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 | |
|---|---|---|---|---|---|---|---|
801
GATX Corp
GATX
$6.5B
| $47K | 0.01% |
700
+100
| +17% | +$6.01K |
2013 Q4
1 quarter
|
|
802
Summit Midstream
SMC
$415M
| $47K | 0.01% |
+73
| New | +$42.9K |
2014 Q1
0 quarters
|
|
|
DFRG
803
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
| $47K | 0.01% |
1,700
+600
| +55% | +$14.8K |
2013 Q4
1 quarter
|
|
804
Agios Pharmaceuticals
AGIO
$1.89B
| $46K | 0.01% |
+1,200
| New | +$40.2K |
2014 Q1
0 quarters
|
|
805
Bank of Montreal
BMO
$120B
| $46K | 0.01% |
700
-4,600
| -87% | -$299K |
2013 Q4
1 quarter
|
|
806
Glacier Bancorp
GBCI
$6.29B
| $46K | 0.01% |
1,600
+600
| +60% | +$16.9K |
2013 Q4
1 quarter
|
|
807
Huazhu Hotels Group
HTHT
$15.9B
| $46K | 0.01% |
+7,600
| New | +$51.6K |
2014 Q1
0 quarters
|
|
808
Perdoceo Education
PRDO
$1.81B
| $46K | 0.01% |
+6,300
| New | +$40.5K |
2014 Q1
0 quarters
|
|
809
Magnera Corp
MAGN
$459M
| $46K | 0.01% |
+131
| New | +$49.6K |
2014 Q1
0 quarters
|
|
810
Fresenius Medical Care
FMS
$11.8B
| $45K | 0.01% |
1,300
+400
| +44% | +$14K |
2013 Q3
2 quarters
|
|
811
Prothena Corp
PRTA
$442M
| $45K | 0.01% |
+1,200
| New | +$38.7K |
2014 Q1
0 quarters
|
|
812
Safehold
SAFE
$715M
| $45K | 0.01% |
637
+144
| +29% | +$10.6K |
2013 Q4
1 quarter
|
|
|
IOC
813
DELISTED
Interoil Corporation
IOC
| $45K | 0.01% |
709
+109
| +18% | +$6.01K |
2013 Q2
3 quarters
|
|
|
CCIH
814
DELISTED
Chinacache International Holdings Ltd
CCIH
| $45K | 0.01% |
+2,200
| New | +$40.8K |
2014 Q1
0 quarters
|
|
|
WIBC
815
DELISTED
WILSHIRE BANCORP INC
WIBC
| $45K | 0.01% |
+4,086
| New | +$43K |
2014 Q1
0 quarters
|
|
816
Lindsay Corp
LNN
$1.11B
| $44K | 0.01% |
500
-600
| -55% | -$50.8K |
2013 Q4
1 quarter
|
|
817
New Jersey Resources
NJR
$5.5B
| $44K | 0.01% |
1,800
+1,600
| +800% | +$36.7K |
2013 Q4
1 quarter
|
|
818
Wabash National
WNC
$476M
| $44K | 0.01% |
3,200
+700
| +28% | +$9.35K |
2013 Q4
1 quarter
|
|
|
AVX
819
DELISTED
AVX Corporation
AVX
| $44K | 0.01% |
+3,400
| New | +$44.5K |
2014 Q1
0 quarters
|
|
|
WAGE
820
DELISTED
WageWorks, Inc.
WAGE
| $44K | 0.01% |
800
+600
| +300% | +$36.2K |
2013 Q4
1 quarter
|
|
821
DELISTED
Aceto Corp
ACET
| $44K | 0.01% |
+2,200
| New | +$44.9K |
2014 Q1
0 quarters
|
|
|
UFS
822
DELISTED
DOMTAR CORPORATION (New)
UFS
| $44K | 0.01% |
800
-400
| -33% | -$20.6K |
2013 Q4
1 quarter
|
|
823
Compugen
CGEN
$198M
| $43K | 0.01% |
+4,100
| New | +$45.1K |
2014 Q1
0 quarters
|
|
824
Clearwater Paper
CLW
$227M
| $43K | 0.01% |
+700
| New | +$41.7K |
2014 Q1
0 quarters
|
|
|
AMPE
825
DELISTED
Ampio Pharmaceuticals Inc.
AMPE
| $43K | 0.01% |
+23
| New | +$54.4K |
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.