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 | |
|---|---|---|---|---|---|---|---|
551
Scotiabank
BNS
$113B
| $127K | 0.03% |
+2,368
| New | +$127K |
2014 Q1
0 quarters
|
|
552
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $127K | 0.03% |
2,199
-1,501
| -41% | -$86.8K |
2013 Q3
2 quarters
|
|
|
MM
553
DELISTED
MILLENNIAL MEDIA INC COM STK (DE)
MM
| $127K | 0.03% |
18,403
+9,837
| +115% | +$69.4K |
2013 Q3
2 quarters
|
|
554
Tutor Perini Cor
TPC
$5.23B
| $126K | 0.03% |
4,400
+2,800
| +175% | +$71.1K |
2013 Q4
1 quarter
|
|
|
TWTR
555
DELISTED
Twitter, Inc.
TWTR
| $126K | 0.03% |
+2,700
| New | +$153K |
2014 Q1
0 quarters
|
|
|
SWFT
556
DELISTED
Swift Transportation Company
SWFT
| $126K | 0.03% |
5,113
+4,313
| +539% | +$100K |
2013 Q4
1 quarter
|
|
557
Pilgrim's Pride
PPC
$6.61B
| $125K | 0.03% |
+5,991
| New | +$103K |
2014 Q1
0 quarters
|
|
558
Royal Bank of Canada
RY
$281B
| $125K | 0.03% |
+1,896
| New | +$123K |
2014 Q1
0 quarters
|
|
559
TE Connectivity
TEL
$63.8B
| $125K | 0.03% |
+2,078
| New | +$119K |
2014 Q1
0 quarters
|
|
560
NPK International
NPKI
$785M
| $125K | 0.03% |
+10,922
| New | +$125K |
2014 Q1
0 quarters
|
|
561
AGNC Investment
AGNC
$10.9B
| $124K | 0.03% |
5,800
+3,600
| +164% | +$77.3K |
2013 Q4
1 quarter
|
|
562
Dine Brands
DIN
$453M
| $124K | 0.03% |
+1,600
| New | +$129K |
2014 Q1
0 quarters
|
|
563
Methode Electronics
MEI
$457M
| $124K | 0.03% |
4,051
+3,251
| +406% | +$107K |
2013 Q4
1 quarter
|
|
564
Children's Place
PLCE
$4.2M
| $124K | 0.03% |
+2,508
| New | +$134K |
2014 Q1
0 quarters
|
|
|
SUSQ
565
DELISTED
SUSQUEHANNA BANCSHARES INC
SUSQ
| $123K | 0.03% |
10,841
+718
| +7% | +$8.16K |
2013 Q3
2 quarters
|
|
566
Ashford Hospitality Trust
AHT
$14.9M
| $122K | 0.03% |
+12
| New | +$111K |
2014 Q1
0 quarters
|
|
567
DELISTED
Vector Group Ltd.
VGR
| $122K | 0.03% |
10,731
+5,062
| +89% | +$50.7K |
2013 Q4
1 quarter
|
|
|
ANH
568
DELISTED
Anworth Mortgage Asset Corporation
ANH
| $122K | 0.03% |
+24,700
| New | +$120K |
2014 Q1
0 quarters
|
|
|
FRAN
569
DELISTED
Francesca's Holdings Corporation
FRAN
| $121K | 0.03% |
+558
| New | +$130K |
2014 Q1
0 quarters
|
|
570
Kimco Realty
KIM
$17B
| $120K | 0.03% |
5,500
-3,800
| -41% | -$80.9K |
2013 Q3
2 quarters
|
|
|
ESRX
571
DELISTED
Express Scripts Holding Company
ESRX
| $118K | 0.03% |
+1,573
| New | +$118K |
2014 Q1
0 quarters
|
|
|
ELX
572
DELISTED
EMULEX CORP
ELX
| $118K | 0.03% |
16,085
+6,049
| +60% | +$44.5K |
2013 Q4
1 quarter
|
|
573
Advanced Energy
AEIS
$9.6B
| $117K | 0.03% |
+4,800
| New | +$125K |
2014 Q1
0 quarters
|
|
574
Plains GP Holdings
PAGP
$5.12B
| $117K | 0.03% |
1,579
+1,507
| +2,093% | +$108K |
2013 Q4
1 quarter
|
|
575
DELISTED
Synchronoss Technologies
SNCR
| $116K | 0.03% |
376
+332
| +755% | +$95.5K |
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.