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 | |
|---|---|---|---|---|---|---|---|
601
E.W. Scripps
SSP
$337M
| $102K | 0.02% |
+6,525
| New | +$108K |
2014 Q1
0 quarters
|
|
602
WaFd
WAFD
$2.17B
| $102K | 0.02% |
4,400
+4,000
| +1,000% | +$90.8K |
2013 Q3
2 quarters
|
|
603
DELISTED
Marathon Oil Corporation
MRO
| $102K | 0.02% |
2,889
-37,010
| -93% | -$1.25M |
2013 Q3
2 quarters
|
|
|
CTB
604
DELISTED
Cooper Tire & Rubber Co.
CTB
| $102K | 0.02% |
+4,213
| New | +$100K |
2014 Q1
0 quarters
|
|
|
NTI
605
DELISTED
NORTHERN TIER ENERGY LP CLASS A
NTI
| $102K | 0.02% |
3,967
+767
| +24% | +$19.5K |
2013 Q3
2 quarters
|
|
|
QGENF
606
DELISTED
QIAGEN NV
QGENF
| $102K | 0.02% |
+4,858
| New | +$102K |
2014 Q1
0 quarters
|
|
607
VEON
VEON
$5.17B
| $101K | 0.02% |
+449
| New | +$115K |
2014 Q1
0 quarters
|
|
608
Angi Inc
ANGI
$259M
| $100K | 0.02% |
+822
| New | +$120K |
2014 Q1
0 quarters
|
|
609
Federal Signal
FSS
$7.02B
| $100K | 0.02% |
+6,752
| New | +$91.7K |
2014 Q1
0 quarters
|
|
|
RPTP
610
DELISTED
RAPTOR PHARMACEUTICAL CORP COM STK (DE)
RPTP
| $100K | 0.02% |
+10,000
| New | +$144K |
2014 Q1
0 quarters
|
|
611
Hudson Pacific Properties
HPP
$478M
| $99K | 0.02% |
+614
| New | +$95.9K |
2014 Q1
0 quarters
|
|
612
Prestige Consumer Healthcare
PBH
$2.15B
| $98K | 0.02% |
+3,600
| New | +$107K |
2014 Q1
0 quarters
|
|
613
DELISTED
BlackRock Capital Investment Corporation
BKCC
| $97K | 0.02% |
+10,600
| New | +$99.4K |
2014 Q1
0 quarters
|
|
|
MHR
614
DELISTED
MAGNUM HUNTER RESOURCES CORP (DEL)
MHR
| $97K | 0.02% |
11,527
-4,260
| -27% | -$34.2K |
2013 Q4
1 quarter
|
|
|
IPHS
615
DELISTED
Innophos Holdings, Inc.
IPHS
| $96K | 0.02% |
+1,700
| New | +$87.3K |
2014 Q1
0 quarters
|
|
616
Clean Energy Fuels
CLNE
$437M
| $94K | 0.02% |
10,574
+10,008
| +1,768% | +$104K |
2013 Q4
1 quarter
|
|
617
Estee Lauder
EL
$40B
| $94K | 0.02% |
+1,418
| New | +$98.5K |
2014 Q1
0 quarters
|
|
618
Sabra Healthcare REIT
SBRA
$5.39B
| $94K | 0.02% |
3,400
+2,100
| +162% | +$57.7K |
2013 Q4
1 quarter
|
|
619
Ambarella
AMBA
$2.7B
| $93K | 0.02% |
+3,500
| New | +$107K |
2014 Q1
0 quarters
|
|
620
Barings BDC
BBDC
$900M
| $93K | 0.02% |
+3,600
| New | +$98.3K |
2014 Q1
0 quarters
|
|
621
BGC Group
BGC
$5.24B
| $93K | 0.02% |
22,289
+4,131
| +23% | +$17.5K |
2013 Q3
2 quarters
|
|
622
DELISTED
CSG Systems International
CSGS
| $93K | 0.02% |
+3,600
| New | +$102K |
2014 Q1
0 quarters
|
|
623
Delta Air Lines
DAL
$56.9B
| $93K | 0.02% |
2,702
-51,033
| -95% | -$1.64M |
2013 Q4
1 quarter
|
|
|
TUMI
624
DELISTED
TUMI HLDGS INC COM
TUMI
| $93K | 0.02% |
+4,141
| New | +$89K |
2014 Q1
0 quarters
|
|
|
ADVS
625
DELISTED
Advent Software Inc
ADVS
| $93K | 0.02% |
3,200
+2,300
| +256% | +$73.3K |
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.