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 | |
|---|---|---|---|---|---|---|---|
576
Regal Rexnord
RRX
$12B
| $274K | 0.04% |
+4,272
| New | +$307K |
2014 Q3
0 quarters
|
|
577
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
| $274K | 0.04% |
+4,957
| New | +$271K |
2014 Q3
0 quarters
|
|
578
Papa John's
PZZA
$684M
| $272K | 0.04% |
6,813
+1,977
| +41% | +$81K |
2014 Q2
1 quarter
|
|
579
DELISTED
Triumph Group
TGI
| $272K | 0.04% |
4,184
+3,980
| +1,951% | +$266K |
2014 Q2
1 quarter
|
|
|
GWR
580
DELISTED
Genesee & Wyoming Inc.
GWR
| $272K | 0.04% |
+2,854
| New | +$283K |
2014 Q3
0 quarters
|
|
|
VNR
581
DELISTED
Vanguard Natural Resources, LLC
VNR
| $271K | 0.04% |
+9,881
| New | +$298K |
2014 Q3
0 quarters
|
|
|
KEG
582
DELISTED
KEY ENERGY SERVICES INC
KEG
| $271K | 0.04% |
56,171
+51,978
| +1,240% | +$251K |
2013 Q3
4 quarters
|
|
583
VirnetX Holding Corp
VHC
$41.6M
| $270K | 0.04% |
2,252
+2,012
| +838% | +$539K |
2014 Q1
2 quarters
|
|
|
CPE
584
DELISTED
Callon Petroleum Company
CPE
| $269K | 0.04% |
+3,060
| New | +$311K |
2014 Q3
0 quarters
|
|
585
Pembina Pipeline
PBA
$28.3B
| $268K | 0.04% |
6,377
+5,677
| +811% | +$250K |
2014 Q2
1 quarter
|
|
586
Northern Trust
NTRS
$32.2B
| $265K | 0.04% |
+3,908
| New | +$263K |
2014 Q3
0 quarters
|
|
587
PVH
PVH
$4.28B
| $265K | 0.04% |
2,192
-15,223
| -87% | -$1.78M |
2014 Q1
2 quarters
|
|
588
Cemex
CX
$16B
| $263K | 0.04% |
22,726
-178,122
| -89% | -$2.07M |
2014 Q1
2 quarters
|
|
589
DELISTED
Bankrate Inc
RATE
| $263K | 0.04% |
23,229
+16,868
| +265% | +$255K |
2013 Q4
3 quarters
|
|
590
DELISTED
Cadence Bank
CADE
| $261K | 0.04% |
+12,988
| New | +$282K |
2014 Q3
0 quarters
|
|
591
Euronet Worldwide
EEFT
$2.61B
| $261K | 0.04% |
+5,463
| New | +$272K |
2014 Q3
0 quarters
|
|
592
Carlyle Group
CG
$15B
| $260K | 0.04% |
8,540
+8,040
| +1,608% | +$262K |
2013 Q3
4 quarters
|
|
593
Dr. Reddy's Laboratories
RDY
$12.5B
| $260K | 0.04% |
24,790
+20,290
| +451% | +$191K |
2014 Q1
2 quarters
|
|
|
EJ
594
DELISTED
E HOUSE (CHINA) HOLDINGS LIMITED
EJ
| $260K | 0.04% |
29,485
+24,422
| +482% | +$242K |
2013 Q3
4 quarters
|
|
595
Vaalco Energy
EGY
$567M
| $259K | 0.04% |
+30,559
| New | +$247K |
2014 Q3
0 quarters
|
|
596
Ashford Hospitality Trust
AHT
$15.3M
| $257K | 0.04% |
27
+12
| +80% | +$128K |
2014 Q1
2 quarters
|
|
|
UMPQ
597
DELISTED
Umpqua Holdings Corp
UMPQ
| $257K | 0.04% |
15,625
+11,185
| +252% | +$192K |
2014 Q1
2 quarters
|
|
|
ATML
598
DELISTED
ATMEL CORP
ATML
| $256K | 0.04% |
+31,784
| New | +$275K |
2014 Q3
0 quarters
|
|
|
ZLTQ
599
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
| $255K | 0.04% |
+11,300
| New | +$224K |
2014 Q3
0 quarters
|
|
600
Service Corp International
SCI
$9.9B
| $254K | 0.03% |
+12,023
| New | +$256K |
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.