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 | |
|---|---|---|---|---|---|---|---|
|
ZQK
751
DELISTED
QUICKSILVER,INC.
ZQK
| $96K | 0.02% |
27,010
+23,740
| +726% | +$133K |
2013 Q4
2 quarters
|
|
752
Astronics
ATRO
$2.7B
| $95K | 0.02% |
3,723
+1,533
| +70% | +$39.8K |
2014 Q1
1 quarter
|
|
753
Methode Electronics
MEI
$550M
| $95K | 0.02% |
2,500
-1,551
| -38% | -$47.4K |
2013 Q4
2 quarters
|
|
754
DHT Holdings
DHT
$4.04B
| $94K | 0.01% |
+13,106
| New | +$98K |
2014 Q2
0 quarters
|
|
755
ChipMOS TECHNOLOGIES
IMOS
$2.07B
| $94K | 0.01% |
3,539
-1,906
| -35% | -$47.9K |
2014 Q1
1 quarter
|
|
756
Green Plains
GPRE
$955M
| $93K | 0.01% |
+2,857
| New | +$84K |
2014 Q2
0 quarters
|
|
757
Granite Construction
GVA
$5.41B
| $93K | 0.01% |
+2,600
| New | +$95K |
2014 Q2
0 quarters
|
|
758
HCI Group
HCI
$2.47B
| $93K | 0.01% |
2,300
+700
| +44% | +$27.1K |
2014 Q1
1 quarter
|
|
759
Option Care Health
OPCH
$4.77B
| $93K | 0.01% |
2,816
+1,461
| +108% | +$43.9K |
2014 Q1
1 quarter
|
|
760
Power Solutions International
PSIX
$1.12B
| $93K | 0.01% |
+1,300
| New | +$100K |
2014 Q2
0 quarters
|
|
761
DELISTED
Cumulus Media Inc. Class A Common Stock
CMLS
| $93K | 0.01% |
+1,776
| New | +$92.6K |
2014 Q2
0 quarters
|
|
|
DFRG
762
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
| $93K | 0.01% |
3,400
+1,700
| +100% | +$45.3K |
2013 Q4
2 quarters
|
|
763
DELISTED
Infoblox Inc
BLOX
| $93K | 0.01% |
7,128
+6,028
| +548% | +$103K |
2014 Q1
1 quarter
|
|
|
CQB
764
DELISTED
CHIQUITA BRANDS INTL (NEW)
CQB
| $93K | 0.01% |
+8,595
| New | +$95.7K |
2014 Q2
0 quarters
|
|
765
Cenovus Energy
CVE
$59.3B
| $92K | 0.01% |
+2,848
| New | +$84.7K |
2014 Q2
0 quarters
|
|
|
PEGI
766
DELISTED
Pattern Energy Group Inc. Class A
PEGI
| $92K | 0.01% |
+2,800
| New | +$81.9K |
2014 Q2
0 quarters
|
|
767
NGL Energy Partners
NGL
$2.08B
| $91K | 0.01% |
+2,100
| New | +$84.4K |
2014 Q2
0 quarters
|
|
768
Sony
SONY
$149B
| $91K | 0.01% |
+27,230
| New | +$94.1K |
2014 Q2
0 quarters
|
|
|
VRE
769
DELISTED
Veris Residential
VRE
| $91K | 0.01% |
4,244
+944
| +29% | +$20K |
2014 Q1
1 quarter
|
|
|
AMSG
770
DELISTED
Amsurg Corp
AMSG
| $91K | 0.01% |
+2,000
| New | +$91.8K |
2014 Q2
0 quarters
|
|
771
American Homes 4 Rent
AMH
$11.4B
| $90K | 0.01% |
+5,098
| New | +$86.9K |
2014 Q2
0 quarters
|
|
|
LFC
772
DELISTED
China Life Insurance Company Ltd.
LFC
| $90K | 0.01% |
6,900
+6,300
| +1,050% | +$85K |
2013 Q4
2 quarters
|
|
773
Imperial Oil
IMO
$63.3B
| $89K | 0.01% |
1,700
-1,600
| -48% | -$78.7K |
2014 Q1
1 quarter
|
|
|
ENOC
774
DELISTED
EnerNOC, Inc.
ENOC
| $89K | 0.01% |
+4,747
| New | +$95.7K |
2014 Q2
0 quarters
|
|
775
Acadia Pharmaceuticals
ACAD
$3.58B
| $88K | 0.01% |
3,927
+2,527
| +181% | +$52.8K |
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.