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 | |
|---|---|---|---|---|---|---|---|
|
PKD
951
DELISTED
Parker Drilling Company
PKD
| $46K | 0.01% |
+473
| New | +$46.9K |
2014 Q2
0 quarters
|
|
952
DELISTED
Healthcare Realty Trust Incorporated
HR
| $46K | 0.01% |
+1,835
| New | +$45.8K |
2014 Q2
0 quarters
|
|
953
First Bancorp
FBP
$4.04B
| $45K | 0.01% |
+8,424
| New | +$44.4K |
2014 Q2
0 quarters
|
|
954
MiMedx Group
MDXG
$530M
| $45K | 0.01% |
+6,400
| New | +$37.5K |
2014 Q2
0 quarters
|
|
955
Mueller Industries
MLI
$12B
| $44K | 0.01% |
+6,000
| New | +$43.7K |
2014 Q2
0 quarters
|
|
956
OFG Bancorp
OFG
$2.16B
| $44K | 0.01% |
2,400
-1,400
| -37% | -$24.8K |
2014 Q1
1 quarter
|
|
957
Boston Beer
SAM
$2.03B
| $44K | 0.01% |
200
+100
| +100% | +$22.8K |
2014 Q1
1 quarter
|
|
958
Texas Roadhouse
TXRH
$11.7B
| $44K | 0.01% |
+1,700
| New | +$43K |
2014 Q2
0 quarters
|
|
959
UMB Financial
UMBF
$10.3B
| $44K | 0.01% |
+700
| New | +$41.7K |
2014 Q2
0 quarters
|
|
960
Fabrinet
FN
$12.8B
| $43K | 0.01% |
+2,100
| New | +$42.5K |
2014 Q2
0 quarters
|
|
961
DELISTED
The ExOne Company
XONE
| $43K | 0.01% |
+1,100
| New | +$34.2K |
2014 Q2
0 quarters
|
|
|
LHO
962
DELISTED
LaSalle Hotel Properties
LHO
| $42K | 0.01% |
1,200
-700
| -37% | -$23.2K |
2014 Q1
1 quarter
|
|
|
FLTX
963
DELISTED
Fleetmatics Group PLC
FLTX
| $42K | 0.01% |
+1,300
| New | +$39.8K |
2014 Q2
0 quarters
|
|
|
MWIV
964
DELISTED
MWI VETERINARY SUPPLY, INC.
MWIV
| $42K | 0.01% |
+300
| New | +$44.1K |
2014 Q2
0 quarters
|
|
965
Cheesecake Factory
CAKE
$5.41B
| $41K | 0.01% |
891
-2,002
| -69% | -$92.2K |
2013 Q4
2 quarters
|
|
966
Edwards Lifesciences
EW
$53.7B
| $41K | 0.01% |
2,892
-53,208
| -95% | -$721K |
2013 Q4
2 quarters
|
|
967
Watsco Inc
WSO
$12.1B
| $41K | 0.01% |
+400
| New | +$40.5K |
2014 Q2
0 quarters
|
|
968
Emcor
EME
$31B
| $40K | 0.01% |
900
-175
| -16% | -$7.94K |
2014 Q1
1 quarter
|
|
969
Western Alliance Bancorporation
WAL
$8.41B
| $40K | 0.01% |
1,700
+100
| +6% | +$2.35K |
2014 Q1
1 quarter
|
|
|
EJ
970
DELISTED
E HOUSE (CHINA) HOLDINGS LIMITED
EJ
| $40K | 0.01% |
5,063
-36,101
| -88% | -$317K |
2013 Q3
3 quarters
|
|
971
Ryanair
RYAAY
$27.3B
| $39K | 0.01% |
+1,706
| New | +$39K |
2014 Q2
0 quarters
|
|
|
ININ
972
DELISTED
Interactive Intelligence Group, inc.
ININ
| $39K | 0.01% |
+700
| New | +$40.1K |
2014 Q2
0 quarters
|
|
973
Open Text
OTEX
$6.48B
| $38K | 0.01% |
+1,600
| New | +$37.9K |
2014 Q2
0 quarters
|
|
974
Dr. Reddy's Laboratories
RDY
$11.9B
| $38K | 0.01% |
4,500
-2,500
| -36% | -$21K |
2014 Q1
1 quarter
|
|
|
KEG
975
DELISTED
KEY ENERGY SERVICES INC
KEG
| $38K | 0.01% |
4,193
-45,344
| -92% | -$411K |
2013 Q3
3 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.