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 | |
|---|---|---|---|---|---|---|---|
|
KOG
326
DELISTED
KODIAK OIL & GAS CORP
KOG
| $353K | 0.08% |
+29,099
| New | +$329K |
2014 Q1
0 quarters
|
|
327
Cogent Communications
CCOI
$205M
| $352K | 0.08% |
+9,928
| New | +$388K |
2014 Q1
0 quarters
|
|
328
Expedia Group
EXPE
$30.6B
| $350K | 0.08% |
+4,828
| New | +$350K |
2014 Q1
0 quarters
|
|
|
CHL
329
DELISTED
China Mobile Limited
CHL
| $348K | 0.08% |
7,641
-2,153
| -22% | -$102K |
2013 Q4
1 quarter
|
|
|
ARG
330
DELISTED
Airgas Inc
ARG
| $347K | 0.08% |
3,259
+2,559
| +366% | +$274K |
2013 Q4
1 quarter
|
|
331
MSC Industrial Direct
MSM
$6.62B
| $346K | 0.08% |
+4,000
| New | +$341K |
2014 Q1
0 quarters
|
|
332
Brinker International
EAT
$8.24B
| $345K | 0.08% |
6,589
+2,489
| +61% | +$125K |
2013 Q4
1 quarter
|
|
333
Manhattan Associates
MANH
$14.9B
| $345K | 0.08% |
9,857
+6,657
| +208% | +$232K |
2013 Q4
1 quarter
|
|
334
Charter Communications
CHTR
$15.8B
| $343K | 0.08% |
+2,790
| New | +$365K |
2014 Q1
0 quarters
|
|
335
Matador Resources
MTDR
$6.62B
| $341K | 0.08% |
13,957
+11,057
| +381% | +$238K |
2013 Q3
2 quarters
|
|
|
CAVM
336
DELISTED
Cavium, Inc.
CAVM
| $339K | 0.08% |
+7,772
| New | +$305K |
2014 Q1
0 quarters
|
|
337
DELISTED
Cadence Bank
CADE
| $337K | 0.08% |
+13,512
| New | +$329K |
2014 Q1
0 quarters
|
|
338
Amphenol
APH
$193B
| $336K | 0.08% |
+58,832
| New | +$328K |
2014 Q1
0 quarters
|
|
339
Hornbeck Offshore Services, Inc.
HOS
$1.32B
| $336K | 0.08% |
14,659
+13,759
| +1,529% | +$306K |
2013 Q2
3 quarters
|
|
340
CVB Financial
CVBF
$3.93B
| $334K | 0.08% |
+21,014
| New | +$332K |
2014 Q1
0 quarters
|
|
341
Fulton Financial
FULT
$4.54B
| $331K | 0.08% |
26,341
+24,641
| +1,449% | +$310K |
2013 Q3
2 quarters
|
|
342
MSG Knickerbockers Corp.
MSGK
$7.58B
| $331K | 0.08% |
8,175
+6,913
| +548% | +$284K |
2013 Q4
1 quarter
|
|
343
American Water Works
AWK
$29.8B
| $330K | 0.08% |
+7,280
| New | +$315K |
2014 Q1
0 quarters
|
|
344
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
| $329K | 0.08% |
+9,716
| New | +$360K |
2014 Q1
0 quarters
|
|
|
KKD
345
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
| $327K | 0.08% |
+18,451
| New | +$342K |
2014 Q1
0 quarters
|
|
|
ANR
346
DELISTED
Alpha Natural Resources Inc
ANR
| $320K | 0.08% |
75,319
+58,319
| +343% | +$313K |
2013 Q3
2 quarters
|
|
347
Donaldson
DCI
$10B
| $317K | 0.07% |
+7,492
| New | +$315K |
2014 Q1
0 quarters
|
|
348
PPG Industries
PPG
$27.1B
| $313K | 0.07% |
3,236
-6,786
| -68% | -$644K |
2013 Q4
1 quarter
|
|
|
FUEL
349
DELISTED
Rocket Fuel Inc.
FUEL
| $312K | 0.07% |
+7,294
| New | +$399K |
2014 Q1
0 quarters
|
|
350
Marsh
MRSH
$98.8B
| $311K | 0.07% |
6,328
-331
| -5% | -$15.9K |
2013 Q2
3 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.