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 | |
|---|---|---|---|---|---|---|---|
826
DELISTED
Jive Software, Inc.
JIVE
| $43K | 0.01% |
5,400
+300
| +6% | +$2.69K |
2013 Q4
1 quarter
|
|
|
LXK
827
DELISTED
Lexmark Intl Inc
LXK
| $43K | 0.01% |
940
-1,660
| -64% | -$66.6K |
2013 Q4
1 quarter
|
|
828
Mativ Holdings
MATV
$676M
| $42K | 0.01% |
1,000
+600
| +150% | +$27.4K |
2013 Q4
1 quarter
|
|
829
PLDT
PHI
$3.85B
| $42K | 0.01% |
700
| – | – |
2013 Q4
1 quarter
|
|
830
Dentsply Sirona
XRAY
$1.91B
| $42K | 0.01% |
+925
| New | +$42.8K |
2014 Q1
0 quarters
|
|
|
VJET
831
DELISTED
VOXELJET AG American Depositary Shares (each representing one Ordinary Share)
VJET
| $42K | 0.01% |
+340
| New | +$59.4K |
2014 Q1
0 quarters
|
|
|
CYOU
832
DELISTED
Changyou.com Limited American Depositary Share
CYOU
| $42K | 0.01% |
+1,441
| New | +$42.4K |
2014 Q1
0 quarters
|
|
|
ESL
833
DELISTED
Esterline Technologies
ESL
| $42K | 0.01% |
+400
| New | +$42.2K |
2014 Q1
0 quarters
|
|
|
ECYT
834
DELISTED
Endocyte, Inc. Common Stock
ECYT
| $42K | 0.01% |
+1,800
| New | +$26.1K |
2014 Q1
0 quarters
|
|
|
HME
835
DELISTED
HOME PROPERTIES, INC
HME
| $42K | 0.01% |
+700
| New | +$40.5K |
2014 Q1
0 quarters
|
|
836
Commerce Bancshares
CBSH
$7.88B
| $41K | 0.01% |
1,616
-1,257
| -44% | -$31.2K |
2013 Q3
2 quarters
|
|
837
Del Monte Corp
DMC
$1.28B
| $41K | 0.01% |
1,500
-2,900
| -66% | -$78.1K |
2013 Q4
1 quarter
|
|
838
Talphera
TLPH
$54.5M
| $41K | 0.01% |
174
-11
| -6% | -$2.61K |
2013 Q4
1 quarter
|
|
|
CLVS
839
DELISTED
Clovis Oncology, Inc.
CLVS
| $41K | 0.01% |
+600
| New | +$44.1K |
2014 Q1
0 quarters
|
|
|
CBM
840
DELISTED
Cambrex Corporation
CBM
| $41K | 0.01% |
+2,200
| New | +$42.4K |
2014 Q1
0 quarters
|
|
841
DELISTED
Ultimate Software Group Inc
ULTI
| $41K | 0.01% |
300
+100
| +50% | +$15.7K |
2013 Q4
1 quarter
|
|
|
RCPT
842
DELISTED
RECEPTOS INC COM STK (DE)
RCPT
| $41K | 0.01% |
+1,000
| New | +$43K |
2014 Q1
0 quarters
|
|
|
MMP
843
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $40K | 0.01% |
+575
| New | +$38.3K |
2014 Q1
0 quarters
|
|
|
FMBI
844
DELISTED
First Midwest Bancorp Inc/IL
FMBI
| $40K | 0.01% |
2,400
-7,000
| -74% | -$118K |
2013 Q4
1 quarter
|
|
|
ZU
845
DELISTED
ZULILY INC CLASS A COMMON STOCK
ZU
| $40K | 0.01% |
+800
| New | +$38.6K |
2014 Q1
0 quarters
|
|
846
Arrowhead Research
ARWR
$6.8B
| $39K | 0.01% |
+2,400
| New | +$42.2K |
2014 Q1
0 quarters
|
|
847
DELISTED
Denny's
DENN
| $39K | 0.01% |
+6,109
| New | +$41.1K |
2014 Q1
0 quarters
|
|
848
Group 1 Automotive
GPI
$3.12B
| $39K | 0.01% |
+600
| New | +$39.1K |
2014 Q1
0 quarters
|
|
849
Vornado Realty Trust
VNO
$6.63B
| $39K | 0.01% |
+547
| New | +$37.8K |
2014 Q1
0 quarters
|
|
850
Western Alliance Bancorporation
WAL
$8.14B
| $39K | 0.01% |
+1,600
| New | +$37K |
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.