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 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$9.02M |
| 2 |
Valero Energy
VLO
|
+$5.92M |
| 3 |
Procter & Gamble
PG
|
+$5.04M |
| 4 |
Las Vegas Sands
LVS
|
+$4.94M |
| 5 |
Oracle
ORCL
|
+$4.78M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
DuPont de Nemours
DD
|
+$4.19M |
| 2 |
SLB Ltd
SLB
|
+$4.08M |
| 3 |
Abbott
ABT
|
+$4.05M |
| 4 |
FedEx
FDX
|
+$3.54M |
| 5 |
Comcast
CMCSA
|
+$3.32M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 14.05% |
| 2 | Technology | 13.82% |
| 3 | Industrials | 11.85% |
| 4 | Financials | 10.79% |
| 5 | Energy | 10.69% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
551
Kandi Technologies Group
KNDI
$35.6M
| $205K | 0.03% |
1,449
+1,028
| +244% | +$130K |
2013 Q2
4 quarters
|
|
552
Papa John's
PZZA
$607M
| $204K | 0.03% |
+4,836
| New | +$215K |
2014 Q2
0 quarters
|
|
553
Enviri
NVRI
$519M
| $203K | 0.03% |
+7,657
| New | +$196K |
2014 Q2
0 quarters
|
|
|
GDP
554
DELISTED
GOODRICH PETROLEUM CORP(NEW)
GDP
| $203K | 0.03% |
+7,370
| New | +$184K |
2014 Q2
0 quarters
|
|
555
Jones Lang LaSalle
JLL
$16.4B
| $202K | 0.03% |
+1,600
| New | +$193K |
2014 Q2
0 quarters
|
|
|
MXWL
556
DELISTED
Maxwell Technologies Inc
MXWL
| $202K | 0.03% |
13,365
+12,761
| +2,113% | +$201K |
2014 Q1
1 quarter
|
|
|
TSS
557
DELISTED
Total System Services, Inc.
TSS
| $201K | 0.03% |
+6,414
| New | +$197K |
2014 Q2
0 quarters
|
|
558
Darden Restaurants
DRI
$24.9B
| $200K | 0.03% |
+4,852
| New | +$215K |
2014 Q2
0 quarters
|
|
|
ALJ
559
DELISTED
Alon USA Energy Inc
ALJ
| $199K | 0.03% |
16,076
-532
| -3% | -$7.91K |
2013 Q3
3 quarters
|
|
560
FNB Corp
FNB
$6.38B
| $198K | 0.03% |
+15,453
| New | +$195K |
2014 Q2
0 quarters
|
|
|
EBIX
561
DELISTED
Ebix Inc
EBIX
| $196K | 0.03% |
13,697
+2,418
| +21% | +$37.6K |
2014 Q1
1 quarter
|
|
562
Brightstar Lottery PLC
BRSL
$1.75B
| $195K | 0.03% |
+12,258
| New | +$166K |
2014 Q2
0 quarters
|
|
|
ALEX
563
DELISTED
Alexander & Baldwin
ALEX
| $194K | 0.03% |
4,700
+1,600
| +52% | +$63.1K |
2013 Q4
2 quarters
|
|
564
Cathay General Bancorp
CATY
$4.3B
| $194K | 0.03% |
7,612
-7,020
| -48% | -$173K |
2014 Q1
1 quarter
|
|
565
DELISTED
Hawaiian Holdings, Inc.
HA
| $194K | 0.03% |
14,203
+9,430
| +198% | +$136K |
2014 Q1
1 quarter
|
|
566
Sabesp
SBS
$16B
| $191K | 0.03% |
92,106
-219,472
| -70% | -$421K |
2014 Q1
1 quarter
|
|
567
SEI Investments
SEIC
$12.3B
| $191K | 0.03% |
5,859
-9,622
| -62% | -$310K |
2013 Q2
4 quarters
|
|
568
Snap-on
SNA
$18.4B
| $189K | 0.03% |
+1,600
| New | +$185K |
2014 Q2
0 quarters
|
|
569
Valley National Bancorp
VLY
$7.81B
| $186K | 0.03% |
18,804
+3,918
| +26% | +$39.3K |
2013 Q3
3 quarters
|
|
|
DGI
570
DELISTED
DigitalGlobe Inc.
DGI
| $186K | 0.03% |
+6,715
| New | +$201K |
2014 Q2
0 quarters
|
|
|
PVTB
571
DELISTED
PrivateBancorp Inc
PVTB
| $185K | 0.03% |
6,391
+1,135
| +22% | +$32.1K |
2014 Q1
1 quarter
|
|
572
DELISTED
Media General, Inc
MEG
| $184K | 0.03% |
+9,000
| New | +$155K |
2014 Q2
0 quarters
|
|
|
PDLI
573
DELISTED
PDL BioPharma, Inc.
PDLI
| $184K | 0.03% |
+19,098
| New | +$170K |
2014 Q2
0 quarters
|
|
574
DELISTED
Altera Corp
ALTR
| $183K | 0.03% |
+5,279
| New | +$178K |
2014 Q2
0 quarters
|
|
|
SPNC
575
DELISTED
Spectranetics Corp
SPNC
| $180K | 0.03% |
7,881
+7,481
| +1,870% | +$174K |
2014 Q1
1 quarter
|
|
Similar funds
Quantbot Technologies's Q2 2014 Portfolio in Review
As of Q2 2014, Quantbot Technologies held 1,640 positions worth $633M, up 49% from $424M the previous quarter. Its ten largest holdings account for 8.4% of the portfolio.
Quantbot Technologies deployed $197M of net new capital in Q2 2014, opening 573 new positions and adding to 329 existing holdings. Its largest new stake was State Street SPDR S&P 500 ETF Trust: 47,465 shares worth $9.29M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 14% of assets, up from 13% a quarter earlier, followed by Technology and Industrials.
On the sell side, the largest reduction was FedEx, an estimated $3.54M trimmed.
- Quantbot Technologies's largest Q2 2014 buy was State Street SPDR S&P 500 ETF Trust: 47,465 shares worth $9.29M.
- Quantbot Technologies added most to Medtronic in Q2 2014, an estimated $3.77M increase.
- Quantbot Technologies's biggest Q2 2014 reduction was FedEx, cutting an estimated $3.54M.
- Quantbot Technologies fully exited DuPont de Nemours in Q2 2014, selling an estimated $4.19M.
- Quantbot Technologies's ten largest holdings make up 8.4% of its $633M portfolio in Q2 2014.
- Quantbot Technologies opened 573 new positions and closed 517 in Q2 2014.
- Quantbot Technologies's portfolio value rose 49% quarter-over-quarter to $633M.
Based on Quantbot Technologies's 13F filing for Q2 2014, filed 8 Jul 2014.