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 | |
|---|---|---|---|---|---|---|---|
|
EQY
451
DELISTED
Equity One
EQY
| $192K | 0.05% |
+8,600
| New | +$195K |
2014 Q1
0 quarters
|
|
|
EBIX
452
DELISTED
Ebix Inc
EBIX
| $192K | 0.05% |
+11,279
| New | +$174K |
2014 Q1
0 quarters
|
|
453
Henry Schein
HSIC
$9.5B
| $190K | 0.04% |
+4,065
| New | +$186K |
2014 Q1
0 quarters
|
|
454
3D Systems Corp
DDD
$255M
| $189K | 0.04% |
+3,200
| New | +$239K |
2014 Q1
0 quarters
|
|
455
Semtech
SMTC
$10.7B
| $189K | 0.04% |
7,498
+2,464
| +49% | +$60K |
2013 Q3
2 quarters
|
|
456
Flotek Industries
FTK
$919M
| $188K | 0.04% |
1,130
+490
| +77% | +$68.9K |
2013 Q4
1 quarter
|
|
457
KB Home
KBH
$2.91B
| $188K | 0.04% |
11,082
-12,766
| -54% | -$234K |
2013 Q2
3 quarters
|
|
458
Sibanye-Stillwater
SBSW
$6.21B
| $188K | 0.04% |
+23,996
| New | +$158K |
2014 Q1
0 quarters
|
|
459
UDR
UDR
$11.5B
| $188K | 0.04% |
7,300
-2,300
| -24% | -$57.6K |
2013 Q4
1 quarter
|
|
|
WDR
460
DELISTED
Waddell & Reed Financial, Inc.
WDR
| $188K | 0.04% |
2,555
+500
| +24% | +$34.4K |
2013 Q2
3 quarters
|
|
|
AUY
461
DELISTED
Yamana Gold, Inc.
AUY
| $187K | 0.04% |
21,396
-34,326
| -62% | -$332K |
2013 Q4
1 quarter
|
|
|
VOLC
462
DELISTED
VOLCANO CORPORATION COM STK
VOLC
| $187K | 0.04% |
+9,500
| New | +$204K |
2014 Q1
0 quarters
|
|
463
NetApp
NTAP
$35.6B
| $186K | 0.04% |
+5,058
| New | +$204K |
2014 Q1
0 quarters
|
|
|
POM
464
DELISTED
PEPCO HOLDINGS, INC.
POM
| $186K | 0.04% |
+9,116
| New | +$179K |
2014 Q1
0 quarters
|
|
465
Energy Transfer Partners
ET
$66.8B
| $184K | 0.04% |
+7,898
| New | +$171K |
2014 Q1
0 quarters
|
|
466
Herbalife
HLF
$1.67B
| $183K | 0.04% |
6,420
+5,820
| +970% | +$192K |
2013 Q2
3 quarters
|
|
467
Honda
HMC
$44.5B
| $183K | 0.04% |
+5,200
| New | +$194K |
2014 Q1
0 quarters
|
|
468
Crown Holdings
CCK
$13.1B
| $182K | 0.04% |
+4,079
| New | +$177K |
2014 Q1
0 quarters
|
|
|
JASO
469
DELISTED
JA Solar Holdings, Co., Ltd
JASO
| $182K | 0.04% |
17,928
+10,609
| +145% | +$107K |
2013 Q3
2 quarters
|
|
|
ISIL
470
DELISTED
Intersil Corp
ISIL
| $182K | 0.04% |
+14,148
| New | +$169K |
2014 Q1
0 quarters
|
|
|
SSI
471
DELISTED
Stage Stores Inc
SSI
| $179K | 0.04% |
7,355
+6,755
| +1,126% | +$143K |
2013 Q4
1 quarter
|
|
472
Eversource Energy
ES
$27B
| $175K | 0.04% |
+3,867
| New | +$169K |
2014 Q1
0 quarters
|
|
473
Protolabs
PRLB
$1.61B
| $175K | 0.04% |
2,600
+1,600
| +160% | +$119K |
2013 Q4
1 quarter
|
|
474
Tetra Tech
TTEK
$9.8B
| $174K | 0.04% |
29,500
+11,500
| +64% | +$67K |
2013 Q4
1 quarter
|
|
475
DELISTED
Sprint Corporation
S
| $174K | 0.04% |
19,000
+17,900
| +1,627% | +$157K |
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.