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 | |
|---|---|---|---|---|---|---|---|
|
FRC
276
DELISTED
First Republic Bank
FRC
| $442K | 0.1% |
+8,200
| New | +$423K |
2014 Q1
0 quarters
|
|
|
RDS.A
277
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $442K | 0.1% |
+6,488
| New | +$433K |
2014 Q1
0 quarters
|
|
278
DELISTED
LL Flooring Holdings, Inc.
LL
| $441K | 0.1% |
4,711
+3,213
| +214% | +$321K |
2013 Q4
1 quarter
|
|
|
TLM
279
DELISTED
TALISMAN ENERGY INC
TLM
| $440K | 0.1% |
+44,099
| New | +$468K |
2014 Q1
0 quarters
|
|
|
QEP
280
DELISTED
QEP RESOURCES, INC.
QEP
| $438K | 0.1% |
14,886
-7,493
| -33% | -$225K |
2013 Q3
2 quarters
|
|
|
EXPR
281
DELISTED
Express, Inc.
EXPR
| $433K | 0.1% |
1,364
+1,005
| +280% | +$352K |
2013 Q4
1 quarter
|
|
282
Air Products & Chemicals
APD
$70.5B
| $431K | 0.1% |
3,916
+2,403
| +159% | +$255K |
2013 Q2
3 quarters
|
|
283
DexCom
DXCM
$31.1B
| $429K | 0.1% |
+41,508
| New | +$429K |
2014 Q1
0 quarters
|
|
284
United Parks & Resorts
PRKS
$1.82B
| $427K | 0.1% |
14,134
+11,634
| +465% | +$375K |
2013 Q4
1 quarter
|
|
285
AXIS Capital
AXS
$7.8B
| $424K | 0.1% |
9,266
+8,238
| +801% | +$369K |
2013 Q2
3 quarters
|
|
286
Reliance Steel & Aluminium
RS
$21.8B
| $422K | 0.1% |
+5,983
| New | +$427K |
2014 Q1
0 quarters
|
|
|
TIVO
287
DELISTED
Tivo Inc
TIVO
| $421K | 0.1% |
18,520
+16,918
| +1,056% | +$387K |
2013 Q4
1 quarter
|
|
|
RVBD
288
DELISTED
RIVERBED TECHNOLOGY, INC COM
RVBD
| $421K | 0.1% |
+21,388
| New | +$427K |
2014 Q1
0 quarters
|
|
289
Albemarle
ALB
$11B
| $419K | 0.1% |
6,322
+5,622
| +803% | +$364K |
2013 Q2
3 quarters
|
|
|
AGU
290
DELISTED
Agrium
AGU
| $419K | 0.1% |
4,300
+3,360
| +357% | +$308K |
2013 Q3
2 quarters
|
|
|
TIVO
291
DELISTED
TIVO INC
TIVO
| $417K | 0.1% |
+31,574
| New | +$407K |
2014 Q1
0 quarters
|
|
292
KLA
KLAC
$198B
| $414K | 0.1% |
59,990
+36,990
| +161% | +$239K |
2013 Q2
3 quarters
|
|
293
Canadian Solar
CSIQ
$671M
| $411K | 0.1% |
12,845
+12,645
| +6,323% | +$475K |
2013 Q4
1 quarter
|
|
|
ATML
294
DELISTED
ATMEL CORP
ATML
| $411K | 0.1% |
+49,238
| New | +$404K |
2014 Q1
0 quarters
|
|
295
DELISTED
Sears Holding Corporation
SHLD
| $410K | 0.1% |
+11,394
| New | +$359K |
2014 Q1
0 quarters
|
|
296
Abercrombie & Fitch
ANF
$6.32B
| $409K | 0.1% |
+10,628
| New | +$389K |
2014 Q1
0 quarters
|
|
297
Applied Materials
AMAT
$294B
| $406K | 0.1% |
19,928
-18,999
| -49% | -$349K |
2013 Q4
1 quarter
|
|
|
CSC
298
DELISTED
Computer Sciences
CSC
| $402K | 0.09% |
15,714
+10,289
| +190% | +$259K |
2013 Q4
1 quarter
|
|
299
Affiliated Managers Group
AMG
$9.7B
| $401K | 0.09% |
2,008
+1,908
| +1,908% | +$375K |
2013 Q4
1 quarter
|
|
300
Huntsman Corp
HUN
$1.67B
| $401K | 0.09% |
16,422
+8,153
| +99% | +$189K |
2013 Q4
1 quarter
|
|
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.