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 | |
|---|---|---|---|---|---|---|---|
1026
First Majestic Silver
AG
$7.79B
| $24K | ﹤0.01% |
+2,269
| New | +$21.5K |
2014 Q2
0 quarters
|
|
1027
Cousins Properties
CUZ
$4.69B
| $24K | ﹤0.01% |
+689
| New | +$23.1K |
2014 Q2
0 quarters
|
|
|
SA
1028
Seabridge Gold
SA
$2.88B
| $24K | ﹤0.01% |
2,600
-4,588
| -64% | -$36.1K |
2014 Q1
1 quarter
|
|
1029
Gartner
IT
$13.8B
| $23K | ﹤0.01% |
333
-7,867
| -96% | -$548K |
2013 Q3
3 quarters
|
|
1030
PRA Group
PRAA
$732M
| $23K | ﹤0.01% |
+400
| New | +$22.8K |
2014 Q2
0 quarters
|
|
|
MGAM
1031
DELISTED
MULTIMEDIA GAMES HOLDING COMPANY INC COM STK (TX)
MGAM
| $23K | ﹤0.01% |
800
-1,400
| -64% | -$39.9K |
2013 Q4
2 quarters
|
|
|
RTI
1032
DELISTED
RTI INTL METALS INC(HLDG CO)
RTI
| $23K | ﹤0.01% |
900
+872
| +3,114% | +$23.4K |
2013 Q4
2 quarters
|
|
1033
Franco-Nevada
FNV
$46.1B
| $22K | ﹤0.01% |
+384
| New | +$18.7K |
2014 Q2
0 quarters
|
|
1034
Greif
GEF
$4.69B
| $21K | ﹤0.01% |
+400
| New | +$21.5K |
2014 Q2
0 quarters
|
|
1035
CGI
GIB
$16.4B
| $21K | ﹤0.01% |
+600
| New | +$20.3K |
2014 Q2
0 quarters
|
|
|
NGLS
1036
DELISTED
TARGA RESOURCES PARTNERS LP COM UTS REPTG LTD PARTERSHIP INT
NGLS
| $21K | ﹤0.01% |
300
-100
| -25% | -$6.47K |
2013 Q4
2 quarters
|
|
|
WPZ
1037
DELISTED
Williams Partners L.P.
WPZ
| $21K | ﹤0.01% |
358
+40
| +13% | +$2.28K |
2014 Q1
1 quarter
|
|
1038
OSI Systems
OSIS
$3.16B
| $20K | ﹤0.01% |
+300
| New | +$17.9K |
2014 Q2
0 quarters
|
|
1039
DELISTED
Synchronoss Technologies
SNCR
| $20K | ﹤0.01% |
67
-309
| -82% | -$88.6K |
2013 Q4
2 quarters
|
|
1040
TXNM Energy Inc
TXNM
$6.45B
| $20K | ﹤0.01% |
700
-12,504
| -95% | -$349K |
2014 Q1
1 quarter
|
|
1041
DELISTED
Meridian Bioscience Inc
VIVO
| $20K | ﹤0.01% |
+1,000
| New | +$20.5K |
2014 Q2
0 quarters
|
|
|
HRC
1042
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
| $20K | ﹤0.01% |
+500
| New | +$19.4K |
2014 Q2
0 quarters
|
|
|
LMNX
1043
DELISTED
Luminex Corp
LMNX
| $20K | ﹤0.01% |
+1,200
| New | +$21.1K |
2014 Q2
0 quarters
|
|
1044
LTC Properties
LTC
$2.3B
| $19K | ﹤0.01% |
500
-3,000
| -86% | -$117K |
2014 Q1
1 quarter
|
|
|
SPPI
1045
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
| $19K | ﹤0.01% |
+2,356
| New | +$17.9K |
2014 Q2
0 quarters
|
|
1046
DELISTED
Coresite Realty Corporation
COR
| $19K | ﹤0.01% |
+600
| New | +$18.9K |
2014 Q2
0 quarters
|
|
1047
Black Hills Corp
BKH
$6.16B
| $18K | ﹤0.01% |
300
-1,700
| -85% | -$98.7K |
2014 Q1
1 quarter
|
|
1048
ONE Gas
OGS
$4.87B
| $18K | ﹤0.01% |
+500
| New | +$18.3K |
2014 Q2
0 quarters
|
|
|
AEGR
1049
DELISTED
Aegerion Pharmaceuticals
AEGR
| $18K | ﹤0.01% |
+571
| New | +$21.3K |
2014 Q2
0 quarters
|
|
|
VSI
1050
DELISTED
Vitamin Shoppe Inc.
VSI
| $17K | ﹤0.01% |
+400
| New | +$18K |
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.