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 | |
|---|---|---|---|---|---|---|---|
726
MakeMyTrip
MMYT
$4.04B
| $101K | 0.02% |
+2,882
| New | +$73.3K |
2014 Q2
0 quarters
|
|
727
Sonic Automotive
SAH
$2.01B
| $101K | 0.02% |
3,800
+3,000
| +375% | +$74.9K |
2013 Q4
2 quarters
|
|
728
DELISTED
CBL& Associates Properties, Inc.
CBL
| $101K | 0.02% |
+5,337
| New | +$98.6K |
2014 Q2
0 quarters
|
|
|
VLCCF
729
DELISTED
KNIGHTSBRIDGE TANKERS LTD
VLCCF
| $101K | 0.02% |
7,159
+4,361
| +156% | +$61.5K |
2014 Q1
1 quarter
|
|
730
Kratos Defense & Security Solutions
KTOS
$8.21B
| $100K | 0.02% |
+12,903
| New | +$100K |
2014 Q2
0 quarters
|
|
731
Urban Outfitters
URBN
$7.9B
| $100K | 0.02% |
+2,964
| New | +$104K |
2014 Q2
0 quarters
|
|
732
DELISTED
General Cable Corporation
BGC
| $100K | 0.02% |
3,904
-28,632
| -88% | -$720K |
2013 Q3
3 quarters
|
|
|
QIWI
733
DELISTED
QIWI PLC
QIWI
| $100K | 0.02% |
+2,500
| New | +$91.4K |
2014 Q2
0 quarters
|
|
734
Geospace Technologies
GEOS
$59.5M
| $99K | 0.02% |
1,800
-400
| -18% | -$22.5K |
2014 Q1
1 quarter
|
|
735
Curtiss-Wright
CW
$18.3B
| $98K | 0.02% |
+1,500
| New | +$98.4K |
2014 Q2
0 quarters
|
|
|
ENIA
736
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
| $98K | 0.02% |
+10,820
| New | +$93.9K |
2014 Q2
0 quarters
|
|
|
HCR
737
DELISTED
Hi-Crush Inc. Common Stock
HCR
| $98K | 0.02% |
+1,500
| New | +$69.8K |
2014 Q2
0 quarters
|
|
|
HZNP
738
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $98K | 0.02% |
6,203
-4,371
| -41% | -$62.4K |
2013 Q4
2 quarters
|
|
739
DELISTED
G&K Services Inc
GK
| $98K | 0.02% |
+1,900
| New | +$103K |
2014 Q2
0 quarters
|
|
740
DELISTED
PARTNERRE LTD
PRE
| $98K | 0.02% |
900
-631
| -41% | -$66.6K |
2014 Q1
1 quarter
|
|
741
First Industrial Realty Trust
FR
$7.29B
| $97K | 0.02% |
+5,158
| New | +$96.3K |
2014 Q2
0 quarters
|
|
742
Lands' End
LE
$290M
| $97K | 0.02% |
+2,900
| New | +$82.2K |
2014 Q2
0 quarters
|
|
743
La-Z-Boy
LZB
$1.22B
| $97K | 0.02% |
4,226
-6,835
| -62% | -$169K |
2014 Q1
1 quarter
|
|
744
Manhattan Associates
MANH
$14B
| $97K | 0.02% |
2,845
-7,012
| -71% | -$231K |
2013 Q4
2 quarters
|
|
|
FRGI
745
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
| $97K | 0.02% |
2,100
+1,600
| +320% | +$64.6K |
2013 Q4
2 quarters
|
|
|
LPT
746
DELISTED
Liberty Property Trust
LPT
| $97K | 0.02% |
+2,573
| New | +$97.6K |
2014 Q2
0 quarters
|
|
747
ScottsMiracle-Gro
SMG
$3.6B
| $96K | 0.02% |
+1,700
| New | +$102K |
2014 Q2
0 quarters
|
|
748
Trueblue
TBI
$297M
| $96K | 0.02% |
+3,500
| New | +$95.8K |
2014 Q2
0 quarters
|
|
749
Balchem Corp
BCPC
$5.43B
| $96K | 0.02% |
1,800
+1,600
| +800% | +$91.8K |
2014 Q1
1 quarter
|
|
|
CSII
750
DELISTED
Cardiovascular Systems, Inc.
CSII
| $96K | 0.02% |
3,100
+700
| +29% | +$20.2K |
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.