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 | |
|---|---|---|---|---|---|---|---|
526
Caleres
CAL
$464M
| $140K | 0.03% |
+5,300
| New | +$133K |
2014 Q1
0 quarters
|
|
527
Huron Consulting
HURN
$2.67B
| $139K | 0.03% |
+2,200
| New | +$143K |
2014 Q1
0 quarters
|
|
528
Sun Communities
SUI
$14B
| $139K | 0.03% |
+3,100
| New | +$140K |
2014 Q1
0 quarters
|
|
529
Cheesecake Factory
CAKE
$5.44B
| $137K | 0.03% |
2,893
-1,207
| -29% | -$56.3K |
2013 Q4
1 quarter
|
|
530
Domino's
DPZ
$10.7B
| $137K | 0.03% |
+1,780
| New | +$131K |
2014 Q1
0 quarters
|
|
531
National Grid
NGG
$83.5B
| $137K | 0.03% |
2,073
+1,866
| +901% | +$120K |
2013 Q4
1 quarter
|
|
532
Polaris
PII
$3.74B
| $137K | 0.03% |
+987
| New | +$133K |
2014 Q1
0 quarters
|
|
|
EXXI
533
DELISTED
ENERGY XXI LTD COM SHS
EXXI
| $137K | 0.03% |
5,830
+2,933
| +101% | +$69K |
2013 Q2
3 quarters
|
|
534
Interactive Brokers
IBKR
$37.4B
| $136K | 0.03% |
25,200
+8,800
| +54% | +$48.7K |
2013 Q4
1 quarter
|
|
|
HNT
535
DELISTED
HEALTH NET INC
HNT
| $136K | 0.03% |
4,016
+2,316
| +136% | +$76K |
2013 Q3
2 quarters
|
|
536
Ameren
AEE
$31.3B
| $135K | 0.03% |
+3,285
| New | +$127K |
2014 Q1
0 quarters
|
|
|
AFSI
537
DELISTED
AmTrust Financial Services, Inc.
AFSI
| $135K | 0.03% |
7,200
-5,400
| -43% | -$94.6K |
2013 Q4
1 quarter
|
|
538
Vivmark Residential
VMRK
$50.1B
| $133K | 0.03% |
+2,300
| New | +$130K |
2014 Q1
0 quarters
|
|
539
Insmed
INSM
$26.2B
| $133K | 0.03% |
7,000
+5,000
| +250% | +$95K |
2013 Q4
1 quarter
|
|
540
Encore Capital Group
ECPG
$2.32B
| $132K | 0.03% |
+2,900
| New | +$140K |
2014 Q1
0 quarters
|
|
541
ChipMOS TECHNOLOGIES
IMOS
$1.85B
| $132K | 0.03% |
+5,445
| New | +$124K |
2014 Q1
0 quarters
|
|
|
DFT
542
DELISTED
DuPont Fabros Technology Inc.
DFT
| $132K | 0.03% |
5,500
+4,400
| +400% | +$111K |
2013 Q4
1 quarter
|
|
|
ALEX
543
DELISTED
Alexander & Baldwin
ALEX
| $131K | 0.03% |
3,100
+1,900
| +158% | +$77.9K |
2013 Q4
1 quarter
|
|
544
Booz Allen Hamilton
BAH
$10.3B
| $131K | 0.03% |
5,999
+3,399
| +131% | +$67.8K |
2013 Q3
2 quarters
|
|
545
LTC Properties
LTC
$2.46B
| $131K | 0.03% |
+3,500
| New | +$130K |
2014 Q1
0 quarters
|
|
|
ISBC
546
DELISTED
Investors Bancorp, Inc.
ISBC
| $129K | 0.03% |
+11,980
| New | +$123K |
2014 Q1
0 quarters
|
|
547
DELISTED
Westar Energy Inc
WR
| $129K | 0.03% |
3,679
-4,603
| -56% | -$155K |
2013 Q2
3 quarters
|
|
548
Grifois
GRFS
$5.92B
| $128K | 0.03% |
6,200
+2,400
| +63% | +$47.8K |
2013 Q4
1 quarter
|
|
549
Howard Hughes
HHH
$4.99B
| $128K | 0.03% |
944
+629
| +200% | +$79.1K |
2013 Q4
1 quarter
|
|
550
Hercules Capital
HTGC
$3.04B
| $128K | 0.03% |
9,128
+6,428
| +238% | +$101K |
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.