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 | |
|---|---|---|---|---|---|---|---|
776
Acadia Realty Trust
AKR
$2.76B
| $157K | 0.02% |
+5,716
| New | +$162K |
2014 Q3
0 quarters
|
|
777
KeyCorp
KEY
$22.6B
| $157K | 0.02% |
+11,849
| New | +$162K |
2014 Q3
0 quarters
|
|
|
TSRO
778
DELISTED
TESARO, Inc.
TSRO
| $157K | 0.02% |
+5,864
| New | +$172K |
2014 Q3
0 quarters
|
|
|
EBIX
779
DELISTED
Ebix Inc
EBIX
| $156K | 0.02% |
11,003
-2,694
| -20% | -$37.4K |
2014 Q1
2 quarters
|
|
780
DELISTED
Kennedy-Wilson Holdings
KW
| $155K | 0.02% |
+6,471
| New | +$163K |
2014 Q3
0 quarters
|
|
|
CMCSK
781
DELISTED
COMCAST CORP SPL A (NEW)
CMCSK
| $155K | 0.02% |
+2,902
| New | +$155K |
2014 Q3
0 quarters
|
|
782
Myriad Genetics
MYGN
$549M
| $154K | 0.02% |
4,000
-4,200
| -51% | -$157K |
2014 Q2
1 quarter
|
|
783
Broadridge
BR
$21.8B
| $153K | 0.02% |
3,695
-125
| -3% | -$5.2K |
2014 Q2
1 quarter
|
|
784
DELISTED
LiveRamp
RAMP
| $153K | 0.02% |
9,262
-8,623
| -48% | -$162K |
2013 Q4
3 quarters
|
|
|
EBSB
785
DELISTED
Meridian Bancorp, Inc.
EBSB
| $153K | 0.02% |
+14,524
| New | +$155K |
2014 Q3
0 quarters
|
|
786
LSB Industries
LXU
$773M
| $152K | 0.02% |
5,568
+5,048
| +971% | +$150K |
2014 Q1
2 quarters
|
|
|
PLKI
787
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
| $152K | 0.02% |
+3,760
| New | +$153K |
2014 Q3
0 quarters
|
|
|
REN
788
DELISTED
Resolute Energy Corporaton
REN
| $151K | 0.02% |
4,824
+730
| +18% | +$27.7K |
2013 Q4
3 quarters
|
|
|
KYTH
789
DELISTED
KYTHERA BIOPHARMACEUTICALS, INC COM
KYTH
| $150K | 0.02% |
+4,582
| New | +$161K |
2014 Q3
0 quarters
|
|
|
ENOC
790
DELISTED
EnerNOC, Inc.
ENOC
| $149K | 0.02% |
8,833
+4,086
| +86% | +$76.3K |
2014 Q2
1 quarter
|
|
791
Hope Bancorp
HOPE
$1.71B
| $147K | 0.02% |
10,133
+1,133
| +13% | +$17K |
2013 Q3
4 quarters
|
|
792
MGIC Investment
MTG
$5.67B
| $147K | 0.02% |
+18,935
| New | +$155K |
2014 Q3
0 quarters
|
|
|
EEQ
793
DELISTED
Enbridge Energy Management Llc
EEQ
| $147K | 0.02% |
+5,801
| New | +$139K |
2014 Q3
0 quarters
|
|
|
LNCO
794
DELISTED
LINNCO LLC COM SHS REPSTG LTD LIABILITY
LNCO
| $146K | 0.02% |
5,065
-25,233
| -83% | -$762K |
2014 Q2
1 quarter
|
|
795
AutoZone
AZO
$52.3B
| $145K | 0.02% |
285
-15
| -5% | -$7.9K |
2014 Q2
1 quarter
|
|
796
Mine Safety
MSA
$6.67B
| $145K | 0.02% |
+2,937
| New | +$163K |
2014 Q3
0 quarters
|
|
797
DELISTED
Coherent Inc
COHR
| $145K | 0.02% |
2,368
+1,268
| +115% | +$80K |
2014 Q1
2 quarters
|
|
|
TFM
798
DELISTED
THE FRESH MARKET, INC COM STK
TFM
| $145K | 0.02% |
4,153
-6,809
| -62% | -$221K |
2014 Q2
1 quarter
|
|
799
MannKind Corp
MNKD
$1.35B
| $144K | 0.02% |
4,878
+3,628
| +290% | +$143K |
2014 Q2
1 quarter
|
|
|
WAIR
800
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
| $144K | 0.02% |
8,303
+6,903
| +493% | +$128K |
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.