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 | |
|---|---|---|---|---|---|---|---|
251
DELISTED
Trina Solar Limited
TSL
| $493K | 0.12% |
36,677
+29,977
| +447% | +$459K |
2013 Q4
1 quarter
|
|
252
Medtronic
MDT
$132B
| $489K | 0.12% |
7,956
-4,525
| -36% | -$264K |
2013 Q4
1 quarter
|
|
|
TIBX
253
DELISTED
TIBCO SOFTWARE INC
TIBX
| $489K | 0.12% |
+24,084
| New | +$523K |
2014 Q1
0 quarters
|
|
254
KKR & Co
KKR
$87.5B
| $488K | 0.12% |
21,390
+5,639
| +36% | +$137K |
2013 Q4
1 quarter
|
|
|
CAA
255
DELISTED
CalAtlantic Group, Inc.
CAA
| $484K | 0.11% |
11,650
+2,990
| +35% | +$129K |
2013 Q3
2 quarters
|
|
256
Cardinal Health
CAH
$65B
| $483K | 0.11% |
6,910
+4,174
| +153% | +$290K |
2013 Q2
3 quarters
|
|
257
Cintas
CTAS
$89.8B
| $482K | 0.11% |
+32,372
| New | +$478K |
2014 Q1
0 quarters
|
|
|
MNK
258
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $477K | 0.11% |
7,535
+7,235
| +2,412% | +$456K |
2013 Q4
1 quarter
|
|
259
Gogo Inc
GOGO
$444M
| $471K | 0.11% |
+22,941
| New | +$505K |
2014 Q1
0 quarters
|
|
260
Liberty Media Corporation Series A Common Stock
FWONA
$26.6B
| $469K | 0.11% |
+20,225
| New | +$483K |
2014 Q1
0 quarters
|
|
261
Republic Services
RSG
$77.1B
| $468K | 0.11% |
13,713
-1,187
| -8% | -$39.4K |
2013 Q3
2 quarters
|
|
262
Pitney Bowes
PBI
$2.11B
| $466K | 0.11% |
+17,956
| New | +$443K |
2014 Q1
0 quarters
|
|
|
CBD
263
DELISTED
Companhia Brasileira de Distribuicao
CBD
| $466K | 0.11% |
+10,655
| New | +$436K |
2014 Q1
0 quarters
|
|
264
Corning
GLW
$98.3B
| $464K | 0.11% |
22,306
-53,777
| -71% | -$1.01M |
2013 Q4
1 quarter
|
|
|
EJ
265
DELISTED
E HOUSE (CHINA) HOLDINGS LIMITED
EJ
| $462K | 0.11% |
41,164
+39,656
| +2,630% | +$490K |
2013 Q3
2 quarters
|
|
266
Pediatrix Medical
MD
$2.45B
| $459K | 0.11% |
+7,414
| New | +$431K |
2014 Q1
0 quarters
|
|
|
KEG
267
DELISTED
KEY ENERGY SERVICES INC
KEG
| $457K | 0.11% |
49,537
+14,139
| +40% | +$130K |
2013 Q3
2 quarters
|
|
268
Principal Financial Group
PFG
$24.1B
| $454K | 0.11% |
9,882
-12,354
| -56% | -$565K |
2013 Q4
1 quarter
|
|
269
DELISTED
Anywhere Real Estate
HOUS
| $452K | 0.11% |
+10,412
| New | +$485K |
2014 Q1
0 quarters
|
|
|
STRZA
270
DELISTED
Starz - Series A
STRZA
| $452K | 0.11% |
14,033
+10,800
| +334% | +$328K |
2013 Q4
1 quarter
|
|
271
Hexcel
HXL
$6.02B
| $451K | 0.11% |
10,374
+9,874
| +1,975% | +$431K |
2013 Q4
1 quarter
|
|
272
DELISTED
INFORMATICA CORP
INFA
| $451K | 0.11% |
11,958
+9,058
| +312% | +$366K |
2013 Q2
3 quarters
|
|
273
Cooper Companies
COO
$11.9B
| $446K | 0.11% |
+13,008
| New | +$417K |
2014 Q1
0 quarters
|
|
274
Diamondback Energy
FANG
$51.6B
| $444K | 0.1% |
+6,608
| New | +$380K |
2014 Q1
0 quarters
|
|
275
L3Harris
LHX
$50.7B
| $443K | 0.1% |
+6,067
| New | +$434K |
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.