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 | |
|---|---|---|---|---|---|---|---|
576
Cracker Barrel
CBRL
$1.57B
| $179K | 0.03% |
1,800
+1,400
| +350% | +$137K |
2014 Q1
1 quarter
|
|
577
CDW
CDW
$19.2B
| $179K | 0.03% |
+5,646
| New | +$166K |
2014 Q2
0 quarters
|
|
|
CVD
578
DELISTED
COVANCE INC.
CVD
| $179K | 0.03% |
+2,100
| New | +$187K |
2014 Q2
0 quarters
|
|
579
Precigen
PGEN
$2.48B
| $177K | 0.03% |
+7,386
| New | +$150K |
2014 Q2
0 quarters
|
|
580
Acadia Healthcare
ACHC
$2.79B
| $176K | 0.03% |
3,882
+3,782
| +3,782% | +$166K |
2014 Q1
1 quarter
|
|
581
Grifois
GRFS
$5.51B
| $176K | 0.03% |
8,000
+1,800
| +29% | +$37.7K |
2013 Q4
2 quarters
|
|
|
REN
582
DELISTED
Resolute Energy Corporaton
REN
| $176K | 0.03% |
4,094
+2,740
| +202% | +$108K |
2013 Q4
2 quarters
|
|
583
Embraer S.A. ADS
EMBJ
$13.1B
| $174K | 0.03% |
4,779
-9,944
| -68% | -$351K |
2014 Q1
1 quarter
|
|
584
Evertec
EVTC
$1.88B
| $174K | 0.03% |
+7,193
| New | +$171K |
2014 Q2
0 quarters
|
|
|
NM
585
DELISTED
Navios Maritime Holdings Inc.
NM
| $174K | 0.03% |
1,720
+1,533
| +820% | +$138K |
2014 Q1
1 quarter
|
|
586
Atmos Energy
ATO
$29.1B
| $171K | 0.03% |
+3,212
| New | +$162K |
2014 Q2
0 quarters
|
|
587
Empire State Realty Trust
ESRT
$860M
| $170K | 0.03% |
+10,315
| New | +$166K |
2014 Q2
0 quarters
|
|
588
Gildan
GIL
$7.35B
| $170K | 0.03% |
5,800
+4,600
| +383% | +$123K |
2014 Q1
1 quarter
|
|
589
Opko Health
OPK
$1.24B
| $170K | 0.03% |
19,280
+12,180
| +172% | +$106K |
2014 Q1
1 quarter
|
|
590
CNA Financial
CNA
$13.2B
| $169K | 0.03% |
+4,200
| New | +$172K |
2014 Q2
0 quarters
|
|
|
CTRX
591
DELISTED
CATAMARAN CORP COM STK (CDA)
CTRX
| $169K | 0.03% |
3,849
-24,731
| -87% | -$1.05M |
2014 Q1
1 quarter
|
|
592
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
| $168K | 0.03% |
11,025
+8,125
| +280% | +$117K |
2014 Q1
1 quarter
|
|
593
DELISTED
Retail Opportunity Investments Corp.
ROIC
| $168K | 0.03% |
+10,700
| New | +$167K |
2014 Q2
0 quarters
|
|
|
MNK
594
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $168K | 0.03% |
2,102
-5,433
| -72% | -$394K |
2013 Q4
2 quarters
|
|
|
SFG
595
DELISTED
STANCORP FINL GRP
SFG
| $166K | 0.03% |
+2,600
| New | +$162K |
2014 Q2
0 quarters
|
|
596
Hawaiian Electric Industries
HE
$1.51B
| $165K | 0.03% |
6,520
-4,686
| -42% | -$114K |
2014 Q1
1 quarter
|
|
597
Magna International
MGA
$17.1B
| $165K | 0.03% |
3,066
-296
| -9% | -$15.1K |
2014 Q1
1 quarter
|
|
598
ManpowerGroup
MAN
$2.15B
| $163K | 0.03% |
+1,922
| New | +$156K |
2014 Q2
0 quarters
|
|
|
PTR
599
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
| $163K | 0.03% |
+1,300
| New | +$153K |
2014 Q2
0 quarters
|
|
|
SFLY
600
DELISTED
Shutterfly, Inc.
SFLY
| $163K | 0.03% |
3,801
-8,705
| -70% | -$356K |
2013 Q4
2 quarters
|
|
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.