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 | |
|---|---|---|---|---|---|---|---|
826
PennyMac Mortgage Investment
PMT
$651M
| $76K | 0.01% |
+3,472
| New | +$77.3K |
2014 Q2
0 quarters
|
|
827
Expro Ltd
XPRO
$1.94B
| $76K | 0.01% |
517
+384
| +289% | +$56.6K |
2013 Q4
2 quarters
|
|
828
DELISTED
Kaman Corp
KAMN
| $76K | 0.01% |
+1,800
| New | +$75K |
2014 Q2
0 quarters
|
|
|
CLGX
829
DELISTED
Corelogic, Inc.
CLGX
| $76K | 0.01% |
2,518
-19,115
| -88% | -$552K |
2013 Q4
2 quarters
|
|
|
ARG
830
DELISTED
Airgas Inc
ARG
| $76K | 0.01% |
700
-2,559
| -79% | -$273K |
2013 Q4
2 quarters
|
|
831
DELISTED
AVIV REIT INC COM STK (MD)
AVIV
| $76K | 0.01% |
+2,700
| New | +$73.2K |
2014 Q2
0 quarters
|
|
832
Neurocrine Biosciences
NBIX
$14.9B
| $75K | 0.01% |
+5,072
| New | +$71.6K |
2014 Q2
0 quarters
|
|
833
Quanex
NX
$947M
| $75K | 0.01% |
+4,200
| New | +$78.6K |
2014 Q2
0 quarters
|
|
|
CVT
834
DELISTED
CVENT, INC.
CVT
| $75K | 0.01% |
+2,600
| New | +$73.5K |
2014 Q2
0 quarters
|
|
835
HDFC Bank
HDB
$114B
| $74K | 0.01% |
+6,324
| New | +$69.4K |
2014 Q2
0 quarters
|
|
836
NatWest
NWG
$61.2B
| $74K | 0.01% |
6,125
+5,234
| +587% | +$61.5K |
2013 Q4
2 quarters
|
|
|
AVTA
837
DELISTED
Avantax, Inc. Common Stock
AVTA
| $74K | 0.01% |
3,931
+3,125
| +388% | +$58.8K |
2014 Q1
1 quarter
|
|
838
American States Water
AWR
$3.42B
| $73K | 0.01% |
+2,200
| New | +$67.4K |
2014 Q2
0 quarters
|
|
839
MidCap Financial Investment
MFIC
$853M
| $73K | 0.01% |
+2,833
| New | +$69.8K |
2014 Q2
0 quarters
|
|
|
BNFT
840
DELISTED
Benefitfocus, Inc.
BNFT
| $73K | 0.01% |
1,600
+1,200
| +300% | +$45K |
2014 Q1
1 quarter
|
|
841
Gerdau
GGB
$9.14B
| $72K | 0.01% |
15,498
+5,796
| +60% | +$28.4K |
2013 Q4
2 quarters
|
|
|
SJI
842
DELISTED
South Jersey Industries, Inc.
SJI
| $72K | 0.01% |
2,400
+1,200
| +100% | +$34.2K |
2013 Q4
2 quarters
|
|
843
DELISTED
Coherent Inc
COHR
| $72K | 0.01% |
1,100
+600
| +120% | +$37.1K |
2014 Q1
1 quarter
|
|
|
MLNX
844
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $72K | 0.01% |
2,083
-1,891
| -48% | -$65.5K |
2014 Q1
1 quarter
|
|
|
ABCO
845
DELISTED
Advisory Board Co
ABCO
| $72K | 0.01% |
+1,400
| New | +$75.8K |
2014 Q2
0 quarters
|
|
846
Banco Santander
SAN
$161B
| $71K | 0.01% |
+7,515
| New | +$69K |
2014 Q2
0 quarters
|
|
|
GRT
847
DELISTED
GLIMCHER REALTY TRUST
GRT
| $71K | 0.01% |
+6,627
| New | +$69.7K |
2014 Q2
0 quarters
|
|
848
Choice Hotels
CHH
$5B
| $70K | 0.01% |
+1,500
| New | +$67.6K |
2014 Q2
0 quarters
|
|
849
Logitech
LOGI
$13.5B
| $70K | 0.01% |
+5,415
| New | +$73.3K |
2014 Q2
0 quarters
|
|
850
DELISTED
PotlatchDeltic
PCH
| $70K | 0.01% |
1,700
-500
| -23% | -$19.6K |
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.