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 | |
|---|---|---|---|---|---|---|---|
351
Vera Bradley
VRA
$218M
| $310K | 0.07% |
+11,521
| New | +$295K |
2014 Q1
0 quarters
|
|
352
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $309K | 0.07% |
+1,263
| New | +$320K |
2014 Q1
0 quarters
|
|
353
Cummins
CMI
$61.9B
| $307K | 0.07% |
+2,061
| New | +$286K |
2014 Q1
0 quarters
|
|
|
SIAL
354
DELISTED
SIGMA - ALDRICH CORP
SIAL
| $306K | 0.07% |
3,277
+2,547
| +349% | +$238K |
2013 Q4
1 quarter
|
|
355
TIM SA
TIMB
$9.07B
| $305K | 0.07% |
11,782
+11,197
| +1,914% | +$291K |
2013 Q3
2 quarters
|
|
|
PACW
356
DELISTED
PacWest Bancorp
PACW
| $305K | 0.07% |
7,107
+5,707
| +408% | +$241K |
2013 Q4
1 quarter
|
|
|
STJ
357
DELISTED
St Jude Medical
STJ
| $304K | 0.07% |
4,660
-9,237
| -66% | -$601K |
2013 Q2
3 quarters
|
|
358
RenaissanceRe
RNR
$14.3B
| $303K | 0.07% |
+3,113
| New | +$292K |
2014 Q1
0 quarters
|
|
359
DELISTED
Sanchez Energy Corporation
SN
| $303K | 0.07% |
10,250
+8,950
| +688% | +$249K |
2013 Q3
2 quarters
|
|
360
Equifax
EFX
$22B
| $302K | 0.07% |
4,443
+3,543
| +394% | +$248K |
2013 Q3
2 quarters
|
|
361
Infosys
INFY
$49.8B
| $301K | 0.07% |
44,480
+21,520
| +94% | +$156K |
2013 Q3
2 quarters
|
|
|
BRCD
362
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
| $301K | 0.07% |
28,414
-11,190
| -28% | -$108K |
2013 Q3
2 quarters
|
|
363
Portland General Electric
POR
$5.47B
| $300K | 0.07% |
9,278
-322
| -3% | -$9.9K |
2013 Q2
3 quarters
|
|
364
La-Z-Boy
LZB
$1.31B
| $299K | 0.07% |
+11,061
| New | +$302K |
2014 Q1
0 quarters
|
|
365
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $297K | 0.07% |
+7,030
| New | +$297K |
2014 Q1
0 quarters
|
|
366
DELISTED
Hess
HES
| $296K | 0.07% |
3,578
-3,604
| -50% | -$286K |
2013 Q3
2 quarters
|
|
367
ICICI Bank
IBN
$124B
| $294K | 0.07% |
+36,955
| New | +$247K |
2014 Q1
0 quarters
|
|
|
UPL
368
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
| $293K | 0.07% |
+10,928
| New | +$261K |
2014 Q1
0 quarters
|
|
369
DELISTED
Iconix Brand Group, Inc.
ICON
| $293K | 0.07% |
+748
| New | +$291K |
2014 Q1
0 quarters
|
|
370
Diamondrock Hospitality Co
DRH
$2.95B
| $290K | 0.07% |
+24,700
| New | +$295K |
2014 Q1
0 quarters
|
|
|
DTV
371
DELISTED
DIRECTV COM STK (DE)
DTV
| $289K | 0.07% |
+3,785
| New | +$277K |
2014 Q1
0 quarters
|
|
372
Sinclair Inc
SBGI
$1.1B
| $287K | 0.07% |
10,599
+9,599
| +960% | +$285K |
2013 Q4
1 quarter
|
|
373
ArcelorMittal
MT
$47.2B
| $286K | 0.07% |
+7,757
| New | +$288K |
2014 Q1
0 quarters
|
|
374
Hawaiian Electric Industries
HE
$1.49B
| $284K | 0.07% |
+11,206
| New | +$286K |
2014 Q1
0 quarters
|
|
|
IM
375
DELISTED
Ingram Micro
IM
| $284K | 0.07% |
+9,611
| New | +$258K |
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.