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 | |
|---|---|---|---|---|---|---|---|
476
DELISTED
SunPower Corporation Common Stock
SPWR
| $273K | 0.04% |
10,193
+2,808
| +38% | +$61.5K |
2014 Q1
1 quarter
|
|
|
BCR
477
DELISTED
CR Bard Inc.
BCR
| $273K | 0.04% |
+1,911
| New | +$273K |
2014 Q2
0 quarters
|
|
|
MDVN
478
DELISTED
MEDIVATION, INC.
MDVN
| $273K | 0.04% |
7,096
+6,296
| +787% | +$212K |
2014 Q1
1 quarter
|
|
479
Mueller Water Products
MWA
$3.73B
| $271K | 0.04% |
+31,471
| New | +$279K |
2014 Q2
0 quarters
|
|
480
DELISTED
Team Health Holdings Inc
TMH
| $270K | 0.04% |
+5,416
| New | +$262K |
2014 Q2
0 quarters
|
|
481
Louisiana-Pacific
LPX
$5.26B
| $269K | 0.04% |
+17,968
| New | +$274K |
2014 Q2
0 quarters
|
|
482
DELISTED
American Equity Investment Life Holding Company
AEL
| $269K | 0.04% |
+10,938
| New | +$253K |
2014 Q2
0 quarters
|
|
|
CLNY
483
DELISTED
Colony Capital, Inc.
CLNY
| $269K | 0.04% |
11,603
+7,803
| +205% | +$171K |
2013 Q4
2 quarters
|
|
484
Murphy USA
MUSA
$9.35B
| $265K | 0.04% |
5,431
+4,631
| +579% | +$215K |
2014 Q1
1 quarter
|
|
485
NetEase
NTES
$74.2B
| $264K | 0.04% |
+16,885
| New | +$241K |
2014 Q2
0 quarters
|
|
486
Ciena
CIEN
$41.1B
| $263K | 0.04% |
+12,149
| New | +$250K |
2014 Q2
0 quarters
|
|
487
Delta Air Lines
DAL
$54.7B
| $263K | 0.04% |
6,813
+4,111
| +152% | +$155K |
2013 Q4
2 quarters
|
|
488
Ambarella
AMBA
$2.75B
| $261K | 0.04% |
8,397
+4,897
| +140% | +$129K |
2014 Q1
1 quarter
|
|
489
Avient
AVNT
$4.02B
| $260K | 0.04% |
+6,190
| New | +$242K |
2014 Q2
0 quarters
|
|
490
DELISTED
Fortress Investment Group Llc
FIG
| $260K | 0.04% |
34,948
-16,646
| -32% | -$121K |
2013 Q4
2 quarters
|
|
|
CMLP
491
DELISTED
CRESTWOOD MIDSTREAM PARTNERS LP NEW UTS REP LTD PRT INT (DE)
CMLP
| $260K | 0.04% |
+11,799
| New | +$264K |
2014 Q2
0 quarters
|
|
492
COPT Defense Properties
CDP
$3.78B
| $259K | 0.04% |
+9,319
| New | +$255K |
2014 Q2
0 quarters
|
|
493
Royal Gold
RGLD
$20.1B
| $258K | 0.04% |
3,400
-21,218
| -86% | -$1.4M |
2014 Q1
1 quarter
|
|
494
Corpay
CPAY
$26.9B
| $258K | 0.04% |
+1,961
| New | +$240K |
2014 Q2
0 quarters
|
|
495
Medical Properties Trust
MPT
$1.25B
| $257K | 0.04% |
19,456
+12,556
| +182% | +$167K |
2014 Q1
1 quarter
|
|
|
GLF
496
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
| $257K | 0.04% |
5,700
+3,800
| +200% | +$171K |
2013 Q4
2 quarters
|
|
497
Accuray
ARAY
$17.2M
| $256K | 0.04% |
+29,117
| New | +$252K |
2014 Q2
0 quarters
|
|
498
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $255K | 0.04% |
3,894
+1,695
| +77% | +$105K |
2013 Q3
3 quarters
|
|
499
HEICO Corp
HEI
$47B
| $254K | 0.04% |
+11,963
| New | +$269K |
2014 Q2
0 quarters
|
|
500
SunCoke Energy
SXC
$973M
| $254K | 0.04% |
11,814
+11,091
| +1,534% | +$233K |
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.