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 | |
|---|---|---|---|---|---|---|---|
376
Western Union
WU
$2.1B
| $283K | 0.07% |
17,330
-35,348
| -67% | -$576K |
2013 Q4
1 quarter
|
|
|
OUTR
377
DELISTED
OUTERWALL INC
OUTR
| $282K | 0.07% |
3,897
+3,597
| +1,199% | +$245K |
2013 Q3
2 quarters
|
|
|
LPNT
378
DELISTED
LifePoint Health, Inc.
LPNT
| $281K | 0.07% |
+5,154
| New | +$275K |
2014 Q1
0 quarters
|
|
379
Cirrus Logic
CRUS
$5.99B
| $276K | 0.07% |
13,895
+11,295
| +434% | +$215K |
2013 Q3
2 quarters
|
|
380
Worthington Enterprises
WOR
$2.93B
| $276K | 0.07% |
11,740
+8,334
| +245% | +$208K |
2013 Q2
3 quarters
|
|
|
PVA
381
DELISTED
PENN VIRGINIA CORP
PVA
| $276K | 0.07% |
15,818
+14,318
| +955% | +$191K |
2013 Q3
2 quarters
|
|
382
American Financial Group
AFG
$13.3B
| $275K | 0.06% |
+4,780
| New | +$269K |
2014 Q1
0 quarters
|
|
383
DELISTED
Stericycle Inc
SRCL
| $275K | 0.06% |
2,423
+1,723
| +246% | +$199K |
2013 Q3
2 quarters
|
|
384
Wendy's
WEN
$1.58B
| $271K | 0.06% |
29,790
-21,556
| -42% | -$197K |
2013 Q2
3 quarters
|
|
385
Westlake Corp
WLK
$8.13B
| $271K | 0.06% |
+4,104
| New | +$261K |
2014 Q1
0 quarters
|
|
386
Skyworks Solutions
SWKS
$21.1B
| $269K | 0.06% |
7,185
-19,129
| -73% | -$629K |
2013 Q2
3 quarters
|
|
387
Robert Half
RHI
$4.3B
| $268K | 0.06% |
+6,407
| New | +$264K |
2014 Q1
0 quarters
|
|
|
ESND
388
DELISTED
Essendant Inc.
ESND
| $266K | 0.06% |
+6,500
| New | +$276K |
2014 Q1
0 quarters
|
|
389
Pan American Silver
PAAS
$15.5B
| $261K | 0.06% |
20,351
+17,549
| +626% | +$235K |
2013 Q3
2 quarters
|
|
390
Waters Corp
WAT
$90.5B
| $260K | 0.06% |
2,400
+1,220
| +103% | +$132K |
2013 Q4
1 quarter
|
|
391
Wheaton Precious Metals
WPM
$59.7B
| $260K | 0.06% |
11,459
-21,764
| -66% | -$513K |
2013 Q3
2 quarters
|
|
|
BEAV
392
DELISTED
B/E Aerospace Inc
BEAV
| $260K | 0.06% |
4,146
+3,317
| +400% | +$201K |
2013 Q4
1 quarter
|
|
|
ZNGA
393
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $258K | 0.06% |
+60,100
| New | +$277K |
2014 Q1
0 quarters
|
|
|
WRI
394
DELISTED
Weingarten Realty Investors
WRI
| $258K | 0.06% |
8,600
+4,400
| +105% | +$130K |
2013 Q4
1 quarter
|
|
|
PIR
395
DELISTED
Pier 1 Imports, Inc.
PIR
| $257K | 0.06% |
+682
| New | +$268K |
2014 Q1
0 quarters
|
|
396
Philips
PHG
$29.7B
| $256K | 0.06% |
+10,533
| New | +$259K |
2014 Q1
0 quarters
|
|
|
JAH
397
DELISTED
JARDEN CORPORATION
JAH
| $255K | 0.06% |
6,407
+4,641
| +263% | +$188K |
2013 Q4
1 quarter
|
|
398
Harley-Davidson
HOG
$3.27B
| $254K | 0.06% |
+3,823
| New | +$253K |
2014 Q1
0 quarters
|
|
|
CRZO
399
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $254K | 0.06% |
+4,769
| New | +$219K |
2014 Q1
0 quarters
|
|
|
WLL
400
DELISTED
Whiting Petroleum Corporation
WLL
| $252K | 0.06% |
12
+8
| +200% | +$152K |
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.