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 | |
|---|---|---|---|---|---|---|---|
|
SWC
726
DELISTED
Stillwater Mining Co
SWC
| $182K | 0.03% |
+12,169
| New | +$218K |
2014 Q3
0 quarters
|
|
|
MTGE
727
DELISTED
MTGE Investment Corp. Common Stock
MTGE
| $182K | 0.03% |
9,679
+3,279
| +51% | +$65.6K |
2013 Q4
3 quarters
|
|
728
Vivmark Residential
VMRK
$51.2B
| $181K | 0.02% |
+2,944
| New | +$190K |
2014 Q3
0 quarters
|
|
729
DELISTED
PARTNERRE LTD
PRE
| $181K | 0.02% |
1,656
+756
| +84% | +$83K |
2014 Q1
2 quarters
|
|
730
Acadia Pharmaceuticals
ACAD
$2.85B
| $180K | 0.02% |
7,271
+3,344
| +85% | +$78.2K |
2014 Q1
2 quarters
|
|
731
PennyMac Mortgage Investment
PMT
$698M
| $180K | 0.02% |
8,419
+4,947
| +142% | +$108K |
2014 Q2
1 quarter
|
|
|
SCG
732
DELISTED
Scana
SCG
| $180K | 0.02% |
+3,646
| New | +$187K |
2014 Q3
0 quarters
|
|
|
NPBC
733
DELISTED
NATL PENN BANCSHARES INC
NPBC
| $180K | 0.02% |
18,602
+15,498
| +499% | +$158K |
2013 Q4
3 quarters
|
|
734
Aetherion Technologies Inc. Common Shares
AETR
$35.1M
| $179K | 0.02% |
1,711
+1,331
| +350% | +$200K |
2014 Q1
2 quarters
|
|
|
PTLA
735
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
| $178K | 0.02% |
7,056
+5,956
| +541% | +$157K |
2014 Q2
1 quarter
|
|
736
Brinker International
EAT
$8.46B
| $177K | 0.02% |
+3,497
| New | +$168K |
2014 Q3
0 quarters
|
|
|
ALEX
737
DELISTED
Alexander & Baldwin
ALEX
| $176K | 0.02% |
4,899
+199
| +4% | +$7.9K |
2013 Q4
3 quarters
|
|
738
Stride
LRN
$3.18B
| $176K | 0.02% |
+11,066
| New | +$224K |
2014 Q3
0 quarters
|
|
739
Green Dot
GDOT
$717M
| $175K | 0.02% |
+8,281
| New | +$155K |
2014 Q3
0 quarters
|
|
740
WaFd
WAFD
$2.2B
| $175K | 0.02% |
8,601
-22,228
| -72% | -$475K |
2013 Q3
4 quarters
|
|
|
QUOT
741
DELISTED
Quotient Technology Inc
QUOT
| $175K | 0.02% |
+14,651
| New | +$259K |
2014 Q3
0 quarters
|
|
742
Armstrong World Industries
AWI
$7.49B
| $174K | 0.02% |
+3,117
| New | +$174K |
2014 Q3
0 quarters
|
|
743
DELISTED
American Equity Investment Life Holding Company
AEL
| $174K | 0.02% |
7,639
-3,299
| -30% | -$77.7K |
2014 Q2
1 quarter
|
|
|
EQM
744
DELISTED
EQM Midstream Partners, LP
EQM
| $174K | 0.02% |
+1,947
| New | +$179K |
2014 Q3
0 quarters
|
|
745
DELISTED
HFF Inc.
HF
| $173K | 0.02% |
+6,008
| New | +$196K |
2014 Q3
0 quarters
|
|
746
DexCom
DXCM
$30.2B
| $172K | 0.02% |
+17,268
| New | +$177K |
2014 Q3
0 quarters
|
|
747
Kemper
KMPR
$1.95B
| $171K | 0.02% |
5,017
+3,617
| +258% | +$129K |
2014 Q2
1 quarter
|
|
748
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
| $171K | 0.02% |
5,297
+3,197
| +152% | +$90.1K |
2014 Q2
1 quarter
|
|
749
ArcBest
ARCB
$2.92B
| $170K | 0.02% |
+4,565
| New | +$173K |
2014 Q3
0 quarters
|
|
750
Alliance Resource Partners
ARLP
$3.19B
| $169K | 0.02% |
+3,948
| New | +$188K |
2014 Q3
0 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.