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 | |
|---|---|---|---|---|---|---|---|
451
DELISTED
CLECO CRP (HOLDING CO)
CNL
| $426K | 0.06% |
+8,859
| New | +$491K |
2014 Q3
0 quarters
|
|
452
Cinemark Holdings
CNK
$4.51B
| $425K | 0.06% |
+12,513
| New | +$434K |
2014 Q3
0 quarters
|
|
453
First Solar
FSLR
$21.6B
| $425K | 0.06% |
+6,459
| New | +$437K |
2014 Q3
0 quarters
|
|
454
Kandi Technologies Group
KNDI
$34.4M
| $421K | 0.06% |
3,244
+1,795
| +124% | +$304K |
2013 Q2
5 quarters
|
|
455
Pacira BioSciences
PCRX
$1.45B
| $420K | 0.06% |
4,341
+4,241
| +4,241% | +$413K |
2014 Q2
1 quarter
|
|
456
PRA Group
PRAA
$487M
| $420K | 0.06% |
8,053
+7,653
| +1,913% | +$441K |
2014 Q2
1 quarter
|
|
457
Moody's
MCO
$87.2B
| $417K | 0.06% |
4,415
-940
| -18% | -$86.1K |
2013 Q4
3 quarters
|
|
458
Century Aluminum
CENX
$3.31B
| $413K | 0.06% |
15,922
+11,580
| +267% | +$255K |
2014 Q2
1 quarter
|
|
459
Brookfield
BN
$92.4B
| $410K | 0.06% |
+38,963
| New | +$419K |
2014 Q3
0 quarters
|
|
460
Sumitomo Mitsui Financial Group, Inc American Depositary Shares (each representing 1.2 shares of Common Stock)
SMFG
$146B
| $409K | 0.06% |
49,986
+15,421
| +45% | +$126K |
2013 Q3
4 quarters
|
|
461
E.W. Scripps
SSP
$283M
| $409K | 0.06% |
28,263
+26,347
| +1,375% | +$466K |
2014 Q1
2 quarters
|
|
|
SBNY
462
DELISTED
Signature Bank
SBNY
| $408K | 0.06% |
3,645
+3,445
| +1,723% | +$405K |
2013 Q4
3 quarters
|
|
463
PLDT
PHI
$3.95B
| $406K | 0.06% |
+5,896
| New | +$426K |
2014 Q3
0 quarters
|
|
464
DELISTED
Emerge Energy Services LP
EMES
| $402K | 0.06% |
3,490
+2,490
| +249% | +$294K |
2014 Q2
1 quarter
|
|
|
CVG
465
DELISTED
Convergys
CVG
| $401K | 0.06% |
+22,519
| New | +$438K |
2014 Q3
0 quarters
|
|
|
TIVO
466
DELISTED
Tivo Inc
TIVO
| $397K | 0.05% |
+20,126
| New | +$454K |
2014 Q3
0 quarters
|
|
467
DELISTED
Valspar
VAL
| $397K | 0.05% |
+5,029
| New | +$395K |
2014 Q3
0 quarters
|
|
468
Silicon Laboratories
SLAB
$7.39B
| $396K | 0.05% |
+9,755
| New | +$429K |
2014 Q3
0 quarters
|
|
|
ACHN
469
DELISTED
Achillion Pharmaceuticals
ACHN
| $395K | 0.05% |
+39,631
| New | +$368K |
2014 Q3
0 quarters
|
|
470
DELISTED
Air Lease Corp
AL
| $393K | 0.05% |
12,104
-24,422
| -67% | -$891K |
2014 Q2
1 quarter
|
|
|
FLIR
471
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $390K | 0.05% |
12,464
+6,176
| +98% | +$207K |
2014 Q2
1 quarter
|
|
472
Cabot Corp
CBT
$3.65B
| $387K | 0.05% |
7,631
+7,131
| +1,426% | +$391K |
2014 Q2
1 quarter
|
|
473
DELISTED
SANDRIDGE ENERGY, INC.
SD
| $386K | 0.05% |
90,021
-47,976
| -35% | -$268K |
2013 Q2
5 quarters
|
|
474
Allegion
ALLE
$15.8B
| $385K | 0.05% |
8,098
-3,536
| -30% | -$185K |
2014 Q2
1 quarter
|
|
475
Accendra Health
ACH
$15.6M
| $385K | 0.05% |
11,783
-2,545
| -18% | -$86.6K |
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.