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 | |
|---|---|---|---|---|---|---|---|
|
ISBC
526
DELISTED
Investors Bancorp, Inc.
ISBC
| $228K | 0.04% |
20,711
+8,731
| +73% | +$93.1K |
2014 Q1
1 quarter
|
|
|
CXP
527
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
| $228K | 0.04% |
8,797
+8,597
| +4,299% | +$234K |
2014 Q1
1 quarter
|
|
528
DELISTED
Verint Systems
VRNT
| $227K | 0.04% |
+9,118
| New | +$215K |
2014 Q2
0 quarters
|
|
529
Hornbeck Offshore Services, Inc.
HOS
$2.32B
| $225K | 0.04% |
8,552
-6,107
| -42% | -$145K |
2013 Q2
4 quarters
|
|
530
Cummins
CMI
$68.8B
| $223K | 0.04% |
1,446
-615
| -30% | -$93K |
2014 Q1
1 quarter
|
|
531
Crane NXT
CXT
$3.37B
| $223K | 0.04% |
+8,637
| New | +$218K |
2014 Q2
0 quarters
|
|
532
Mid-America Apartment Communities
MAA
$13.6B
| $223K | 0.04% |
3,064
+2,564
| +513% | +$181K |
2014 Q1
1 quarter
|
|
533
Innovex International
INVX
$1.96B
| $223K | 0.04% |
+2,050
| New | +$220K |
2014 Q2
0 quarters
|
|
534
STMicroelectronics
STM
$41.8B
| $221K | 0.03% |
24,900
+16,030
| +181% | +$150K |
2014 Q1
1 quarter
|
|
|
ALR
535
DELISTED
Alere Inc
ALR
| $221K | 0.03% |
+5,910
| New | +$210K |
2014 Q2
0 quarters
|
|
|
HLSS
536
DELISTED
HOME LN SERVICING SOLUTIONS LTD(CAYMAN ISLANDS)
HLSS
| $220K | 0.03% |
+9,700
| New | +$214K |
2014 Q2
0 quarters
|
|
|
FLIR
537
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $218K | 0.03% |
+6,288
| New | +$220K |
2014 Q2
0 quarters
|
|
538
Cognex
CGNX
$9.45B
| $217K | 0.03% |
11,326
-74
| -0.6% | -$1.31K |
2014 Q1
1 quarter
|
|
539
BioMarin Pharmaceuticals
BMRN
$11.3B
| $216K | 0.03% |
+3,473
| New | +$210K |
2014 Q2
0 quarters
|
|
540
Mercado Libre
MELI
$82.4B
| $216K | 0.03% |
+2,269
| New | +$198K |
2014 Q2
0 quarters
|
|
|
TUMI
541
DELISTED
TUMI HLDGS INC COM
TUMI
| $215K | 0.03% |
10,723
+6,582
| +159% | +$133K |
2014 Q1
1 quarter
|
|
542
Bankunited
BKU
$3.06B
| $212K | 0.03% |
+6,347
| New | +$211K |
2014 Q2
0 quarters
|
|
543
Philips
PHG
$26.3B
| $209K | 0.03% |
9,510
-1,023
| -10% | -$23K |
2014 Q1
1 quarter
|
|
|
WBMD
544
DELISTED
WebMD Health Corp.
WBMD
| $209K | 0.03% |
4,334
+4,240
| +4,511% | +$185K |
2013 Q3
3 quarters
|
|
|
AFOP
545
DELISTED
Alliance Fiber Optic Prod Inc
AFOP
| $209K | 0.03% |
11,583
+8,183
| +241% | +$155K |
2014 Q1
1 quarter
|
|
|
CAA
546
DELISTED
CalAtlantic Group, Inc.
CAA
| $208K | 0.03% |
4,850
-6,800
| -58% | -$276K |
2013 Q3
3 quarters
|
|
547
DELISTED
ATLAS ENERGY L P COM UNITS REPSTG LTD PARTNER INT (DE)
AHD
| $208K | 0.03% |
+4,649
| New | +$208K |
2014 Q2
0 quarters
|
|
548
Leidos
LDOS
$17.9B
| $207K | 0.03% |
5,409
-1,349
| -20% | -$51.1K |
2014 Q1
1 quarter
|
|
549
Wabash National
WNC
$478M
| $207K | 0.03% |
14,562
+11,362
| +355% | +$156K |
2013 Q4
2 quarters
|
|
|
MW
550
DELISTED
THE MENS WAREHOUSE INC
MW
| $206K | 0.03% |
3,700
+170
| +5% | +$8.64K |
2014 Q1
1 quarter
|
|
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.