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 |
General Motors
GM
|
+$4.5M |
| 2 |
Abbott
ABT
|
+$3.9M |
| 3 |
SLB Ltd
SLB
|
+$3.78M |
| 4 |
Baidu
BIDU
|
+$3.55M |
| 5 |
Comcast
CMCSA
|
+$3.45M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$6.78M |
| 2 |
HP
HPQ
|
+$2.24M |
| 3 |
COV
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
|
+$1.84M |
| 4 |
American International
AIG
|
+$1.68M |
| 5 |
Regions Financial
RF
|
+$1.66M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Industrials | 13.16% |
| 2 | Technology | 12.71% |
| 3 | Consumer Discretionary | 12.62% |
| 4 | Energy | 12.18% |
| 5 | Financials | 11.7% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
226
CNO Financial Group
CNO
$5.25B
| $557K | 0.13% |
+30,799
| New | +$554K |
2014 Q1
0 quarters
|
|
227
IQVIA
IQV
$43.7B
| $553K | 0.13% |
+10,900
| New | +$549K |
2014 Q1
0 quarters
|
|
228
American Eagle Outfitters
AEO
$3.64B
| $549K | 0.13% |
44,891
+25,891
| +136% | +$357K |
2013 Q2
3 quarters
|
|
229
APA Corp
APA
$16.3B
| $549K | 0.13% |
6,628
-14,130
| -68% | -$1.16M |
2013 Q3
2 quarters
|
|
230
DELISTED
MRC Global
MRC
| $545K | 0.13% |
20,233
+17,933
| +780% | +$502K |
2013 Q4
1 quarter
|
|
|
UIL
231
DELISTED
UIL HOLDINGS
UIL
| $544K | 0.13% |
+14,800
| New | +$558K |
2014 Q1
0 quarters
|
|
|
CHMT
232
DELISTED
Chemtura Corporation
CHMT
| $537K | 0.13% |
21,255
+17,455
| +459% | +$445K |
2013 Q2
3 quarters
|
|
|
LOCK
233
DELISTED
LifeLock, Inc.
LOCK
| $536K | 0.13% |
+31,329
| New | +$612K |
2014 Q1
0 quarters
|
|
|
SFLY
234
DELISTED
Shutterfly, Inc.
SFLY
| $533K | 0.13% |
12,506
+11,606
| +1,290% | +$553K |
2013 Q4
1 quarter
|
|
235
PBF Energy
PBF
$8.45B
| $532K | 0.13% |
+20,624
| New | +$548K |
2014 Q1
0 quarters
|
|
236
Oceaneering
OII
$3.55B
| $530K | 0.13% |
7,389
+3,006
| +69% | +$215K |
2013 Q4
1 quarter
|
|
|
MWE
237
DELISTED
MARKWEST ENERGY PARTNERS, LP
MWE
| $530K | 0.13% |
8,116
+3,485
| +75% | +$235K |
2013 Q4
1 quarter
|
|
238
DELISTED
TECO ENERGY INC
TE
| $528K | 0.12% |
30,826
+13,976
| +83% | +$234K |
2013 Q2
3 quarters
|
|
239
Zimmer Biomet
ZBH
$19.5B
| $524K | 0.12% |
+5,710
| New | +$526K |
2014 Q1
0 quarters
|
|
240
Embraer S.A. ADS
EMBJ
$14B
| $522K | 0.12% |
+14,723
| New | +$492K |
2014 Q1
0 quarters
|
|
|
DNKN
241
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $521K | 0.12% |
+10,400
| New | +$513K |
2014 Q1
0 quarters
|
|
242
SEI Investments
SEIC
$12.9B
| $520K | 0.12% |
15,481
+11,581
| +297% | +$394K |
2013 Q2
3 quarters
|
|
243
DELISTED
TD Ameritrade Holding Corp
AMTD
| $516K | 0.12% |
15,205
+6,605
| +77% | +$216K |
2013 Q4
1 quarter
|
|
|
ATHL
244
DELISTED
ATHLON ENERGY INC COM
ATHL
| $516K | 0.12% |
+14,582
| New | +$478K |
2014 Q1
0 quarters
|
|
245
Landstar System
LSTR
$5.05B
| $514K | 0.12% |
+8,688
| New | +$507K |
2014 Q1
0 quarters
|
|
246
DELISTED
Big Lots, Inc.
BIG
| $505K | 0.12% |
+13,353
| New | +$412K |
2014 Q1
0 quarters
|
|
|
RAD
247
DELISTED
Rite Aid Corporation
RAD
| $505K | 0.12% |
+4,035
| New | +$492K |
2014 Q1
0 quarters
|
|
248
Akamai
AKAM
$12.3B
| $503K | 0.12% |
8,655
+3,755
| +77% | +$207K |
2013 Q2
3 quarters
|
|
|
HSP
249
DELISTED
HOSPIRA INC
HSP
| $496K | 0.12% |
11,476
+10,976
| +2,195% | +$471K |
2013 Q3
2 quarters
|
|
|
CVC
250
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
| $495K | 0.12% |
+29,371
| New | +$492K |
2014 Q1
0 quarters
|
|
Similar funds
Quantbot Technologies's Q1 2014 Portfolio in Review
As of Q1 2014, Quantbot Technologies held 1,560 positions worth $424M, up 107% from $204M the previous quarter. Its ten largest holdings account for 8.7% of the portfolio.
Quantbot Technologies deployed $217M of net new capital in Q1 2014, opening 605 new positions and adding to 315 existing holdings. Its largest new stake was General Motors: 122,527 shares worth $4.22M.
By sector, the portfolio is most concentrated in Industrials at 13% of assets, up from 9.1% a quarter earlier, followed by Technology and Consumer Discretionary.
On the sell side, the largest reduction was Regions Financial, an estimated $1.66M trimmed.
- Quantbot Technologies's largest Q1 2014 buy was General Motors: 122,527 shares worth $4.22M.
- Quantbot Technologies added most to Abbott in Q1 2014, an estimated $3.9M increase.
- Quantbot Technologies's biggest Q1 2014 reduction was Regions Financial, cutting an estimated $1.66M.
- Quantbot Technologies fully exited State Street SPDR S&P 500 ETF Trust in Q1 2014, selling an estimated $6.78M.
- Quantbot Technologies's ten largest holdings make up 8.7% of its $424M portfolio in Q1 2014.
- Quantbot Technologies opened 605 new positions and closed 494 in Q1 2014.
- Quantbot Technologies's portfolio value rose 107% quarter-over-quarter to $424M.
Based on Quantbot Technologies's 13F filing for Q1 2014, filed 21 May 2014.