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 | |
|---|---|---|---|---|---|---|---|
1201
Endeavour Silver
EXK
$2.47B
| – | – |
-22,100
| Closed | -$120K | – |
|
1202
Eagle Materials
EXP
$5.79B
| – | – |
-13,324
| Closed | -$1.26M | – |
|
1203
Extra Space Storage
EXR
$33.4B
| – | – |
-4,445
| Closed | -$236K | – |
|
1204
Ezcorp Inc
EZPW
$1.82B
| – | – |
-7,200
| Closed | -$83K | – |
|
1205
Diamondback Energy
FANG
$49.7B
| – | – |
-25,624
| Closed | -$2.28M | – |
|
1206
FedEx
FDX
$74.7B
| – | – |
-3,558
| Closed | -$538K | – |
|
1207
FirstEnergy
FE
$27B
| – | – |
-87,169
| Closed | -$3.03M | – |
|
1208
Forum Energy Technologies
FET
$818M
| – | – |
-420
| Closed | -$305K | – |
|
1209
First Horizon
FHN
$11.1B
| – | – |
-7,322
| Closed | -$86K | – |
|
1210
Fifth Third Bancorp
FITB
$49.1B
| – | – |
-15,696
| Closed | -$335K | – |
|
1211
Five Below
FIVE
$14B
| – | – |
-24,349
| Closed | -$971K | – |
|
1212
Flowserve
FLS
$10.9B
| – | – |
-12,280
| Closed | -$913K | – |
|
1213
Fabrinet
FN
$13.1B
| – | – |
-2,100
| Closed | -$43K | – |
|
1214
Fresenius Medical Care
FMS
$11.9B
| – | – |
-1,700
| Closed | -$56K | – |
|
1215
Franco-Nevada
FNV
$50.8B
| – | – |
-384
| Closed | -$22K | – |
|
1216
Fossil Group
FOSL
$477M
| – | – |
-1,113
| Closed | -$116K | – |
|
1217
Federal Signal
FSS
$7.15B
| – | – |
-2,000
| Closed | -$29K | – |
|
1218
Flotek Industries
FTK
$941M
| – | – |
-1,988
| Closed | -$383K | – |
|
1219
H.B. Fuller
FUL
$2.76B
| – | – |
-700
| Closed | -$33K | – |
|
1220
The Greenbrier Companies
GBX
$1.3B
| – | – |
-10,268
| Closed | -$591K | – |
|
1221
Geospace Technologies
GEOS
$49.8M
| – | – |
-1,800
| Closed | -$99K | – |
|
1222
G-III Apparel Group
GIII
$1.39B
| – | – |
-1,200
| Closed | -$48K | – |
|
1223
Corning
GLW
$100B
| – | – |
-13,424
| Closed | -$294K | – |
|
1224
Generac Holdings
GNRC
$11.1B
| – | – |
-27,442
| Closed | -$1.34M | – |
|
1225
Green Plains
GPRE
$979M
| – | – |
-2,857
| Closed | -$93K | – |
|
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.