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 | |
|---|---|---|---|---|---|---|---|
|
IOC
901
DELISTED
Interoil Corporation
IOC
| $57K | 0.01% |
900
+191
| +27% | +$12.2K |
2013 Q2
4 quarters
|
|
902
Artisan Partners
APAM
$2.54B
| $56K | 0.01% |
+1,000
| New | +$57.2K |
2014 Q2
0 quarters
|
|
903
Fomento Económico Mexicano
FMX
$42.2B
| $56K | 0.01% |
+600
| New | +$56.9K |
2014 Q2
0 quarters
|
|
904
Fresenius Medical Care
FMS
$12.3B
| $56K | 0.01% |
1,700
+400
| +31% | +$13.3K |
2013 Q3
3 quarters
|
|
905
Ultrapar
UGP
$6.39B
| $56K | 0.01% |
+4,800
| New | +$59.1K |
2014 Q2
0 quarters
|
|
|
YELL
906
DELISTED
Yellow Corporation Common Stock
YELL
| $56K | 0.01% |
+2,000
| New | +$44.6K |
2014 Q2
0 quarters
|
|
907
Bio-Techne
TECH
$11.4B
| $55K | 0.01% |
2,400
+1,600
| +200% | +$35.4K |
2014 Q1
1 quarter
|
|
|
EVEP
908
DELISTED
EV Energy Partners, L.P.
EVEP
| $55K | 0.01% |
+1,400
| New | +$50.6K |
2014 Q2
0 quarters
|
|
909
Community Bank
CBU
$3.31B
| $54K | 0.01% |
+1,500
| New | +$55.4K |
2014 Q2
0 quarters
|
|
910
Coherent
COHR
$46.5B
| $54K | 0.01% |
+3,800
| New | +$53.9K |
2014 Q2
0 quarters
|
|
911
Sanmina
SANM
$9.33B
| $54K | 0.01% |
+2,382
| New | +$48.2K |
2014 Q2
0 quarters
|
|
|
ANH
912
DELISTED
Anworth Mortgage Asset Corporation
ANH
| $54K | 0.01% |
10,500
-14,200
| -57% | -$75.4K |
2014 Q1
1 quarter
|
|
|
OAK
913
DELISTED
OAKTREE CAPITAL GROUP, LLC
OAK
| $54K | 0.01% |
+1,100
| New | +$57.1K |
2014 Q2
0 quarters
|
|
914
DELISTED
GRAFTECH INTERNATIONAL LTD
GTI
| $54K | 0.01% |
+5,249
| New | +$56.2K |
2014 Q2
0 quarters
|
|
|
DRTX
915
DELISTED
DURATA THERAPEUTICS INC COM STK (DE)
DRTX
| $54K | 0.01% |
+3,200
| New | +$47.6K |
2014 Q2
0 quarters
|
|
916
Scotiabank
BNS
$116B
| $53K | 0.01% |
854
-1,514
| -64% | -$87.5K |
2014 Q1
1 quarter
|
|
917
Caesarstone
CSTE
$66M
| $53K | 0.01% |
1,100
+600
| +120% | +$30.5K |
2013 Q4
2 quarters
|
|
918
Harmonic Inc
HLIT
$1.17B
| $53K | 0.01% |
7,234
+105
| +1% | +$756 |
2013 Q4
2 quarters
|
|
919
Adamas Trust
ADAM
$641M
| $53K | 0.01% |
+1,725
| New | +$53.2K |
2014 Q2
0 quarters
|
|
|
AMAG
920
DELISTED
AMAG Pharmaceuticals
AMAG
| $53K | 0.01% |
+2,600
| New | +$48K |
2014 Q2
0 quarters
|
|
|
MNTA
921
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
| $53K | 0.01% |
4,445
-2,055
| -32% | -$24.3K |
2014 Q1
1 quarter
|
|
|
HSNI
922
DELISTED
HSN, Inc.
HSNI
| $53K | 0.01% |
900
+500
| +125% | +$28.4K |
2013 Q4
2 quarters
|
|
|
CACQ
923
DELISTED
Caesars Acquisition Company
CACQ
| $53K | 0.01% |
4,309
-1,936
| -31% | -$24.4K |
2014 Q1
1 quarter
|
|
924
Sabra Healthcare REIT
SBRA
$5B
| $52K | 0.01% |
1,818
-1,582
| -47% | -$46K |
2013 Q4
2 quarters
|
|
925
Scorpio Tankers
STNG
$4.77B
| $52K | 0.01% |
512
-1,588
| -76% | -$145K |
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.