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 | |
|---|---|---|---|---|---|---|---|
1051
Pegasystems
PEGA
$5.09B
| $13K | ﹤0.01% |
+1,400
| New | +$15.1K |
2014 Q3
0 quarters
|
|
1052
TransDigm Group
TDG
$67.4B
| $13K | ﹤0.01% |
+72
| New | +$12.9K |
2014 Q3
0 quarters
|
|
|
UPL
1053
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
| $13K | ﹤0.01% |
571
-32,335
| -98% | -$811K |
2014 Q1
2 quarters
|
|
|
NOR
1054
DELISTED
NORANDA ALUM HLDG CORP COM NEW
NOR
| $13K | ﹤0.01% |
+426
| New | +$13.2K |
2014 Q3
0 quarters
|
|
1055
Regis Corp
RGS
$59.7M
| $12K | ﹤0.01% |
+38
| New | +$11.4K |
2014 Q3
0 quarters
|
|
|
WUBA
1056
DELISTED
58.com Inc
WUBA
| $12K | ﹤0.01% |
332
-2,451
| -88% | -$113K |
2014 Q1
2 quarters
|
|
|
CBST
1057
DELISTED
CUBIST PHARMACEUTICALS INC
CBST
| $12K | ﹤0.01% |
184
-1,638
| -90% | -$108K |
2013 Q4
3 quarters
|
|
1058
Rayonier Advanced Materials
RYAM
$385M
| $11K | ﹤0.01% |
+347
| New | +$12.2K |
2014 Q3
0 quarters
|
|
1059
DELISTED
Enerplus Corporation
ERF
| $11K | ﹤0.01% |
618
-1,812
| -75% | -$39.7K |
2014 Q2
1 quarter
|
|
1060
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
| $11K | ﹤0.01% |
+688
| New | +$11.5K |
2014 Q3
0 quarters
|
|
|
BKS
1061
DELISTED
Barnes & Noble
BKS
| $11K | ﹤0.01% |
+864
| New | +$12.6K |
2014 Q3
0 quarters
|
|
|
HTWR
1062
DELISTED
HEARTWARE INTERNATIONAL INC COM STK (DE)
HTWR
| $11K | ﹤0.01% |
147
-1,253
| -90% | -$104K |
2014 Q2
1 quarter
|
|
1063
JD.com
JD
$38.3B
| $10K | ﹤0.01% |
+406
| New | +$11.7K |
2014 Q3
0 quarters
|
|
1064
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
| $10K | ﹤0.01% |
281
-5,019
| -95% | -$209K |
2014 Q2
1 quarter
|
|
1065
Accuray
ARAY
$11.5M
| $9K | ﹤0.01% |
34
-694
| -95% | -$225K |
2014 Q2
1 quarter
|
|
|
AMAG
1066
DELISTED
AMAG Pharmaceuticals
AMAG
| $9K | ﹤0.01% |
295
-2,305
| -89% | -$49.2K |
2014 Q2
1 quarter
|
|
|
TTPH
1067
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
| $9K | ﹤0.01% |
+25
| New | +$6.7K |
2014 Q3
0 quarters
|
|
|
PRKR
1068
DELISTED
Parkervision Inc
PRKR
| $9K | ﹤0.01% |
872
-1,118
| -56% | -$14.2K |
2014 Q2
1 quarter
|
|
|
HME
1069
DELISTED
HOME PROPERTIES, INC
HME
| $9K | ﹤0.01% |
+163
| New | +$10.3K |
2014 Q3
0 quarters
|
|
1070
8x8 Inc
EGHT
$317M
| $8K | ﹤0.01% |
+1,250
| New | +$9.6K |
2014 Q3
0 quarters
|
|
1071
DELISTED
Amicus Therapeutics
FOLD
| $8K | ﹤0.01% |
+1,444
| New | +$7.57K |
2014 Q3
0 quarters
|
|
1072
Galicia Financial Group
GGAL
$4.88B
| $8K | ﹤0.01% |
+600
| New | +$8.69K |
2014 Q3
0 quarters
|
|
|
JAH
1073
DELISTED
JARDEN CORPORATION
JAH
| $8K | ﹤0.01% |
+209
| New | +$8.18K |
2014 Q3
0 quarters
|
|
|
HPJ
1074
DELISTED
Highpower International Inc
HPJ
| $8K | ﹤0.01% |
+1,039
| New | +$5.74K |
2014 Q3
0 quarters
|
|
1075
Artisan Partners
APAM
$2.83B
| $7K | ﹤0.01% |
136
-864
| -86% | -$46.6K |
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.