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 | |
|---|---|---|---|---|---|---|---|
|
KSU
626
DELISTED
Kansas City Southern
KSU
| $92K | 0.02% |
+904
| New | +$93.2K |
2014 Q1
0 quarters
|
|
627
ResMed
RMD
$32.9B
| $91K | 0.02% |
2,048
-2,559
| -56% | -$115K |
2013 Q2
3 quarters
|
|
628
Blackbaud
BLKB
$2.43B
| $90K | 0.02% |
2,900
+2,800
| +2,800% | +$94.2K |
2013 Q4
1 quarter
|
|
629
Bank of Hawaii
BOH
$2.73B
| $90K | 0.02% |
1,500
+900
| +150% | +$52.5K |
2013 Q4
1 quarter
|
|
630
DELISTED
Comerica
CMA
| $90K | 0.02% |
+1,748
| New | +$84.1K |
2014 Q1
0 quarters
|
|
|
BPFH
631
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
| $90K | 0.02% |
+6,663
| New | +$85.3K |
2014 Q1
0 quarters
|
|
|
ARO
632
DELISTED
Aeropostale Inc
ARO
| $90K | 0.02% |
18,050
+3,934
| +28% | +$27.4K |
2013 Q3
2 quarters
|
|
633
Valmont Industries
VMI
$8.1B
| $89K | 0.02% |
600
-200
| -25% | -$29.6K |
2013 Q4
1 quarter
|
|
|
FOE
634
DELISTED
Ferro Corporation
FOE
| $89K | 0.02% |
6,578
+3
| +0% | +$40 |
2013 Q3
2 quarters
|
|
635
DELISTED
DEALERTRACK TECHNOLOGIES, INC. COM STK
TRAK
| $89K | 0.02% |
1,824
+1,224
| +204% | +$61.4K |
2013 Q4
1 quarter
|
|
636
Medical Properties Trust
MPT
$1.09B
| $88K | 0.02% |
+6,900
| New | +$88.6K |
2014 Q1
0 quarters
|
|
637
Weyerhaeuser
WY
$14.7B
| $88K | 0.02% |
+3,000
| New | +$90.3K |
2014 Q1
0 quarters
|
|
|
CACQ
638
DELISTED
Caesars Acquisition Company
CACQ
| $88K | 0.02% |
+6,245
| New | +$86.7K |
2014 Q1
0 quarters
|
|
639
IDEX
IEX
$17.6B
| $87K | 0.02% |
1,200
-100
| -8% | -$7.28K |
2013 Q4
1 quarter
|
|
|
BKW
640
DELISTED
BURGER KING WORLDWIDE
BKW
| $87K | 0.02% |
+3,307
| New | +$83.1K |
2014 Q1
0 quarters
|
|
641
Cigna
CI
$77.8B
| $86K | 0.02% |
+1,032
| New | +$85K |
2014 Q1
0 quarters
|
|
642
Mitsubishi UFJ Financial
MUFG
$246B
| $86K | 0.02% |
+15,586
| New | +$93.1K |
2014 Q1
0 quarters
|
|
643
CNH Industrial
CNH
$20B
| $86K | 0.02% |
+8,661
| New | +$83.2K |
2014 Q1
0 quarters
|
|
644
DELISTED
Everi Holdings
EVRI
| $85K | 0.02% |
+12,457
| New | +$106K |
2014 Q1
0 quarters
|
|
645
DELISTED
iRobot
IRBT
| $85K | 0.02% |
2,081
-1,619
| -44% | -$64.8K |
2013 Q4
1 quarter
|
|
646
DELISTED
PotlatchDeltic
PCH
| $85K | 0.02% |
+2,200
| New | +$87.2K |
2014 Q1
0 quarters
|
|
|
GLF
647
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
| $85K | 0.02% |
1,900
+1,800
| +1,800% | +$79.8K |
2013 Q4
1 quarter
|
|
648
W.P. Carey
WPC
$14.8B
| $84K | 0.02% |
1,429
+1,123
| +367% | +$67.8K |
2013 Q4
1 quarter
|
|
|
MTGE
649
DELISTED
MTGE Investment Corp. Common Stock
MTGE
| $84K | 0.02% |
4,500
+1,300
| +41% | +$25.2K |
2013 Q4
1 quarter
|
|
650
Steven Madden
SHOO
$3.06B
| $83K | 0.02% |
+3,474
| New | +$80.5K |
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.