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 | |
|---|---|---|---|---|---|---|---|
|
RESI
801
DELISTED
Front Yard Residential Corporation Common Stock
RESI
| $83K | 0.01% |
+3,190
| New | +$88.3K |
2014 Q2
0 quarters
|
|
802
Blackbaud
BLKB
$2.37B
| $82K | 0.01% |
2,300
-600
| -21% | -$20K |
2013 Q4
2 quarters
|
|
803
Inovio Pharmaceuticals
INO
$79.8M
| $82K | 0.01% |
+633
| New | +$74.7K |
2014 Q2
0 quarters
|
|
804
Mativ Holdings
MATV
$621M
| $82K | 0.01% |
1,900
+900
| +90% | +$37.8K |
2013 Q4
2 quarters
|
|
|
VR
805
DELISTED
Validus Hold Ltd
VR
| $82K | 0.01% |
2,169
-17,619
| -89% | -$656K |
2014 Q1
1 quarter
|
|
|
CJES
806
DELISTED
C&J ENERGY SVCS LTD
CJES
| $81K | 0.01% |
+2,419
| New | +$74.3K |
2014 Q2
0 quarters
|
|
807
DELISTED
bluebird bio
BLUE
| $80K | 0.01% |
+162
| New | +$51.9K |
2014 Q2
0 quarters
|
|
808
Enpro
NPO
$6.02B
| $80K | 0.01% |
1,100
+300
| +38% | +$21.6K |
2014 Q1
1 quarter
|
|
809
Pinnacle West Capital
PNW
$12.9B
| $80K | 0.01% |
1,391
-10,112
| -88% | -$559K |
2013 Q4
2 quarters
|
|
810
Saic
SAIC
$6.32B
| $79K | 0.01% |
1,800
+200
| +13% | +$7.9K |
2014 Q1
1 quarter
|
|
|
UMPQ
811
DELISTED
Umpqua Holdings Corp
UMPQ
| $79K | 0.01% |
4,440
+865
| +24% | +$15K |
2014 Q1
1 quarter
|
|
812
DELISTED
Aceto Corp
ACET
| $79K | 0.01% |
4,400
+2,200
| +100% | +$42.4K |
2014 Q1
1 quarter
|
|
|
EVHC
813
DELISTED
Envision Healthcare Holdings Inc
EVHC
| $79K | 0.01% |
+735
| New | +$75.6K |
2014 Q2
0 quarters
|
|
|
NWBO
814
DELISTED
Northwest Biotherapeutics, Inc. Common stock
NWBO
| $79K | 0.01% |
+11,900
| New | +$75.7K |
2014 Q2
0 quarters
|
|
815
CNH Industrial
CNH
$18.2B
| $78K | 0.01% |
8,847
+186
| +2% | +$1.77K |
2014 Q1
1 quarter
|
|
816
DELISTED
SEMGROUP CORPORATION
SEMG
| $78K | 0.01% |
1,000
+200
| +25% | +$13.6K |
2013 Q4
2 quarters
|
|
|
MM
817
DELISTED
MILLENNIAL MEDIA INC COM STK (DE)
MM
| $78K | 0.01% |
15,750
-2,653
| -14% | -$13.4K |
2013 Q3
3 quarters
|
|
818
EastGroup Properties
EGP
$10.7B
| $77K | 0.01% |
+1,200
| New | +$76.1K |
2014 Q2
0 quarters
|
|
819
IQVIA
IQV
$45.3B
| $77K | 0.01% |
1,449
-9,451
| -87% | -$477K |
2014 Q1
1 quarter
|
|
820
DELISTED
Dun & Bradstreet
DNB
| $77K | 0.01% |
700
-6,221
| -90% | -$653K |
2014 Q1
1 quarter
|
|
|
BBG
821
DELISTED
Bill Barrett Corp
BBG
| $77K | 0.01% |
2,883
+2,602
| +926% | +$66.3K |
2013 Q4
2 quarters
|
|
|
TLM
822
DELISTED
TALISMAN ENERGY INC
TLM
| $77K | 0.01% |
7,317
-36,782
| -83% | -$384K |
2014 Q1
1 quarter
|
|
823
Emergent Biosolutions
EBS
$370M
| $76K | 0.01% |
3,400
+2,700
| +386% | +$62.9K |
2014 Q1
1 quarter
|
|
824
W.W. Grainger
GWW
$64.6B
| $76K | 0.01% |
300
-8,182
| -96% | -$2.09M |
2014 Q1
1 quarter
|
|
825
DELISTED
iRobot
IRBT
| $76K | 0.01% |
1,858
-223
| -11% | -$8.06K |
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.