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 | |
|---|---|---|---|---|---|---|---|
|
PGH
876
DELISTED
Pengrowth Energy Corporation
PGH
| $65K | 0.01% |
+9,190
| New | +$60K |
2014 Q2
0 quarters
|
|
877
Jack in the Box
JACK
$242M
| $64K | 0.01% |
1,083
-5,163
| -83% | -$296K |
2014 Q1
1 quarter
|
|
878
DELISTED
La Quinta Holdings Inc.
LQ
| $64K | 0.01% |
+3,391
| New | +$59.7K |
2014 Q2
0 quarters
|
|
|
WG
879
DELISTED
Willbros Group
WG
| $64K | 0.01% |
+5,200
| New | +$61.9K |
2014 Q2
0 quarters
|
|
880
EchoStar
ECHO
$28.4B
| $63K | 0.01% |
1,481
-617
| -29% | -$24.6K |
2013 Q4
2 quarters
|
|
|
ECOM
881
DELISTED
CHANNELADVISOR CORPORATION
ECOM
| $63K | 0.01% |
+2,406
| New | +$61K |
2014 Q2
0 quarters
|
|
|
LNCE
882
DELISTED
Snyders-Lance, Inc.
LNCE
| $63K | 0.01% |
2,400
+400
| +20% | +$10.8K |
2014 Q1
1 quarter
|
|
883
Arrow Electronics
ARW
$11.2B
| $62K | 0.01% |
+1,027
| New | +$59.8K |
2014 Q2
0 quarters
|
|
884
Everforth Inc
EFOR
$1.54B
| $60K | 0.01% |
1,700
-200
| -11% | -$7.16K |
2014 Q1
1 quarter
|
|
885
Carlisle Companies
CSL
$14.5B
| $60K | 0.01% |
+700
| New | +$58.1K |
2014 Q2
0 quarters
|
|
886
DELISTED
Enerplus Corporation
ERF
| $60K | 0.01% |
+2,430
| New | +$53.7K |
2014 Q2
0 quarters
|
|
|
GRUB
887
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $60K | 0.01% |
+850
| New | +$57.2K |
2014 Q2
0 quarters
|
|
888
Bio-Rad Laboratories Class A
BIO
$10.2B
| $59K | 0.01% |
+500
| New | +$61.1K |
2014 Q2
0 quarters
|
|
889
Hilltop Holdings
HTH
$2.11B
| $59K | 0.01% |
2,800
+500
| +22% | +$11K |
2013 Q4
2 quarters
|
|
890
TETRA Technologies
TTI
$884M
| $59K | 0.01% |
+5,037
| New | +$60.5K |
2014 Q2
0 quarters
|
|
|
GHL
891
DELISTED
Greenhill & Co., Inc.
GHL
| $59K | 0.01% |
+1,200
| New | +$59.2K |
2014 Q2
0 quarters
|
|
892
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
| $59K | 0.01% |
+2,100
| New | +$52.1K |
2014 Q2
0 quarters
|
|
|
CAJ
893
DELISTED
Canon, Inc.
CAJ
| $58K | 0.01% |
+1,800
| New | +$57.9K |
2014 Q2
0 quarters
|
|
|
AAWW
894
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
| $58K | 0.01% |
+1,600
| New | +$58K |
2014 Q2
0 quarters
|
|
895
Clean Harbors
CLH
$16.2B
| $57K | 0.01% |
+900
| New | +$53.5K |
2014 Q2
0 quarters
|
|
896
MillerKnoll
MLKN
$1.46B
| $57K | 0.01% |
+1,900
| New | +$58.9K |
2014 Q2
0 quarters
|
|
897
Primoris Services
PRIM
$4.07B
| $57K | 0.01% |
+2,000
| New | +$57.8K |
2014 Q2
0 quarters
|
|
898
Royal Bank of Canada
RY
$285B
| $57K | 0.01% |
800
-1,096
| -58% | -$74.3K |
2014 Q1
1 quarter
|
|
899
Skywest
SKYW
$3.75B
| $57K | 0.01% |
+4,700
| New | +$57K |
2014 Q2
0 quarters
|
|
900
DELISTED
BlackRock Capital Investment Corporation
BKCC
| $57K | 0.01% |
6,276
-4,324
| -41% | -$38.3K |
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.