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 | |
|---|---|---|---|---|---|---|---|
|
BRS
651
DELISTED
Bristow Group, Inc.
BRS
| $83K | 0.02% |
1,100
-1,900
| -63% | -$141K |
2013 Q4
1 quarter
|
|
|
CLNY
652
DELISTED
Colony Capital, Inc.
CLNY
| $83K | 0.02% |
3,800
+1,500
| +65% | +$33K |
2013 Q4
1 quarter
|
|
653
CubeSmart
CUBE
$10.1B
| $82K | 0.02% |
+4,800
| New | +$80.4K |
2014 Q1
0 quarters
|
|
654
DELISTED
Allied World Assurance Co Hld Lt
AWH
| $82K | 0.02% |
2,400
+2,100
| +700% | +$72.1K |
2013 Q4
1 quarter
|
|
|
PQUE
655
DELISTED
PETROQUEST ENERGY INC (DE)
PQUE
| $82K | 0.02% |
+14,418
| New | +$82K |
2014 Q1
0 quarters
|
|
656
Jack Henry & Associates
JKHY
$12.2B
| $81K | 0.02% |
1,462
-38
| -3% | -$2.18K |
2013 Q4
1 quarter
|
|
657
Northern Oil and Gas
NOG
$2.58B
| $81K | 0.02% |
+560
| New | +$81K |
2014 Q1
0 quarters
|
|
658
STMicroelectronics
STM
$41.3B
| $81K | 0.02% |
+8,870
| New | +$75.3K |
2014 Q1
0 quarters
|
|
|
CSH
659
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
| $81K | 0.02% |
+4,628
| New | +$82K |
2014 Q1
0 quarters
|
|
|
MEMP
660
DELISTED
Memorial Production Partners LP Common Units
MEMP
| $81K | 0.02% |
3,600
+1,700
| +89% | +$37.6K |
2013 Q4
1 quarter
|
|
661
NorthWestern Energy
NWE
$5.23B
| $80K | 0.02% |
1,700
+1,500
| +750% | +$67.7K |
2013 Q4
1 quarter
|
|
662
PENN Entertainment
PENN
$2.44B
| $80K | 0.02% |
6,507
-8,187
| -56% | -$101K |
2013 Q4
1 quarter
|
|
663
EchoStar
ECHO
$29.7B
| $80K | 0.02% |
2,098
+1,728
| +467% | +$68.3K |
2013 Q4
1 quarter
|
|
|
LSI
664
DELISTED
Life Storage, Inc.
LSI
| $80K | 0.02% |
1,650
-3,900
| -70% | -$182K |
2013 Q4
1 quarter
|
|
665
Carpenter Technology
CRS
$15.1B
| $79K | 0.02% |
1,200
-700
| -37% | -$42.2K |
2013 Q4
1 quarter
|
|
|
SPIL
666
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
| $78K | 0.02% |
+11,732
| New | +$73.2K |
2014 Q1
0 quarters
|
|
667
DELISTED
EMC CORPORATION
EMC
| $78K | 0.02% |
+2,854
| New | +$74.2K |
2014 Q1
0 quarters
|
|
|
NES
668
DELISTED
NUVERRA ENVIRONMENTAL INC NEW COM STK (DE)
NES
| $77K | 0.02% |
+3,800
| New | +$60.8K |
2014 Q1
0 quarters
|
|
669
California Water Service
CWT
$3.12B
| $76K | 0.02% |
+3,200
| New | +$73.6K |
2014 Q1
0 quarters
|
|
|
CSII
670
DELISTED
Cardiovascular Systems, Inc.
CSII
| $76K | 0.02% |
2,400
+2,100
| +700% | +$69.4K |
2013 Q4
1 quarter
|
|
671
Regis Corp
RGS
$59.7M
| $75K | 0.02% |
275
+15
| +6% | +$4.11K |
2013 Q3
2 quarters
|
|
|
MNTA
672
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
| $75K | 0.02% |
+6,500
| New | +$110K |
2014 Q1
0 quarters
|
|
|
DST
673
DELISTED
DST Systems Inc.
DST
| $75K | 0.02% |
1,600
+1,200
| +300% | +$55.9K |
2013 Q3
2 quarters
|
|
674
Diversified Healthcare Trust
DHC
$1.78B
| $74K | 0.02% |
+3,330
| New | +$72.8K |
2014 Q1
0 quarters
|
|
675
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $74K | 0.02% |
1,300
+100
| +8% | +$5.47K |
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.