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 | |
|---|---|---|---|---|---|---|---|
|
NXGN
1001
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
| $30K | ﹤0.01% |
+1,900
| New | +$30K |
2014 Q2
0 quarters
|
|
1002
Ethan Allen Interiors
ETD
$506M
| $29K | ﹤0.01% |
1,200
-1,700
| -59% | -$41.6K |
2013 Q4
2 quarters
|
|
1003
Federal Signal
FSS
$7.02B
| $29K | ﹤0.01% |
2,000
-4,752
| -70% | -$69.6K |
2014 Q1
1 quarter
|
|
1004
Halozyme
HALO
$14.8B
| $29K | ﹤0.01% |
+3,032
| New | +$25.7K |
2014 Q2
0 quarters
|
|
1005
Icahn Enterprises
IEP
$3.69B
| $29K | ﹤0.01% |
+300
| New | +$30.1K |
2014 Q2
0 quarters
|
|
|
TUES
1006
DELISTED
Tuesday Morning Corp
TUES
| $29K | ﹤0.01% |
+1,654
| New | +$25.8K |
2014 Q2
0 quarters
|
|
|
PRKR
1007
DELISTED
Parkervision Inc
PRKR
| $29K | ﹤0.01% |
+1,990
| New | +$88.8K |
2014 Q2
0 quarters
|
|
1008
Cabot Corp
CBT
$3.8B
| $28K | ﹤0.01% |
+500
| New | +$29.1K |
2014 Q2
0 quarters
|
|
1009
Evercore
EVR
$11.4B
| $28K | ﹤0.01% |
500
+300
| +150% | +$16.5K |
2014 Q1
1 quarter
|
|
1010
XPO
XPO
$20.8B
| $28K | ﹤0.01% |
+2,891
| New | +$26.4K |
2014 Q2
0 quarters
|
|
1011
DELISTED
Nimble Storage, Inc.
NMBL
| $28K | ﹤0.01% |
+913
| New | +$25.6K |
2014 Q2
0 quarters
|
|
|
NILE
1012
DELISTED
Blue Nile, Inc.
NILE
| $28K | ﹤0.01% |
+1,000
| New | +$31.5K |
2014 Q2
0 quarters
|
|
|
BDBD
1013
DELISTED
BOULDER BRANDS INC
BDBD
| $28K | ﹤0.01% |
2,036
-3,864
| -65% | -$58K |
2014 Q1
1 quarter
|
|
1014
Azenta
AZTA
$1.81B
| $27K | ﹤0.01% |
+2,559
| New | +$25.8K |
2014 Q2
0 quarters
|
|
1015
Lumen Technologies, Inc. Common Stock
LUMN
$4.94B
| $27K | ﹤0.01% |
+771
| New | +$27.7K |
2014 Q2
0 quarters
|
|
|
WAIR
1016
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
| $27K | ﹤0.01% |
1,400
+1,100
| +367% | +$23K |
2014 Q1
1 quarter
|
|
|
SHOR
1017
DELISTED
ShoreTel, Inc.
SHOR
| $27K | ﹤0.01% |
+4,263
| New | +$30.7K |
2014 Q2
0 quarters
|
|
|
FUEL
1018
DELISTED
Rocket Fuel Inc.
FUEL
| $27K | ﹤0.01% |
871
-6,423
| -88% | -$191K |
2014 Q1
1 quarter
|
|
1019
NorthWestern Energy
NWE
$4.86B
| $26K | ﹤0.01% |
500
-1,200
| -71% | -$57.7K |
2013 Q4
2 quarters
|
|
1020
DELISTED
Potbelly
PBPB
| $26K | ﹤0.01% |
+1,666
| New | +$27.2K |
2014 Q2
0 quarters
|
|
|
DFT
1021
DELISTED
DuPont Fabros Technology Inc.
DFT
| $26K | ﹤0.01% |
1,000
-4,500
| -82% | -$114K |
2013 Q4
2 quarters
|
|
|
WPG
1022
DELISTED
Washington Prime Group Inc.
WPG
| $26K | ﹤0.01% |
+159
| New | +$27.7K |
2014 Q2
0 quarters
|
|
1023
IMAX
IMAX
$2.79B
| $25K | ﹤0.01% |
900
+315
| +54% | +$8.41K |
2014 Q1
1 quarter
|
|
1024
KT
KT
$8.09B
| $25K | ﹤0.01% |
1,700
-700
| -29% | -$10.6K |
2013 Q4
2 quarters
|
|
|
SBNY
1025
DELISTED
Signature Bank
SBNY
| $25K | ﹤0.01% |
200
| – | – |
2013 Q4
2 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.