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 | |
|---|---|---|---|---|---|---|---|
|
ITMN
701
DELISTED
INTERMUNE INC
ITMN
| $110K | 0.02% |
+2,508
| New | +$92.3K |
2014 Q2
0 quarters
|
|
702
Highwoods Properties
HIW
$3.36B
| $109K | 0.02% |
+2,600
| New | +$105K |
2014 Q2
0 quarters
|
|
703
Unisys
UIS
$194M
| $109K | 0.02% |
+4,425
| New | +$112K |
2014 Q2
0 quarters
|
|
704
United Natural Foods
UNFI
$2.78B
| $109K | 0.02% |
+1,675
| New | +$112K |
2014 Q2
0 quarters
|
|
705
Hercules Capital
HTGC
$3.11B
| $108K | 0.02% |
6,700
-2,428
| -27% | -$35.5K |
2013 Q4
2 quarters
|
|
|
PSB
706
DELISTED
PS Business Parks, Inc.
PSB
| $108K | 0.02% |
+1,300
| New | +$110K |
2014 Q2
0 quarters
|
|
707
DELISTED
Bitauto Holdings Limited
BITA
| $108K | 0.02% |
2,221
-4,047
| -65% | -$158K |
2013 Q4
2 quarters
|
|
|
SJR
708
DELISTED
Shaw Communications Inc.
SJR
| $107K | 0.02% |
+4,200
| New | +$103K |
2014 Q2
0 quarters
|
|
|
BAS
709
DELISTED
Basis Energy Services, Inc.
BAS
| $107K | 0.02% |
6
-7
| -54% | -$106K |
2013 Q2
4 quarters
|
|
710
Monro
MNRO
$385M
| $106K | 0.02% |
2,000
+1,600
| +400% | +$87.7K |
2014 Q1
1 quarter
|
|
711
West Pharmaceutical
WST
$29.1B
| $105K | 0.02% |
2,500
+1,200
| +92% | +$51.4K |
2013 Q4
2 quarters
|
|
712
DELISTED
Emerge Energy Services LP
EMES
| $105K | 0.02% |
+1,000
| New | +$86.7K |
2014 Q2
0 quarters
|
|
|
WNR
713
DELISTED
Western Refining Inc
WNR
| $105K | 0.02% |
+2,800
| New | +$113K |
2014 Q2
0 quarters
|
|
714
Amgen
AMGN
$249B
| $104K | 0.02% |
+880
| New | +$102K |
2014 Q2
0 quarters
|
|
715
Motorcar Parts of America
MPAA
$195M
| $104K | 0.02% |
+4,300
| New | +$109K |
2014 Q2
0 quarters
|
|
716
Sinclair Inc
SBGI
$918M
| $104K | 0.02% |
3,019
-7,580
| -72% | -$221K |
2013 Q4
2 quarters
|
|
717
TC Energy
TRP
$67B
| $104K | 0.02% |
+2,200
| New | +$103K |
2014 Q2
0 quarters
|
|
718
Tutor Perini Cor
TPC
$4.34B
| $104K | 0.02% |
3,300
-1,100
| -25% | -$33.3K |
2013 Q4
2 quarters
|
|
719
IPG Photonics
IPGP
$3.22B
| $103K | 0.02% |
1,500
+1,200
| +400% | +$80.9K |
2014 Q1
1 quarter
|
|
720
Cheniere Energy
CQP
$32.3B
| $102K | 0.02% |
+3,100
| New | +$101K |
2014 Q2
0 quarters
|
|
721
Wipro
WIT
$20.9B
| $102K | 0.02% |
+45,845
| New | +$103K |
2014 Q2
0 quarters
|
|
|
PWE
722
DELISTED
Penn West Energy Petroleum Ltd
PWE
| $102K | 0.02% |
+10,547
| New | +$97.8K |
2014 Q2
0 quarters
|
|
|
HMIN
723
DELISTED
HOMEINNS HOTEL GROUP SPONSORED ADR
HMIN
| $102K | 0.02% |
+3,000
| New | +$94K |
2014 Q2
0 quarters
|
|
724
American Express
AXP
$217B
| $101K | 0.02% |
1,070
-33,528
| -97% | -$3.02M |
2014 Q1
1 quarter
|
|
725
Equifax
EFX
$21.1B
| $101K | 0.02% |
1,400
-3,043
| -68% | -$214K |
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.