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 | |
|---|---|---|---|---|---|---|---|
|
BZH
976
DELISTED
Beazer Homes USA
BZH
| $37K | 0.01% |
+1,790
| New | +$34.8K |
2014 Q2
0 quarters
|
|
977
J&J Snack Foods
JJSF
$1.56B
| $37K | 0.01% |
+400
| New | +$37.6K |
2014 Q2
0 quarters
|
|
978
SPS Commerce
SPSC
$3.08B
| $37K | 0.01% |
+1,200
| New | +$33.6K |
2014 Q2
0 quarters
|
|
979
Clearway Energy Class C
CWEN
$3.97B
| $36K | 0.01% |
1,400
+600
| +75% | +$13.8K |
2014 Q1
1 quarter
|
|
980
Domino's
DPZ
$10.2B
| $36K | 0.01% |
500
-1,280
| -72% | -$93.7K |
2014 Q1
1 quarter
|
|
981
Southwest Gas
SWX
$6.7B
| $36K | 0.01% |
700
| – | – |
2014 Q1
1 quarter
|
|
|
ANDX
982
DELISTED
Andeavor Logistics LP
ANDX
| $36K | 0.01% |
500
-300
| -38% | -$20.3K |
2013 Q4
2 quarters
|
|
983
CONMED
CNMD
$1.41B
| $35K | 0.01% |
800
+200
| +33% | +$9.07K |
2014 Q1
1 quarter
|
|
984
DELISTED
Denny's
DENN
| $35K | 0.01% |
5,493
-616
| -10% | -$4.02K |
2014 Q1
1 quarter
|
|
985
E.W. Scripps
SSP
$223M
| $35K | 0.01% |
1,916
-4,609
| -71% | -$76.1K |
2014 Q1
1 quarter
|
|
986
Telecom Argentina
TEO
$4.78B
| $35K | 0.01% |
1,500
+200
| +15% | +$4.12K |
2014 Q1
1 quarter
|
|
987
Oxford Square Capital
OXSQ
$121M
| $34K | 0.01% |
3,464
+264
| +8% | +$2.54K |
2014 Q1
1 quarter
|
|
988
H.B. Fuller
FUL
$2.66B
| $33K | 0.01% |
+700
| New | +$33.5K |
2014 Q2
0 quarters
|
|
|
XLRN
989
DELISTED
Acceleron Pharma
XLRN
| $33K | 0.01% |
+1,000
| New | +$33.4K |
2014 Q2
0 quarters
|
|
|
FMER
990
DELISTED
FIRSTMERIT CORP
FMER
| $33K | 0.01% |
1,692
-34,624
| -95% | -$678K |
2013 Q4
2 quarters
|
|
|
WWE
991
DELISTED
World Wrestling Entertainment
WWE
| $32K | 0.01% |
+2,736
| New | +$45K |
2014 Q2
0 quarters
|
|
|
PTLA
992
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
| $32K | 0.01% |
+1,100
| New | +$26.6K |
2014 Q2
0 quarters
|
|
|
TPLM
993
DELISTED
Triangle Petroleum Corporation
TPLM
| $32K | 0.01% |
+2,800
| New | +$27.7K |
2014 Q2
0 quarters
|
|
|
NPBC
994
DELISTED
NATL PENN BANCSHARES INC
NPBC
| $32K | 0.01% |
3,104
-20,068
| -87% | -$206K |
2013 Q4
2 quarters
|
|
995
Howard Hughes
HHH
$4.4B
| $31K | ﹤0.01% |
210
-734
| -78% | -$102K |
2013 Q4
2 quarters
|
|
996
Repligen
RGEN
$11.7B
| $31K | ﹤0.01% |
+1,400
| New | +$24.9K |
2014 Q2
0 quarters
|
|
997
Teleflex
TFX
$5.89B
| $31K | ﹤0.01% |
+300
| New | +$31.5K |
2014 Q2
0 quarters
|
|
|
ECYT
998
DELISTED
Endocyte, Inc. Common Stock
ECYT
| $31K | ﹤0.01% |
4,705
+2,905
| +161% | +$32.7K |
2014 Q1
1 quarter
|
|
999
Maximus
MMS
$3.24B
| $30K | ﹤0.01% |
700
+500
| +250% | +$21.5K |
2013 Q4
2 quarters
|
|
1000
Pembina Pipeline
PBA
$29.1B
| $30K | ﹤0.01% |
+700
| New | +$28.1K |
2014 Q2
0 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.