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 | |
|---|---|---|---|---|---|---|---|
426
The Greenbrier Companies
GBX
$1.28B
| $215K | 0.05% |
4,723
+4,223
| +845% | +$167K |
2013 Q4
1 quarter
|
|
427
Aetherion Technologies Inc. Common Shares
AETR
$31.7M
| $215K | 0.05% |
+1,490
| New | +$257K |
2014 Q1
0 quarters
|
|
|
ACAS
428
DELISTED
American Capital Ltd
ACAS
| $212K | 0.05% |
+13,441
| New | +$207K |
2014 Q1
0 quarters
|
|
429
Bloomin' Brands
BLMN
$889M
| $211K | 0.05% |
8,790
+7,290
| +486% | +$173K |
2013 Q3
2 quarters
|
|
430
M&T Bank
MTB
$31.7B
| $210K | 0.05% |
+1,736
| New | +$200K |
2014 Q1
0 quarters
|
|
431
Oaktree Specialty Lending
OCSL
$1.07B
| $210K | 0.05% |
7,401
+3,181
| +75% | +$90.6K |
2013 Q2
3 quarters
|
|
432
Scorpio Tankers
STNG
$4.24B
| $209K | 0.05% |
+2,100
| New | +$216K |
2014 Q1
0 quarters
|
|
|
SLXP
433
DELISTED
SALIX PHARMACEUTICALS LTD DEL
SLXP
| $209K | 0.05% |
+2,025
| New | +$207K |
2014 Q1
0 quarters
|
|
|
VER
434
DELISTED
VEREIT, Inc.
VER
| $208K | 0.05% |
2,980
+1,780
| +148% | +$124K |
2013 Q3
2 quarters
|
|
|
ROSE
435
DELISTED
ROSETTA RESOURCES INC
ROSE
| $207K | 0.05% |
+4,461
| New | +$202K |
2014 Q1
0 quarters
|
|
436
Post Holdings
POST
$3.57B
| $206K | 0.05% |
5,722
+4,194
| +274% | +$151K |
2013 Q4
1 quarter
|
|
437
Ventas
VTR
$47B
| $205K | 0.05% |
+2,977
| New | +$207K |
2014 Q1
0 quarters
|
|
438
Realty Income
O
$55.9B
| $204K | 0.05% |
+5,160
| New | +$205K |
2014 Q1
0 quarters
|
|
439
Apogee Enterprises
APOG
$986M
| $202K | 0.05% |
6,100
+3,300
| +118% | +$112K |
2013 Q3
2 quarters
|
|
|
SYA
440
DELISTED
SYMETRA FINANCIAL CORPORATION COMMON STOCK
SYA
| $202K | 0.05% |
10,200
+4,000
| +65% | +$77.3K |
2013 Q4
1 quarter
|
|
441
Comstock Resources
CRK
$4.46B
| $200K | 0.05% |
1,752
+476
| +37% | +$44.7K |
2013 Q4
1 quarter
|
|
442
Hope Bancorp
HOPE
$1.66B
| $199K | 0.05% |
11,667
+7,567
| +185% | +$124K |
2013 Q3
2 quarters
|
|
443
Olin
OLN
$1.99B
| $198K | 0.05% |
+7,177
| New | +$193K |
2014 Q1
0 quarters
|
|
444
Sohu.com
SOHU
$304M
| $197K | 0.05% |
+3,033
| New | +$224K |
2014 Q1
0 quarters
|
|
445
Host Hotels & Resorts
HST
$17.5B
| $196K | 0.05% |
+9,700
| New | +$188K |
2014 Q1
0 quarters
|
|
|
BAS
446
DELISTED
Basis Energy Services, Inc.
BAS
| $196K | 0.05% |
13
+5
| +63% | +$58.2K |
2013 Q2
3 quarters
|
|
447
Haemonetics
HAE
$5.6B
| $195K | 0.05% |
6,000
+5,900
| +5,900% | +$225K |
2013 Q4
1 quarter
|
|
448
EnerSys
ENS
$5.09B
| $194K | 0.05% |
+2,800
| New | +$196K |
2014 Q1
0 quarters
|
|
449
DELISTED
ROCKWOOD HLDGS INC
ROC
| $194K | 0.05% |
2,609
+9
| +0.3% | +$663 |
2013 Q4
1 quarter
|
|
450
Cognex
CGNX
$8.42B
| $193K | 0.05% |
+11,400
| New | +$213K |
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.