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 | |
|---|---|---|---|---|---|---|---|
301
A.O. Smith
AOS
$8.63B
| $399K | 0.09% |
17,358
+16,158
| +1,347% | +$394K |
2013 Q4
1 quarter
|
|
|
TCF
302
DELISTED
TCF Financial Corporation
TCF
| $397K | 0.09% |
23,871
+21,871
| +1,094% | +$356K |
2013 Q2
3 quarters
|
|
303
LPL Financial
LPLA
$22.8B
| $396K | 0.09% |
+7,555
| New | +$399K |
2014 Q1
0 quarters
|
|
304
DELISTED
Caesars Entertainment Corporation
CZR
| $394K | 0.09% |
20,740
+19,740
| +1,974% | +$455K |
2013 Q3
2 quarters
|
|
305
Deutsche Bank
DB
$67.9B
| $387K | 0.09% |
+10,144
| New | +$414K |
2014 Q1
0 quarters
|
|
306
DELISTED
Usg
USG
| $386K | 0.09% |
11,801
-1,572
| -12% | -$51.1K |
2013 Q4
1 quarter
|
|
|
ETFC
307
DELISTED
E*Trade Financial Corporation
ETFC
| $385K | 0.09% |
+16,725
| New | +$366K |
2014 Q1
0 quarters
|
|
308
Eldorado Gold
EGO
$8.24B
| $381K | 0.09% |
13,660
+3,492
| +34% | +$114K |
2013 Q2
3 quarters
|
|
309
DELISTED
Fortress Investment Group Llc
FIG
| $381K | 0.09% |
51,594
+50,394
| +4,200% | +$421K |
2013 Q4
1 quarter
|
|
310
Voya Financial
VOYA
$9.11B
| $380K | 0.09% |
+10,499
| New | +$372K |
2014 Q1
0 quarters
|
|
311
Fidelity National Financial
FNF
$11.6B
| $379K | 0.09% |
+21,150
| New | +$382K |
2014 Q1
0 quarters
|
|
312
Sherwin-Williams
SHW
$84.5B
| $378K | 0.09% |
+5,763
| New | +$372K |
2014 Q1
0 quarters
|
|
313
Alaska Air
ALK
$4.34B
| $377K | 0.09% |
8,090
-4,110
| -34% | -$170K |
2013 Q3
2 quarters
|
|
|
FINL
314
DELISTED
Finish Line
FINL
| $377K | 0.09% |
13,934
+11,834
| +564% | +$314K |
2013 Q4
1 quarter
|
|
315
Essential Utilities
WTRG
$13B
| $371K | 0.09% |
14,815
+8,615
| +139% | +$208K |
2013 Q4
1 quarter
|
|
316
Plains All American Pipeline
PAA
$17.3B
| $369K | 0.09% |
6,696
-944
| -12% | -$49.6K |
2013 Q4
1 quarter
|
|
317
Cathay General Bancorp
CATY
$4.33B
| $368K | 0.09% |
+14,632
| New | +$366K |
2014 Q1
0 quarters
|
|
318
Jack in the Box
JACK
$283M
| $368K | 0.09% |
+6,246
| New | +$340K |
2014 Q1
0 quarters
|
|
319
Archrock
AROC
$4.8B
| $366K | 0.09% |
8,358
+5,002
| +149% | +$187K |
2013 Q3
2 quarters
|
|
320
SPX Corp
SPXC
$7.76B
| $362K | 0.09% |
+14,633
| New | +$375K |
2014 Q1
0 quarters
|
|
|
LVLT
321
DELISTED
Level 3 Communications Inc
LVLT
| $362K | 0.09% |
9,260
+7,716
| +500% | +$278K |
2013 Q2
3 quarters
|
|
322
DELISTED
LIFE TIME FITNESS INC
LTM
| $358K | 0.08% |
7,453
+6,453
| +645% | +$295K |
2013 Q4
1 quarter
|
|
323
TXNM Energy Inc
TXNM
$6.48B
| $356K | 0.08% |
+13,204
| New | +$334K |
2014 Q1
0 quarters
|
|
324
Hain Celestial
HAIN
$12.8M
| $354K | 0.08% |
+7,746
| New | +$353K |
2014 Q1
0 quarters
|
|
325
Live Nation Entertainment
LYV
$42.1B
| $354K | 0.08% |
16,288
+16,012
| +5,801% | +$348K |
2013 Q3
2 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.