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 | |
|---|---|---|---|---|---|---|---|
676
DELISTED
SEMGROUP CORPORATION
SEMG
| $209K | 0.03% |
2,519
+1,519
| +152% | +$125K |
2013 Q4
3 quarters
|
|
|
AMCC
677
DELISTED
Applied Micro Circuits Corporation New
AMCC
| $209K | 0.03% |
29,986
+17,701
| +144% | +$153K |
2014 Q2
1 quarter
|
|
|
LM
678
DELISTED
Legg Mason, Inc.
LM
| $208K | 0.03% |
+4,081
| New | +$202K |
2014 Q3
0 quarters
|
|
|
ENLK
679
DELISTED
EnLink Midstream Partners, LP
ENLK
| $208K | 0.03% |
+6,837
| New | +$209K |
2014 Q3
0 quarters
|
|
|
CLC
680
DELISTED
Clarcor
CLC
| $208K | 0.03% |
3,308
+1,008
| +44% | +$62.3K |
2013 Q4
3 quarters
|
|
681
Canadian Solar
CSIQ
$735M
| $207K | 0.03% |
+5,798
| New | +$188K |
2014 Q3
0 quarters
|
|
|
TMX
682
DELISTED
Terminix Global Holdings, Inc.
TMX
| $207K | 0.03% |
+12,813
| New | +$184K |
2014 Q3
0 quarters
|
|
|
ESND
683
DELISTED
Essendant Inc.
ESND
| $207K | 0.03% |
+5,512
| New | +$222K |
2014 Q3
0 quarters
|
|
684
DELISTED
ATLAS RESOURCE PARTNERS L P COM UIT REPSTG LTD PTNRS
ARP
| $207K | 0.03% |
10,641
+7,341
| +222% | +$146K |
2014 Q1
2 quarters
|
|
685
Avient
AVNT
$4.25B
| $206K | 0.03% |
5,793
-397
| -6% | -$15.6K |
2014 Q2
1 quarter
|
|
686
Herc Holdings
HRI
$5.59B
| $206K | 0.03% |
+2,711
| New | +$232K |
2014 Q3
0 quarters
|
|
|
FLTX
687
DELISTED
Fleetmatics Group PLC
FLTX
| $206K | 0.03% |
6,760
+5,460
| +420% | +$174K |
2014 Q2
1 quarter
|
|
688
Grand Canyon Education
LOPE
$2.96B
| $205K | 0.03% |
+5,047
| New | +$220K |
2014 Q3
0 quarters
|
|
689
Capri Holdings
CPRI
$2.21B
| $204K | 0.03% |
2,861
-22,421
| -89% | -$1.8M |
2014 Q2
1 quarter
|
|
690
Commault Systems
CVLT
$6.8B
| $204K | 0.03% |
4,062
-2,133
| -34% | -$110K |
2013 Q4
3 quarters
|
|
691
Glacier Bancorp
GBCI
$6.39B
| $204K | 0.03% |
+7,903
| New | +$214K |
2014 Q3
0 quarters
|
|
692
Pebblebrook Hotel Trust
PEB
$2.43B
| $204K | 0.03% |
+5,484
| New | +$207K |
2014 Q3
0 quarters
|
|
|
ARIA
693
DELISTED
Ariad Pharmaceuticals Inc
ARIA
| $204K | 0.03% |
37,896
-14
| -0% | -$82 |
2014 Q2
1 quarter
|
|
694
DELISTED
Assertio
ASRT
| $203K | 0.03% |
+224
| New | +$180K |
2014 Q3
0 quarters
|
|
|
CSH
695
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
| $203K | 0.03% |
+10,231
| New | +$206K |
2014 Q3
0 quarters
|
|
696
Aegon
AEG
$12.5B
| $202K | 0.03% |
35,757
+35,530
| +15,652% | +$201K |
2014 Q2
1 quarter
|
|
697
Caleres
CAL
$468M
| $202K | 0.03% |
7,454
+6,954
| +1,391% | +$201K |
2014 Q1
2 quarters
|
|
698
DELISTED
Media General, Inc
MEG
| $202K | 0.03% |
15,462
+6,462
| +72% | +$116K |
2014 Q2
1 quarter
|
|
699
Unisys
UIS
$198M
| $199K | 0.03% |
8,510
+4,085
| +92% | +$93.9K |
2014 Q2
1 quarter
|
|
700
IMAX
IMAX
$2.68B
| $198K | 0.03% |
7,237
+6,337
| +704% | +$171K |
2014 Q1
2 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.