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 | |
|---|---|---|---|---|---|---|---|
601
AerCap
AER
$24B
| $162K | 0.03% |
+3,548
| New | +$157K |
2014 Q2
0 quarters
|
|
602
Standard BioTools
LAB
$240M
| $162K | 0.03% |
5,525
+5,125
| +1,281% | +$164K |
2013 Q4
2 quarters
|
|
603
DELISTED
Select Medical
SEM
| $162K | 0.03% |
19,297
+8,775
| +83% | +$68K |
2014 Q1
1 quarter
|
|
604
AutoZone
AZO
$51B
| $160K | 0.03% |
+300
| New | +$159K |
2014 Q2
0 quarters
|
|
605
Broadridge
BR
$20.3B
| $159K | 0.03% |
+3,820
| New | +$150K |
2014 Q2
0 quarters
|
|
|
ZU
606
DELISTED
ZULILY INC CLASS A COMMON STOCK
ZU
| $159K | 0.03% |
3,900
+3,100
| +388% | +$125K |
2014 Q1
1 quarter
|
|
|
DCT
607
DELISTED
DCT Industrial Trust Inc.
DCT
| $159K | 0.03% |
4,850
+2,775
| +134% | +$87.6K |
2013 Q3
3 quarters
|
|
|
HRG
608
DELISTED
HRG Group, Inc.
HRG
| $159K | 0.03% |
+12,550
| New | +$151K |
2014 Q2
0 quarters
|
|
609
Ashford Hospitality Trust
AHT
$16.6M
| $158K | 0.03% |
15
+3
| +25% | +$29.8K |
2014 Q1
1 quarter
|
|
610
PENN Entertainment
PENN
$2.1B
| $158K | 0.03% |
13,060
+6,553
| +101% | +$77.4K |
2013 Q4
2 quarters
|
|
611
American International
AIG
$42.6B
| $157K | 0.02% |
+2,891
| New | +$153K |
2014 Q2
0 quarters
|
|
612
DELISTED
Trina Solar Limited
TSL
| $156K | 0.02% |
12,200
-24,477
| -67% | -$298K |
2013 Q4
2 quarters
|
|
|
CKH
613
DELISTED
Seacor Holdings Inc.
CKH
| $156K | 0.02% |
1,965
+1,241
| +171% | +$99K |
2014 Q1
1 quarter
|
|
614
Healthpeak Properties
DOC
$13.2B
| $154K | 0.02% |
+4,110
| New | +$155K |
2014 Q2
0 quarters
|
|
615
Ryman Hospitality Properties
RHP
$9.21B
| $154K | 0.02% |
3,200
+800
| +33% | +$36.8K |
2014 Q1
1 quarter
|
|
|
IM
616
DELISTED
Ingram Micro
IM
| $154K | 0.02% |
5,300
-4,311
| -45% | -$121K |
2014 Q1
1 quarter
|
|
617
Public Storage
PSA
$60.8B
| $152K | 0.02% |
+892
| New | +$153K |
2014 Q2
0 quarters
|
|
618
Sarepta Therapeutics
SRPT
$1.96B
| $151K | 0.02% |
+5,072
| New | +$160K |
2014 Q2
0 quarters
|
|
619
Whirlpool
WHR
$1.91B
| $151K | 0.02% |
+1,089
| New | +$160K |
2014 Q2
0 quarters
|
|
|
WUBA
620
DELISTED
58.com Inc
WUBA
| $150K | 0.02% |
2,783
-11,105
| -80% | -$471K |
2014 Q1
1 quarter
|
|
621
Lattice Semiconductor
LSCC
$13.2B
| $148K | 0.02% |
+17,945
| New | +$145K |
2014 Q2
0 quarters
|
|
622
SFL Corp
SFL
$1.8B
| $148K | 0.02% |
+7,980
| New | +$143K |
2014 Q2
0 quarters
|
|
623
Insulet
PODD
$10.4B
| $147K | 0.02% |
+3,715
| New | +$143K |
2014 Q2
0 quarters
|
|
|
SNMX
624
DELISTED
Senomyx, Inc.
SNMX
| $147K | 0.02% |
+17,000
| New | +$142K |
2014 Q2
0 quarters
|
|
|
BSMX
625
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
| $144K | 0.02% |
+10,876
| New | +$139K |
2014 Q2
0 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.