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 | |
|---|---|---|---|---|---|---|---|
776
Axos Financial
AX
$5.21B
| $88K | 0.01% |
+4,800
| New | +$94.5K |
2014 Q2
0 quarters
|
|
|
MESG
777
DELISTED
XURA INC COM (DE)
MESG
| $88K | 0.01% |
+3,300
| New | +$87.6K |
2014 Q2
0 quarters
|
|
|
DMND
778
DELISTED
DIAMOND FOODS, INC.
DMND
| $88K | 0.01% |
+3,130
| New | +$95.9K |
2014 Q2
0 quarters
|
|
779
Matthews International
MATW
$602M
| $87K | 0.01% |
2,100
+500
| +31% | +$20.4K |
2014 Q1
1 quarter
|
|
780
Clearwater Paper
CLW
$207M
| $86K | 0.01% |
1,400
+700
| +100% | +$43.7K |
2014 Q1
1 quarter
|
|
781
First Horizon
FHN
$11.1B
| $86K | 0.01% |
7,322
-10,331
| -59% | -$121K |
2013 Q4
2 quarters
|
|
782
National Fuel Gas
NFG
$7.53B
| $86K | 0.01% |
1,100
-7,213
| -87% | -$532K |
2014 Q1
1 quarter
|
|
783
Huntington Ingalls Industries
HII
$12.5B
| $85K | 0.01% |
900
-6,903
| -88% | -$690K |
2014 Q1
1 quarter
|
|
784
Hancock Whitney
HWC
$5.8B
| $85K | 0.01% |
2,412
+838
| +53% | +$28.9K |
2014 Q1
1 quarter
|
|
785
Invesco Mortgage Capital
IVR
$600M
| $85K | 0.01% |
+491
| New | +$84.1K |
2014 Q2
0 quarters
|
|
|
TWO
786
DELISTED
Two Harbors Investment
TWO
| $85K | 0.01% |
+1,018
| New | +$84.6K |
2014 Q2
0 quarters
|
|
|
HT
787
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
| $85K | 0.01% |
+3,200
| New | +$78.3K |
2014 Q2
0 quarters
|
|
|
SNP
788
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
| $85K | 0.01% |
+900
| New | +$82.5K |
2014 Q2
0 quarters
|
|
|
PES
789
DELISTED
Pioneer Energy Services Corp.
PES
| $85K | 0.01% |
+4,871
| New | +$73K |
2014 Q2
0 quarters
|
|
790
Lithia Motors
LAD
$6.49B
| $84K | 0.01% |
900
+700
| +350% | +$53.5K |
2014 Q1
1 quarter
|
|
791
Vail Resorts
MTN
$5.41B
| $84K | 0.01% |
+1,100
| New | +$77.2K |
2014 Q2
0 quarters
|
|
792
DELISTED
Tri Pointe Homes
TPH
| $84K | 0.01% |
5,400
+3,300
| +157% | +$53.3K |
2013 Q4
2 quarters
|
|
793
VirnetX Holding Corp
VHC
$42.8M
| $84K | 0.01% |
240
+175
| +269% | +$53.3K |
2014 Q1
1 quarter
|
|
794
Vince Holding Corp
VNCE
$136M
| $84K | 0.01% |
+230
| New | +$66.6K |
2014 Q2
0 quarters
|
|
795
DELISTED
Vector Group Ltd.
VGR
| $84K | 0.01% |
7,689
-3,042
| -28% | -$33.3K |
2013 Q4
2 quarters
|
|
|
CHS
796
DELISTED
Chicos FAS, Inc.
CHS
| $84K | 0.01% |
4,958
-32,154
| -87% | -$515K |
2013 Q3
3 quarters
|
|
|
HNGR
797
DELISTED
Hanger Inc.
HNGR
| $84K | 0.01% |
2,700
+1,600
| +145% | +$51.5K |
2014 Q1
1 quarter
|
|
798
Ezcorp Inc
EZPW
$1.74B
| $83K | 0.01% |
7,200
+580
| +9% | +$6.63K |
2014 Q1
1 quarter
|
|
799
SL Green Realty
SLG
$3.6B
| $83K | 0.01% |
+789
| New | +$81.6K |
2014 Q2
0 quarters
|
|
|
BDSI
800
DELISTED
BioDelivery Sciences International, Inc.
BDSI
| $83K | 0.01% |
6,940
+5,240
| +308% | +$49.7K |
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.