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 | |
|---|---|---|---|---|---|---|---|
|
TCP
651
DELISTED
TC Pipelines LP
TCP
| $129K | 0.02% |
+2,500
| New | +$128K |
2014 Q2
0 quarters
|
|
|
MTGE
652
DELISTED
MTGE Investment Corp. Common Stock
MTGE
| $128K | 0.02% |
6,400
+1,900
| +42% | +$37.8K |
2013 Q4
2 quarters
|
|
|
MEMP
653
DELISTED
Memorial Production Partners LP Common Units
MEMP
| $128K | 0.02% |
5,300
+1,700
| +47% | +$38.9K |
2013 Q4
2 quarters
|
|
654
Diana Shipping
DSX
$316M
| $127K | 0.02% |
+16,772
| New | +$134K |
2014 Q2
0 quarters
|
|
655
Fulton Financial
FULT
$4.52B
| $127K | 0.02% |
10,310
-16,031
| -61% | -$196K |
2013 Q3
3 quarters
|
|
656
Rithm Capital
RITM
$5.25B
| $127K | 0.02% |
+10,098
| New | +$128K |
2014 Q2
0 quarters
|
|
|
CBST
657
DELISTED
CUBIST PHARMACEUTICALS INC
CBST
| $127K | 0.02% |
1,822
+1,422
| +356% | +$96.7K |
2013 Q4
2 quarters
|
|
658
Liberty Global Class A
LBTYA
$2.63B
| $126K | 0.02% |
+3,457
| New | +$121K |
2014 Q2
0 quarters
|
|
659
Oxford Industries
OXM
$429M
| $126K | 0.02% |
+1,900
| New | +$128K |
2014 Q2
0 quarters
|
|
|
DYAX
660
DELISTED
DYAX CORPORATION
DYAX
| $126K | 0.02% |
13,154
+9,054
| +221% | +$69K |
2014 Q1
1 quarter
|
|
661
American Financial Group
AFG
$12.7B
| $125K | 0.02% |
2,100
-2,680
| -56% | -$156K |
2014 Q1
1 quarter
|
|
662
Quest Diagnostics
DGX
$27.9B
| $125K | 0.02% |
+2,142
| New | +$125K |
2014 Q2
0 quarters
|
|
663
Kulicke & Soffa
KLIC
$4.17B
| $125K | 0.02% |
+8,810
| New | +$121K |
2014 Q2
0 quarters
|
|
664
ArcelorMittal
MT
$46.5B
| $125K | 0.02% |
3,678
-4,079
| -53% | -$147K |
2014 Q1
1 quarter
|
|
665
Thor Industries
THO
$3.8B
| $125K | 0.02% |
2,200
+1,700
| +340% | +$102K |
2014 Q1
1 quarter
|
|
|
CVA
666
DELISTED
Covanta Holding Corporation
CVA
| $125K | 0.02% |
+6,090
| New | +$115K |
2014 Q2
0 quarters
|
|
|
CST
667
DELISTED
CST Brands, Inc.
CST
| $125K | 0.02% |
3,638
+1,824
| +101% | +$59.3K |
2014 Q1
1 quarter
|
|
|
CYS
668
DELISTED
CYS Investments Inc.
CYS
| $125K | 0.02% |
+13,900
| New | +$123K |
2014 Q2
0 quarters
|
|
669
Texas Capital Bancshares
TCBI
$4.46B
| $124K | 0.02% |
+2,300
| New | +$129K |
2014 Q2
0 quarters
|
|
|
NUVA
670
DELISTED
NuVasive, Inc.
NUVA
| $124K | 0.02% |
+3,500
| New | +$120K |
2014 Q2
0 quarters
|
|
|
GNC
671
DELISTED
GNC Holdings, Inc.
GNC
| $123K | 0.02% |
3,628
+2,928
| +418% | +$117K |
2013 Q4
2 quarters
|
|
|
HTWR
672
DELISTED
HEARTWARE INTERNATIONAL INC COM STK (DE)
HTWR
| $123K | 0.02% |
+1,400
| New | +$125K |
2014 Q2
0 quarters
|
|
|
NUAN
673
DELISTED
Nuance Communications, Inc.
NUAN
| $122K | 0.02% |
+7,551
| New | +$109K |
2014 Q2
0 quarters
|
|
674
Helen of Troy
HELE
$695M
| $121K | 0.02% |
+2,000
| New | +$124K |
2014 Q2
0 quarters
|
|
|
GGP
675
DELISTED
GGP Inc.
GGP
| $121K | 0.02% |
5,161
-5,039
| -49% | -$117K |
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.