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 | |
|---|---|---|---|---|---|---|---|
|
MENT
676
DELISTED
Mentor Graphics Corp
MENT
| $74K | 0.02% |
+3,399
| New | +$73.8K |
2014 Q1
0 quarters
|
|
677
Everforth Inc
EFOR
$1.45B
| $73K | 0.02% |
+1,900
| New | +$63.7K |
2014 Q1
0 quarters
|
|
678
Ethan Allen Interiors
ETD
$446M
| $73K | 0.02% |
2,900
+2,300
| +383% | +$59.3K |
2013 Q4
1 quarter
|
|
679
Guidewire Software
GWRE
$12.8B
| $73K | 0.02% |
+1,500
| New | +$75.2K |
2014 Q1
0 quarters
|
|
680
Kosmos Energy
KOS
$1.28B
| $73K | 0.02% |
+6,683
| New | +$71.7K |
2014 Q1
0 quarters
|
|
681
Ligand Pharmaceuticals
LGND
$6.35B
| $73K | 0.02% |
1,763
+1,603
| +1,002% | +$66.8K |
2013 Q4
1 quarter
|
|
682
DELISTED
Masimo
MASI
| $73K | 0.02% |
+2,698
| New | +$76.9K |
2014 Q1
0 quarters
|
|
683
DELISTED
Beacon Roofing Supply, Inc.
BECN
| $73K | 0.02% |
+1,900
| New | +$73.4K |
2014 Q1
0 quarters
|
|
684
DELISTED
Bankrate Inc
RATE
| $73K | 0.02% |
4,323
+3,623
| +518% | +$63.4K |
2013 Q4
1 quarter
|
|
|
EGL
685
DELISTED
Engility Holdings, Inc.
EGL
| $72K | 0.02% |
+1,600
| New | +$65.8K |
2014 Q1
0 quarters
|
|
|
APL
686
DELISTED
ATLAS PIPELINE PARTNERS LP UTS
APL
| $72K | 0.02% |
2,251
+851
| +61% | +$27.5K |
2013 Q4
1 quarter
|
|
687
Ezcorp Inc
EZPW
$1.76B
| $71K | 0.02% |
+6,620
| New | +$77.6K |
2014 Q1
0 quarters
|
|
688
Innoviva
INVA
$1.33B
| $71K | 0.02% |
+2,854
| New | +$83.6K |
2014 Q1
0 quarters
|
|
|
RPAI
689
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
| $71K | 0.02% |
5,300
+3,900
| +279% | +$51.8K |
2013 Q4
1 quarter
|
|
690
DELISTED
Invensense Inc
INVN
| $71K | 0.02% |
+3,000
| New | +$62.8K |
2014 Q1
0 quarters
|
|
691
DELISTED
Select Medical
SEM
| $70K | 0.02% |
+10,522
| New | +$63.8K |
2014 Q1
0 quarters
|
|
|
SAFM
692
DELISTED
Sanderson Farms Inc
SAFM
| $70K | 0.02% |
+900
| New | +$67.1K |
2014 Q1
0 quarters
|
|
|
RRTS
693
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
| $70K | 0.02% |
+112
| New | +$70.6K |
2014 Q1
0 quarters
|
|
694
HealthStream
HSTM
$865M
| $69K | 0.02% |
+2,600
| New | +$77.2K |
2014 Q1
0 quarters
|
|
695
Kandi Technologies Group
KNDI
$35.7M
| $69K | 0.02% |
421
+321
| +321% | +$48.2K |
2013 Q2
3 quarters
|
|
696
TriMas Corp
TRS
$1.35B
| $69K | 0.02% |
+2,636
| New | +$74.4K |
2014 Q1
0 quarters
|
|
697
Array Digital Infrastructure
AD
$2.43B
| $69K | 0.02% |
+1,700
| New | +$70.2K |
2014 Q1
0 quarters
|
|
698
Virtus Investment Partners
VRTS
$829M
| $69K | 0.02% |
+400
| New | +$73.7K |
2014 Q1
0 quarters
|
|
|
EOCC
699
DELISTED
Enel Generacion Chile S.A.
EOCC
| $69K | 0.02% |
+2,312
| New | +$65.7K |
2014 Q1
0 quarters
|
|
|
OKS
700
DELISTED
Oneok Partners LP
OKS
| $69K | 0.02% |
1,300
-700
| -35% | -$37.2K |
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.