---|---|---|
1101
Automatic Data Processing
ADP
$119B
| – | – |
-13,210
| Closed | -$919K | – |
|
1102
Ameren
AEE
$31.6B
| – | – |
-53,679
| Closed | -$2.19M | – |
|
1103
Advanced Energy
AEIS
$8.88B
| – | – |
-7,223
| Closed | -$139K | – |
|
1104
AerCap
AER
$26.6B
| – | – |
-3,548
| Closed | -$162K | – |
|
1105
First Majestic Silver
AG
$7.82B
| – | – |
-2,269
| Closed | -$24K | – |
|
1106
Assurant
AIZ
$15.6B
| – | – |
-10,663
| Closed | -$698K | – |
|
1107
Arthur J. Gallagher & Co
AJG
$72B
| – | – |
-12,674
| Closed | -$590K | – |
|
1108
Alto Ingredients
ALTO
$296M
| – | – |
-4,400
| Closed | -$67K | – |
|
1109
Ambarella
AMBA
$2.72B
| – | – |
-8,397
| Closed | -$261K | – |
|
1110
AMC Global Media
AMCX
$367M
| – | – |
-16,864
| Closed | -$1.04M | – |
|
1111
Ametek
AME
$54.6B
| – | – |
-11,644
| Closed | -$608K | – |
|
1112
American Homes 4 Rent
AMH
$11.8B
| – | – |
-5,098
| Closed | -$90K | – |
|
1113
AutoNation
AN
$5.95B
| – | – |
-68
| Closed | -$4K | – |
|
1114
Apollo Global Management
APO
$72.2B
| – | – |
-18,324
| Closed | -$507K | – |
|
1115
Antero Resources
AR
$11.2B
| – | – |
-6,679
| Closed | -$438K | – |
|
1116
Archrock
AROC
$5.08B
| – | – |
-21,826
| Closed | -$981K | – |
|
1117
Arrowhead Research
ARWR
$6.96B
| – | – |
-8,358
| Closed | -$119K | – |
|
1118
Everforth Inc
EFOR
$1.46B
| – | – |
-1,700
| Closed | -$60K | – |
|
1119
Covista Inc
CVSA
$3.79B
| – | – |
-2,842
| Closed | -$120K | – |
|
1120
Avnet
AVT
$6.97B
| – | – |
-10,147
| Closed | -$449K | – |
|
1121
American States Water
AWR
$3.57B
| – | – |
-2,200
| Closed | -$73K | – |
|
1122
AXIS Capital
AXS
$7.64B
| – | – |
-28,798
| Closed | -$1.28M | – |
|
1123
Azenta
AZTA
$1.79B
| – | – |
-2,559
| Closed | -$27K | – |
|
1124
Boeing
BA
$137B
| – | – |
-16,979
| Closed | -$2.16M | – |
|
1125
Bank of America
BAC
$349B
| – | – |
-111,492
| Closed | -$1.71M | – |
|
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.