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 | |
|---|---|---|---|---|---|---|---|
676
Covista Inc
CVSA
$4.34B
| $120K | 0.02% |
+2,842
| New | +$121K |
2014 Q2
0 quarters
|
|
677
Cogent Communications
CCOI
$384M
| $120K | 0.02% |
3,500
-6,428
| -65% | -$227K |
2014 Q1
1 quarter
|
|
678
Endeavour Silver
EXK
$2.15B
| $120K | 0.02% |
22,100
+15,600
| +240% | +$69.6K |
2014 Q1
1 quarter
|
|
679
ING
ING
$89.3B
| $120K | 0.02% |
+8,603
| New | +$121K |
2014 Q2
0 quarters
|
|
680
Olin
OLN
$1.95B
| $120K | 0.02% |
4,475
-2,702
| -38% | -$74.7K |
2014 Q1
1 quarter
|
|
681
Arrowhead Research
ARWR
$8.42B
| $119K | 0.02% |
8,358
+5,958
| +248% | +$78.1K |
2014 Q1
1 quarter
|
|
682
MSCI
MSCI
$45.1B
| $119K | 0.02% |
2,600
+2,000
| +333% | +$86.1K |
2013 Q4
2 quarters
|
|
683
Wolverine World Wide
WWW
$1.7B
| $119K | 0.02% |
+4,600
| New | +$122K |
2014 Q2
0 quarters
|
|
|
SSI
684
DELISTED
Stage Stores Inc
SSI
| $119K | 0.02% |
6,400
-955
| -13% | -$19.1K |
2013 Q4
2 quarters
|
|
685
Genesis Energy
GEL
$1.75B
| $117K | 0.02% |
+2,100
| New | +$116K |
2014 Q2
0 quarters
|
|
686
Heartland Express
HTLD
$797M
| $117K | 0.02% |
+5,500
| New | +$119K |
2014 Q2
0 quarters
|
|
|
HTS
687
DELISTED
HATTERAS FINANCIAL CORP
HTS
| $117K | 0.02% |
+5,908
| New | +$117K |
2014 Q2
0 quarters
|
|
688
Fossil Group
FOSL
$409M
| $116K | 0.02% |
+1,113
| New | +$119K |
2014 Q2
0 quarters
|
|
689
Super Micro Computer
SMCI
$21.6B
| $116K | 0.02% |
46,000
+41,000
| +820% | +$84.9K |
2014 Q1
1 quarter
|
|
690
DELISTED
Education Realty Trust Inc
EDR
| $116K | 0.02% |
+3,605
| New | +$111K |
2014 Q2
0 quarters
|
|
691
Omeros
OMER
$1.36B
| $115K | 0.02% |
+6,617
| New | +$83.4K |
2014 Q2
0 quarters
|
|
692
DELISTED
ProAssurance
PRA
| $115K | 0.02% |
2,600
+2,100
| +420% | +$93.9K |
2013 Q4
2 quarters
|
|
693
Red Robin
RRGB
$174M
| $113K | 0.02% |
1,600
+1,300
| +433% | +$90.8K |
2013 Q4
2 quarters
|
|
694
Nordson
NDSN
$18B
| $112K | 0.02% |
1,400
+600
| +75% | +$46.2K |
2014 Q1
1 quarter
|
|
695
DELISTED
Taylor Morrison
TMHC
| $112K | 0.02% |
+5,000
| New | +$108K |
2014 Q2
0 quarters
|
|
696
DELISTED
PALL CORP
PLL
| $112K | 0.02% |
+1,321
| New | +$113K |
2014 Q2
0 quarters
|
|
697
Innoviva
INVA
$1.55B
| $111K | 0.02% |
3,738
+884
| +31% | +$21.2K |
2014 Q1
1 quarter
|
|
698
DELISTED
Bankrate Inc
RATE
| $111K | 0.02% |
6,361
+2,038
| +47% | +$33.4K |
2013 Q4
2 quarters
|
|
699
Diodes
DIOD
$3.8B
| $110K | 0.02% |
+3,800
| New | +$105K |
2014 Q2
0 quarters
|
|
700
EnerSys
ENS
$5.97B
| $110K | 0.02% |
1,600
-1,200
| -43% | -$81.5K |
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.