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 | |
|---|---|---|---|---|---|---|---|
|
ORB
701
DELISTED
ORBITAL SCIENCES CORP
ORB
| $69K | 0.02% |
2,500
-2,600
| -51% | -$68.6K |
2013 Q4
1 quarter
|
|
702
Healthcare Realty
HR
$6.49B
| $68K | 0.02% |
3,000
+1,900
| +173% | +$41.4K |
2013 Q4
1 quarter
|
|
|
VRE
703
DELISTED
Veris Residential
VRE
| $68K | 0.02% |
+3,300
| New | +$69.4K |
2014 Q1
0 quarters
|
|
704
DELISTED
Bazaarvoice, Inc.
BV
| $68K | 0.02% |
+9,442
| New | +$71.4K |
2014 Q1
0 quarters
|
|
705
Applied Industrial Technologies
AIT
$10.9B
| $67K | 0.02% |
+1,400
| New | +$68.7K |
2014 Q1
0 quarters
|
|
|
APU
706
DELISTED
AmeriGas Partners, L.P.
APU
| $67K | 0.02% |
+1,600
| New | +$68K |
2014 Q1
0 quarters
|
|
|
KEYW
707
DELISTED
The KEYW Holding Corporation
KEYW
| $67K | 0.02% |
+3,600
| New | +$65.3K |
2014 Q1
0 quarters
|
|
708
Carlyle Group
CG
$13.9B
| $66K | 0.02% |
1,901
+1,001
| +111% | +$35.1K |
2013 Q3
2 quarters
|
|
709
New York Times
NYT
$11.4B
| $66K | 0.02% |
3,895
-1,982
| -34% | -$30.6K |
2013 Q3
2 quarters
|
|
710
Opko Health
OPK
$1.23B
| $66K | 0.02% |
+7,100
| New | +$62.2K |
2014 Q1
0 quarters
|
|
711
TD Synnex
SNX
$19.3B
| $66K | 0.02% |
2,200
+800
| +57% | +$23.8K |
2013 Q4
1 quarter
|
|
712
DELISTED
Hawaiian Holdings, Inc.
HA
| $66K | 0.02% |
+4,773
| New | +$55.8K |
2014 Q1
0 quarters
|
|
|
UMPQ
713
DELISTED
Umpqua Holdings Corp
UMPQ
| $66K | 0.02% |
+3,575
| New | +$64.8K |
2014 Q1
0 quarters
|
|
|
CALL
714
DELISTED
magicJack VocalTec Ltd
CALL
| $66K | 0.02% |
+3,119
| New | +$53.3K |
2014 Q1
0 quarters
|
|
|
FNGN
715
DELISTED
Financial Engines, Inc.
FNGN
| $66K | 0.02% |
1,300
+1,200
| +1,200% | +$72.2K |
2013 Q4
1 quarter
|
|
716
Community Health Systems
CYH
$313M
| $65K | 0.02% |
2,009
-5,977
| -75% | -$197K |
2013 Q3
2 quarters
|
|
717
Lazard
LAZ
$4.38B
| $65K | 0.02% |
+1,400
| New | +$63K |
2014 Q1
0 quarters
|
|
718
Matthews International
MATW
$590M
| $65K | 0.02% |
+1,600
| New | +$66K |
2014 Q1
0 quarters
|
|
719
OFG Bancorp
OFG
$2.15B
| $65K | 0.02% |
+3,800
| New | +$60.7K |
2014 Q1
0 quarters
|
|
720
Tronox
TROX
$415M
| $65K | 0.02% |
2,736
-664
| -20% | -$15.3K |
2013 Q4
1 quarter
|
|
|
DCT
721
DELISTED
DCT Industrial Trust Inc.
DCT
| $65K | 0.02% |
2,075
+300
| +17% | +$9.01K |
2013 Q3
2 quarters
|
|
722
Astronics
ATRO
$2.6B
| $63K | 0.01% |
+2,190
| New | +$61.6K |
2014 Q1
0 quarters
|
|
723
Movado Group
MOV
$714M
| $63K | 0.01% |
+1,400
| New | +$57.1K |
2014 Q1
0 quarters
|
|
|
CLC
724
DELISTED
Clarcor
CLC
| $63K | 0.01% |
1,100
+1,000
| +1,000% | +$57.8K |
2013 Q4
1 quarter
|
|
|
MGAM
725
DELISTED
MULTIMEDIA GAMES HOLDING COMPANY INC COM STK (TX)
MGAM
| $63K | 0.01% |
2,200
+1,400
| +175% | +$44.1K |
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.