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 | |
|---|---|---|---|---|---|---|---|
|
ABB
851
DELISTED
ABB Ltd
ABB
| $70K | 0.01% |
+3,080
| New | +$74.6K |
2014 Q2
0 quarters
|
|
852
Baytex Energy
BTE
$3.75B
| $69K | 0.01% |
1,500
+1,200
| +400% | +$51K |
2014 Q1
1 quarter
|
|
853
Plexus
PLXS
$5.77B
| $69K | 0.01% |
+1,600
| New | +$66.9K |
2014 Q2
0 quarters
|
|
854
DELISTED
BALTIC TRADING LIMITED COMMON STOCK
BALT
| $69K | 0.01% |
+11,540
| New | +$72.9K |
2014 Q2
0 quarters
|
|
855
Century Aluminum
CENX
$3.43B
| $68K | 0.01% |
+4,342
| New | +$61.6K |
2014 Q2
0 quarters
|
|
856
MannKind Corp
MNKD
$1.13B
| $68K | 0.01% |
+1,250
| New | +$50.1K |
2014 Q2
0 quarters
|
|
857
Murphy Oil
MUR
$6.14B
| $68K | 0.01% |
1,024
-12,287
| -92% | -$770K |
2013 Q4
2 quarters
|
|
858
SLR Investment Corp
SLRC
$643M
| $68K | 0.01% |
+3,200
| New | +$68.4K |
2014 Q2
0 quarters
|
|
859
Tetra Tech
TTEK
$9.8B
| $68K | 0.01% |
12,500
-17,000
| -58% | -$93.1K |
2013 Q4
2 quarters
|
|
|
WPRT
860
DELISTED
Westport Fuel Systems
WPRT
| $68K | 0.01% |
380
-1,110
| -74% | -$166K |
2014 Q1
1 quarter
|
|
|
ELLI
861
DELISTED
Ellie Mae Inc
ELLI
| $68K | 0.01% |
+2,200
| New | +$59K |
2014 Q2
0 quarters
|
|
|
CWEI
862
DELISTED
Clayton Williams Energy, Inc.
CWEI
| $68K | 0.01% |
+500
| New | +$64.1K |
2014 Q2
0 quarters
|
|
863
Acacia Research
ACTG
$433M
| $67K | 0.01% |
+3,800
| New | +$61.6K |
2014 Q2
0 quarters
|
|
864
Alto Ingredients
ALTO
$283M
| $67K | 0.01% |
4,400
+4,000
| +1,000% | +$55.4K |
2014 Q1
1 quarter
|
|
865
Blackstone Mortgage Trust
BXMT
$1.83B
| $66K | 0.01% |
+2,300
| New | +$66.5K |
2014 Q2
0 quarters
|
|
866
Redwood Trust
RWT
$406M
| $66K | 0.01% |
3,400
+2,700
| +386% | +$54K |
2013 Q4
2 quarters
|
|
|
XOOM
867
DELISTED
XOOM CORP COM
XOOM
| $66K | 0.01% |
+2,510
| New | +$55.8K |
2014 Q2
0 quarters
|
|
868
DELISTED
ATLAS RESOURCE PARTNERS L P COM UIT REPSTG LTD PTNRS
ARP
| $66K | 0.01% |
3,300
+2,209
| +202% | +$44.7K |
2014 Q1
1 quarter
|
|
869
BGC Group
BGC
$5.32B
| $65K | 0.01% |
13,790
-8,499
| -38% | -$39.1K |
2013 Q3
3 quarters
|
|
870
Chord Energy
CHRD
$8.4B
| $65K | 0.01% |
+1,176
| New | +$56.9K |
2014 Q2
0 quarters
|
|
871
Ventas
VTR
$44.3B
| $65K | 0.01% |
893
-2,084
| -70% | -$155K |
2014 Q1
1 quarter
|
|
872
DELISTED
Immunogen Inc
IMGN
| $65K | 0.01% |
5,500
+3,900
| +244% | +$49K |
2013 Q4
2 quarters
|
|
|
GLBR
873
DELISTED
Global Brokerage, Inc. Class A Common Stock
GLBR
| $65K | 0.01% |
+440
| New | +$63.2K |
2014 Q2
0 quarters
|
|
|
PPP
874
DELISTED
Primero Mining Corp
PPP
| $65K | 0.01% |
+8,200
| New | +$55.4K |
2014 Q2
0 quarters
|
|
875
DELISTED
INFORMATICA CORP
INFA
| $65K | 0.01% |
1,828
-10,130
| -85% | -$373K |
2013 Q2
4 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.