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 | |
|---|---|---|---|---|---|---|---|
926
Standex International
SXI
$3.05B
| $52K | 0.01% |
+700
| New | +$48K |
2014 Q2
0 quarters
|
|
|
FBR
927
DELISTED
Fibria Celulose Sa
FBR
| $52K | 0.01% |
5,421
-7,962
| -59% | -$80.6K |
2013 Q3
3 quarters
|
|
|
VVUS
928
DELISTED
Vivus Inc
VVUS
| $52K | 0.01% |
988
-1,696
| -63% | -$87.2K |
2013 Q2
4 quarters
|
|
929
Daktronics
DAKT
$968M
| $51K | 0.01% |
+4,300
| New | +$55.8K |
2014 Q2
0 quarters
|
|
930
Kemper
KMPR
$1.92B
| $51K | 0.01% |
+1,400
| New | +$51.8K |
2014 Q2
0 quarters
|
|
931
Karyopharm Therapeutics
KPTI
$17.9M
| $51K | 0.01% |
+73
| New | +$34K |
2014 Q2
0 quarters
|
|
|
PRXL
932
DELISTED
Parexel International Corp
PRXL
| $51K | 0.01% |
967
+595
| +160% | +$29.8K |
2014 Q1
1 quarter
|
|
|
QUNR
933
DELISTED
Qunar Cayman Islands Limited
QUNR
| $51K | 0.01% |
+1,800
| New | +$46.4K |
2014 Q2
0 quarters
|
|
934
Kite Realty
KRG
$4.94B
| $50K | 0.01% |
+2,066
| New | +$50.5K |
2014 Q2
0 quarters
|
|
|
CXDC
935
DELISTED
China XD Plastics Company Limited
CXDC
| $50K | 0.01% |
+5,967
| New | +$49.3K |
2014 Q2
0 quarters
|
|
|
ILG
936
DELISTED
ILG, Inc Common Stock
ILG
| $50K | 0.01% |
+2,300
| New | +$53K |
2014 Q2
0 quarters
|
|
937
Martin Midstream Partners
MMLP
$80.6M
| $49K | 0.01% |
+1,200
| New | +$49.5K |
2014 Q2
0 quarters
|
|
|
SGEN
938
DELISTED
Seagen Inc. Common Stock
SGEN
| $49K | 0.01% |
1,300
+700
| +117% | +$26.5K |
2014 Q1
1 quarter
|
|
|
INSY
939
DELISTED
Insys Therapeutics, Inc.
INSY
| $49K | 0.01% |
+3,200
| New | +$51.7K |
2014 Q2
0 quarters
|
|
940
G-III Apparel Group
GIII
$1.3B
| $48K | 0.01% |
1,200
+1,000
| +500% | +$37.7K |
2013 Q4
2 quarters
|
|
941
Lloyds Banking Group
LYG
$75.1B
| $48K | 0.01% |
9,400
-11,300
| -55% | -$58.6K |
2013 Q4
2 quarters
|
|
|
UNT
942
DELISTED
UNIT Corporation
UNT
| $48K | 0.01% |
+700
| New | +$45.6K |
2014 Q2
0 quarters
|
|
943
DELISTED
Everbank Financial Corp
EVER
| $48K | 0.01% |
2,400
+1,600
| +200% | +$30.8K |
2014 Q1
1 quarter
|
|
944
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $48K | 0.01% |
900
+800
| +800% | +$43.1K |
2014 Q1
1 quarter
|
|
945
VEON
VEON
$6.09B
| $47K | 0.01% |
227
-222
| -49% | -$46.7K |
2014 Q1
1 quarter
|
|
|
CONE
946
DELISTED
CyrusOne Inc Common Stock
CONE
| $47K | 0.01% |
+1,900
| New | +$41.7K |
2014 Q2
0 quarters
|
|
|
SFXE
947
DELISTED
SFX ENTERTAINMENT, INC COM
SFXE
| $47K | 0.01% |
+5,857
| New | +$42.7K |
2014 Q2
0 quarters
|
|
948
Credicorp
BAP
$28.5B
| $46K | 0.01% |
300
-843
| -74% | -$126K |
2014 Q1
1 quarter
|
|
949
Belden
BDC
$4.19B
| $46K | 0.01% |
+600
| New | +$44K |
2014 Q2
0 quarters
|
|
950
Oaktree Specialty Lending
OCSL
$1.06B
| $46K | 0.01% |
1,567
-5,834
| -79% | -$165K |
2013 Q2
4 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.