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 | |
|---|---|---|---|---|---|---|---|
|
BBEP
1051
DELISTED
BREITBURN ENERGY PARTNERS LP COM UNITS RPTNG LTD PRTNRSHIP
BBEP
| $17K | ﹤0.01% |
+800
| New | +$16.7K |
2014 Q2
0 quarters
|
|
|
UFS
1052
DELISTED
DOMTAR CORPORATION (New)
UFS
| $17K | ﹤0.01% |
400
-400
| -50% | -$18.7K |
2013 Q4
2 quarters
|
|
1053
Carlyle Group
CG
$14.3B
| $16K | ﹤0.01% |
500
-1,401
| -74% | -$46.1K |
2013 Q3
3 quarters
|
|
1054
LSB Industries
LXU
$825M
| $16K | ﹤0.01% |
520
-1,170
| -69% | -$34.8K |
2014 Q1
1 quarter
|
|
1055
Rogers Communications
RCI
$17.1B
| $16K | ﹤0.01% |
+400
| New | +$16.2K |
2014 Q2
0 quarters
|
|
1056
Mitsubishi UFJ Financial
MUFG
$247B
| $15K | ﹤0.01% |
2,600
-12,986
| -83% | -$73.5K |
2014 Q1
1 quarter
|
|
1057
DELISTED
CIRCOR International, Inc
CIR
| $15K | ﹤0.01% |
+200
| New | +$15.4K |
2014 Q2
0 quarters
|
|
|
TCO
1058
DELISTED
Taubman Centers Inc.
TCO
| $15K | ﹤0.01% |
200
+100
| +100% | +$7.36K |
2013 Q3
3 quarters
|
|
|
RNDY
1059
DELISTED
ROUNDYS INC COM STK
RNDY
| $15K | ﹤0.01% |
+2,900
| New | +$17K |
2014 Q2
0 quarters
|
|
1060
DELISTED
GOVERNOR-BK OF IRELND ADS NEW
IRE
| $15K | ﹤0.01% |
1,100
-200
| -15% | -$3.24K |
2014 Q1
1 quarter
|
|
1061
Caleres
CAL
$461M
| $14K | ﹤0.01% |
500
-4,800
| -91% | -$126K |
2014 Q1
1 quarter
|
|
1062
DELISTED
Triumph Group
TGI
| $14K | ﹤0.01% |
+204
| New | +$13.8K |
2014 Q2
0 quarters
|
|
|
POLY
1063
DELISTED
Plantronics, Inc.
POLY
| $14K | ﹤0.01% |
300
-800
| -73% | -$35.6K |
2013 Q4
2 quarters
|
|
|
ECOL
1064
DELISTED
US Ecology, Inc.
ECOL
| $14K | ﹤0.01% |
+300
| New | +$13.8K |
2014 Q2
0 quarters
|
|
|
DISCK
1065
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
| $14K | ﹤0.01% |
+400
| New | +$14.7K |
2014 Q2
0 quarters
|
|
|
ELGX
1066
DELISTED
Endologix Inc
ELGX
| $13K | ﹤0.01% |
+90
| New | +$12K |
2014 Q2
0 quarters
|
|
1067
DELISTED
THORATEC CORPORATION
THOR
| $13K | ﹤0.01% |
394
-6,118
| -94% | -$204K |
2013 Q4
2 quarters
|
|
1068
DELISTED
Navigant Consulting, Inc.
NCI
| $12K | ﹤0.01% |
+700
| New | +$12.1K |
2014 Q2
0 quarters
|
|
|
GIMO
1069
DELISTED
Gigamon Inc.
GIMO
| $12K | ﹤0.01% |
641
-559
| -47% | -$10.1K |
2014 Q1
1 quarter
|
|
|
QTWW
1070
DELISTED
QUANTUM FUEL SYS TECHNOLOGIES WORLDWIDE INC COM STK (DE)
QTWW
| $12K | ﹤0.01% |
2,106
+533
| +34% | +$3.03K |
2014 Q1
1 quarter
|
|
1071
Adobe
ADBE
$96.2B
| $11K | ﹤0.01% |
159
-21,600
| -99% | -$1.39M |
2013 Q4
2 quarters
|
|
1072
Grupo Cibest SA
CIB
$22.3B
| $11K | ﹤0.01% |
+200
| New | +$11.4K |
2014 Q2
0 quarters
|
|
1073
TriMas Corp
TRS
$1.42B
| $11K | ﹤0.01% |
377
-2,259
| -86% | -$62.9K |
2014 Q1
1 quarter
|
|
|
PTX
1074
DELISTED
Pernix Therapeutics Holdings, Inc.
PTX
| $11K | ﹤0.01% |
+126
| New | +$7.72K |
2014 Q2
0 quarters
|
|
1075
Steris
STE
$22.6B
| $10K | ﹤0.01% |
200
-100
| -33% | -$5.15K |
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.