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 | |
|---|---|---|---|---|---|---|---|
|
FNGN
626
DELISTED
Financial Engines, Inc.
FNGN
| $144K | 0.02% |
3,200
+1,900
| +146% | +$85K |
2013 Q4
2 quarters
|
|
627
Amkor Technology
AMKR
$9.8B
| $143K | 0.02% |
+12,820
| New | +$118K |
2014 Q2
0 quarters
|
|
628
Dine Brands
DIN
$450M
| $143K | 0.02% |
1,800
+200
| +13% | +$15.8K |
2014 Q1
1 quarter
|
|
629
Hope Bancorp
HOPE
$1.69B
| $143K | 0.02% |
9,000
-2,667
| -23% | -$42.2K |
2013 Q3
3 quarters
|
|
630
MFA Financial
MFA
$673M
| $143K | 0.02% |
+4,375
| New | +$141K |
2014 Q2
0 quarters
|
|
631
Flagstar Bank National Association
FLG
$4.36B
| $143K | 0.02% |
2,987
-16,109
| -84% | -$756K |
2014 Q1
1 quarter
|
|
|
LKM
632
DELISTED
Link Motion Inc.
LKM
| $142K | 0.02% |
+23,220
| New | +$243K |
2014 Q2
0 quarters
|
|
|
CLC
633
DELISTED
Clarcor
CLC
| $142K | 0.02% |
2,300
+1,200
| +109% | +$69.3K |
2013 Q4
2 quarters
|
|
|
THI
634
DELISTED
TIM HORTONS INC COM, CANADA
THI
| $142K | 0.02% |
+2,600
| New | +$143K |
2014 Q2
0 quarters
|
|
635
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
| $141K | 0.02% |
+23,125
| New | +$137K |
2014 Q2
0 quarters
|
|
636
WPP
WPP
$5.86B
| $141K | 0.02% |
+1,300
| New | +$138K |
2014 Q2
0 quarters
|
|
|
AFSI
637
DELISTED
AmTrust Financial Services, Inc.
AFSI
| $141K | 0.02% |
6,756
-444
| -6% | -$9.11K |
2013 Q4
2 quarters
|
|
638
Advanced Energy
AEIS
$8.89B
| $139K | 0.02% |
7,223
+2,423
| +50% | +$49.5K |
2014 Q1
1 quarter
|
|
639
Healthcare Realty
HR
$6.34B
| $137K | 0.02% |
5,725
+2,725
| +91% | +$64.9K |
2013 Q4
2 quarters
|
|
640
Jefferies Financial Group
JEF
$10.6B
| $137K | 0.02% |
+5,864
| New | +$136K |
2014 Q2
0 quarters
|
|
|
SRCI
641
DELISTED
SRC Energy Inc
SRCI
| $137K | 0.02% |
+10,400
| New | +$120K |
2014 Q2
0 quarters
|
|
|
NAV
642
DELISTED
Navistar International
NAV
| $136K | 0.02% |
+3,652
| New | +$130K |
2014 Q2
0 quarters
|
|
|
STAY
643
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
| $135K | 0.02% |
5,863
+1,163
| +25% | +$26.2K |
2014 Q1
1 quarter
|
|
644
DELISTED
Exact Sciences
EXAS
| $134K | 0.02% |
+7,887
| New | +$109K |
2014 Q2
0 quarters
|
|
|
SRC
645
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $134K | 0.02% |
+2,641
| New | +$131K |
2014 Q2
0 quarters
|
|
646
DELISTED
Investment Technology Group Inc
ITG
| $133K | 0.02% |
+7,900
| New | +$149K |
2014 Q2
0 quarters
|
|
|
AMCC
647
DELISTED
Applied Micro Circuits Corporation New
AMCC
| $132K | 0.02% |
+12,285
| New | +$120K |
2014 Q2
0 quarters
|
|
648
O'Reilly Automotive
ORLY
$70.9B
| $130K | 0.02% |
+13,020
| New | +$128K |
2014 Q2
0 quarters
|
|
649
Portland General Electric
POR
$5.29B
| $130K | 0.02% |
3,765
-5,513
| -59% | -$182K |
2013 Q2
4 quarters
|
|
650
AngloGold Ashanti
AU
$40.4B
| $129K | 0.02% |
7,534
-38,264
| -84% | -$653K |
2013 Q3
3 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.