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 | |
|---|---|---|---|---|---|---|---|
401
Idacorp
IDA
$8.63B
| $249K | 0.06% |
+4,500
| New | +$241K |
2014 Q1
0 quarters
|
|
402
Novartis
NVS
$303B
| $249K | 0.06% |
+3,273
| New | +$238K |
2014 Q1
0 quarters
|
|
|
ALJ
403
DELISTED
Alon USA Energy Inc
ALJ
| $248K | 0.06% |
16,608
+12,083
| +267% | +$182K |
2013 Q3
2 quarters
|
|
404
Sally Beauty Holdings
SBH
$1.72B
| $246K | 0.06% |
+9,002
| New | +$257K |
2014 Q1
0 quarters
|
|
405
Brandywine Realty Trust
BDN
$519M
| $244K | 0.06% |
+16,900
| New | +$241K |
2014 Q1
0 quarters
|
|
|
DATA
406
DELISTED
Tableau Software, Inc.
DATA
| $244K | 0.06% |
+3,210
| New | +$270K |
2014 Q1
0 quarters
|
|
|
NPBC
407
DELISTED
NATL PENN BANCSHARES INC
NPBC
| $242K | 0.06% |
23,172
+21,072
| +1,003% | +$225K |
2013 Q4
1 quarter
|
|
408
Leidos
LDOS
$15.9B
| $239K | 0.06% |
+6,758
| New | +$301K |
2014 Q1
0 quarters
|
|
|
ENT
409
DELISTED
Global Eagle Entertainment Inc.
ENT
| $235K | 0.06% |
596
+540
| +964% | +$222K |
2013 Q4
1 quarter
|
|
410
Himax Technologies
HIMX
$1.51B
| $234K | 0.06% |
+20,374
| New | +$283K |
2014 Q1
0 quarters
|
|
411
DELISTED
THORATEC CORPORATION
THOR
| $233K | 0.06% |
6,512
+5,176
| +387% | +$186K |
2013 Q4
1 quarter
|
|
412
Five Below
FIVE
$13.6B
| $230K | 0.05% |
5,434
+3,634
| +202% | +$140K |
2013 Q4
1 quarter
|
|
|
LNKD
413
DELISTED
LinkedIn Corporation
LNKD
| $230K | 0.05% |
1,248
-5,556
| -82% | -$1.14M |
2013 Q3
2 quarters
|
|
414
DELISTED
Eaton Vance Corp.
EV
| $228K | 0.05% |
5,975
+3,775
| +172% | +$146K |
2013 Q2
3 quarters
|
|
415
Werner Enterprises
WERN
$1.68B
| $227K | 0.05% |
8,916
+5,077
| +132% | +$130K |
2013 Q3
2 quarters
|
|
416
Brown & Brown
BRO
$23.9B
| $225K | 0.05% |
14,688
+12,688
| +634% | +$195K |
2013 Q2
3 quarters
|
|
417
DELISTED
VCA Inc.
WOOF
| $225K | 0.05% |
+7,009
| New | +$226K |
2014 Q1
0 quarters
|
|
418
DELISTED
Bitauto Holdings Limited
BITA
| $224K | 0.05% |
6,268
+4,968
| +382% | +$176K |
2013 Q4
1 quarter
|
|
|
GGP
419
DELISTED
GGP Inc.
GGP
| $224K | 0.05% |
10,200
-2,700
| -21% | -$57.3K |
2013 Q4
1 quarter
|
|
420
Nucor
NUE
$56.6B
| $221K | 0.05% |
4,380
-12,930
| -75% | -$649K |
2013 Q4
1 quarter
|
|
|
HSH
421
DELISTED
HILLSHIRE BRANDS CO
HSH
| $221K | 0.05% |
+5,953
| New | +$213K |
2014 Q1
0 quarters
|
|
|
BOBE
422
DELISTED
Bob Evans Farms, Inc.
BOBE
| $220K | 0.05% |
4,400
+3,900
| +780% | +$193K |
2013 Q4
1 quarter
|
|
423
First Horizon
FHN
$11.1B
| $217K | 0.05% |
17,653
-9,947
| -36% | -$119K |
2013 Q4
1 quarter
|
|
424
DELISTED
LXP Industrial Trust
LXP
| $217K | 0.05% |
3,980
+2,180
| +121% | +$118K |
2013 Q3
2 quarters
|
|
425
Honeywell
HON
$70.6B
| $216K | 0.05% |
+2,603
| New | +$215K |
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.