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 | |
|---|---|---|---|---|---|---|---|
1251
Goodyear
GT
$1.27B
| – | – |
-81,682
| Closed | -$2.13M | – |
|
1252
Haemonetics
HAE
$5.38B
| – | – |
-6,000
| Closed | -$195K | – |
|
1253
Hain Celestial
HAIN
$11.9M
| – | – |
-7,746
| Closed | -$354K | – |
|
1254
DELISTED
Hess
HES
| – | – |
-3,578
| Closed | -$296K | – |
|
1255
Honeywell
HON
$69.5B
| – | – |
-2,603
| Closed | -$216K | – |
|
1256
Hudson Pacific Properties
HPP
$598M
| – | – |
-614
| Closed | -$99K | – |
|
1257
Henry Schein
HSIC
$9.47B
| – | – |
-4,065
| Closed | -$190K | – |
|
1258
HealthStream
HSTM
$1.03B
| – | – |
-2,600
| Closed | -$69K | – |
|
1259
Huazhu Hotels Group
HTHT
$14.2B
| – | – |
-7,600
| Closed | -$46K | – |
|
1260
Humana
HUM
$49.5B
| – | – |
-14,386
| Closed | -$1.62M | – |
|
1261
Interactive Brokers
IBKR
$37.9B
| – | – |
-25,200
| Closed | -$136K | – |
|
1262
ICICI Bank
IBN
$103B
| – | – |
-36,955
| Closed | -$294K | – |
|
1263
Intercontinental Exchange
ICE
$87.6B
| – | – |
-24,035
| Closed | -$950K | – |
|
1264
Icon
ICLR
$16.5B
| – | – |
-300
| Closed | -$14K | – |
|
1265
Idacorp
IDA
$8.08B
| – | – |
-4,500
| Closed | -$249K | – |
|
1266
IDEX
IEX
$17.6B
| – | – |
-1,200
| Closed | -$87K | – |
|
1267
Infosys
INFY
$49B
| – | – |
-44,480
| Closed | -$301K | – |
|
1268
Insmed
INSM
$21.2B
| – | – |
-7,000
| Closed | -$133K | – |
|
1269
Intuit
INTU
$87.7B
| – | – |
-15,651
| Closed | -$1.22M | – |
|
1270
Iridium Communications
IRDM
$4.87B
| – | – |
-2,613
| Closed | -$19K | – |
|
1271
JetBlue
JBLU
$1.08B
| – | – |
-70,290
| Closed | -$610K | – |
|
1272
Jabil
JBL
$30B
| – | – |
-34,310
| Closed | -$617K | – |
|
1273
Jack Henry & Associates
JKHY
$11.1B
| – | – |
-1,462
| Closed | -$81K | – |
|
1274
Jinko Holdings Limited
JKS
$432M
| – | – |
-900
| Closed | -$25K | – |
|
1275
KB Home
KBH
$2.81B
| – | – |
-11,082
| Closed | -$188K | – |
|
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.