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 | |
|---|---|---|---|---|---|---|---|
501
Charles River Laboratories
CRL
$16.2B
| $251K | 0.04% |
4,704
+3,696
| +367% | +$203K |
2014 Q1
1 quarter
|
|
502
Gentherm
THRM
$1.71B
| $251K | 0.04% |
+5,659
| New | +$223K |
2014 Q2
0 quarters
|
|
|
MSCC
503
DELISTED
Microsemi Corp
MSCC
| $247K | 0.04% |
9,258
+3,250
| +54% | +$81K |
2013 Q3
3 quarters
|
|
504
EPAM Systems
EPAM
$7.42B
| $246K | 0.04% |
5,626
+4,626
| +463% | +$175K |
2013 Q4
2 quarters
|
|
|
ARUN
505
DELISTED
ARUBA NETWORKS, INC.
ARUN
| $244K | 0.04% |
13,955
-18,090
| -56% | -$341K |
2013 Q4
2 quarters
|
|
|
NSM
506
DELISTED
Nationstar Mortgage Holdings
NSM
| $243K | 0.04% |
6,719
+3,267
| +95% | +$108K |
2013 Q2
4 quarters
|
|
|
IMS
507
DELISTED
IMS HEALTH HLDGS INC COM STK (DE)
IMS
| $243K | 0.04% |
+9,470
| New | +$228K |
2014 Q2
0 quarters
|
|
508
Nexstar Media Group
NXST
$5.47B
| $242K | 0.04% |
+4,705
| New | +$201K |
2014 Q2
0 quarters
|
|
|
ARIA
509
DELISTED
Ariad Pharmaceuticals Inc
ARIA
| $241K | 0.04% |
+37,910
| New | +$261K |
2014 Q2
0 quarters
|
|
|
CPWR
510
DELISTED
COMPUWARE CORP
CPWR
| $241K | 0.04% |
+25,128
| New | +$245K |
2014 Q2
0 quarters
|
|
511
DELISTED
Steelcase
SCS
| $239K | 0.04% |
+15,846
| New | +$261K |
2014 Q2
0 quarters
|
|
512
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
| $239K | 0.04% |
+5,300
| New | +$231K |
2014 Q2
0 quarters
|
|
513
Southern Copper
SCCO
$151B
| $238K | 0.04% |
+8,555
| New | +$233K |
2014 Q2
0 quarters
|
|
|
ENH
514
DELISTED
Endurance Specialty Holdings Ltd
ENH
| $237K | 0.04% |
+4,600
| New | +$239K |
2014 Q2
0 quarters
|
|
515
Columbia Banking Systems
COLB
$8.84B
| $236K | 0.04% |
+9,000
| New | +$234K |
2014 Q2
0 quarters
|
|
516
Extra Space Storage
EXR
$32.6B
| $236K | 0.04% |
+4,445
| New | +$229K |
2014 Q2
0 quarters
|
|
517
Jacobs Solutions
J
$18.8B
| $236K | 0.04% |
+5,368
| New | +$256K |
2014 Q2
0 quarters
|
|
518
Carpenter Technology
CRS
$14.4B
| $234K | 0.04% |
3,700
+2,500
| +208% | +$159K |
2013 Q4
2 quarters
|
|
519
Adeia
ADEA
$2.28B
| $233K | 0.04% |
+40,057
| New | +$236K |
2014 Q2
0 quarters
|
|
|
STRZA
520
DELISTED
Starz - Series A
STRZA
| $233K | 0.04% |
7,845
-6,188
| -44% | -$189K |
2013 Q4
2 quarters
|
|
521
ServiceNow
NOW
$110B
| $232K | 0.04% |
+18,730
| New | +$200K |
2014 Q2
0 quarters
|
|
|
KKD
522
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
| $231K | 0.04% |
14,481
-3,970
| -22% | -$68.9K |
2014 Q1
1 quarter
|
|
|
HK
523
DELISTED
Halcon Resources Corporation
HK
| $231K | 0.04% |
+184
| New | +$183K |
2014 Q2
0 quarters
|
|
524
Bank of Hawaii
BOH
$2.79B
| $228K | 0.04% |
3,900
+2,400
| +160% | +$137K |
2013 Q4
2 quarters
|
|
525
Designer Brands
DBI
$339M
| $228K | 0.04% |
8,173
+4,941
| +153% | +$156K |
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.