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 | |
|---|---|---|---|---|---|---|---|
|
IPCM
851
DELISTED
IPC HEALTHCARE INC COM DTD
IPCM
| $39K | 0.01% |
+800
| New | +$42.6K |
2014 Q1
0 quarters
|
|
852
Cracker Barrel
CBRL
$1.44B
| $38K | 0.01% |
+400
| New | +$40.3K |
2014 Q1
0 quarters
|
|
853
Navios Maritime Partners
NMM
$2.55B
| $38K | 0.01% |
133
+120
| +923% | +$32.9K |
2013 Q4
1 quarter
|
|
854
DELISTED
Barnes Group Inc.
B
| $38K | 0.01% |
1,000
+900
| +900% | +$34.3K |
2013 Q4
1 quarter
|
|
855
DXP Enterprises
DXPE
$2.48B
| $37K | 0.01% |
400
| – | – |
2013 Q4
1 quarter
|
|
856
Option Care Health
OPCH
$4.74B
| $37K | 0.01% |
+1,355
| New | +$41.8K |
2014 Q1
0 quarters
|
|
857
Silicom
SILC
$178M
| $37K | 0.01% |
+600
| New | +$37.1K |
2014 Q1
0 quarters
|
|
858
Southwest Gas
SWX
$6.66B
| $37K | 0.01% |
+700
| New | +$37.6K |
2014 Q1
0 quarters
|
|
|
AAIC
859
DELISTED
Arlington Asset Investment Corp.
AAIC
| $37K | 0.01% |
+1,400
| New | +$37K |
2014 Q1
0 quarters
|
|
|
HNGR
860
DELISTED
Hanger Inc.
HNGR
| $37K | 0.01% |
+1,100
| New | +$39.8K |
2014 Q1
0 quarters
|
|
|
AF
861
DELISTED
Astoria Financial Corporation
AF
| $37K | 0.01% |
+2,700
| New | +$36.9K |
2014 Q1
0 quarters
|
|
|
VLCCF
862
DELISTED
KNIGHTSBRIDGE TANKERS LTD
VLCCF
| $37K | 0.01% |
+2,798
| New | +$37K |
2014 Q1
0 quarters
|
|
863
B&G Foods
BGS
$276M
| $36K | 0.01% |
+1,200
| New | +$37.6K |
2014 Q1
0 quarters
|
|
864
Forward Air
FWRD
$622M
| $36K | 0.01% |
+800
| New | +$35.4K |
2014 Q1
0 quarters
|
|
865
SITE Centers
SITC
$36.1M
| $36K | 0.01% |
1,707
-8,770
| -84% | -$181K |
2013 Q4
1 quarter
|
|
866
DELISTED
Lumos Pharma, Inc. Common Stock
LUMO
| $36K | 0.01% |
+144
| New | +$44K |
2014 Q1
0 quarters
|
|
|
MNI
867
DELISTED
The McClatchy Company Class A Common Stock
MNI
| $36K | 0.01% |
+568
| New | +$29K |
2014 Q1
0 quarters
|
|
|
GIMO
868
DELISTED
Gigamon Inc.
GIMO
| $36K | 0.01% |
+1,200
| New | +$37.8K |
2014 Q1
0 quarters
|
|
869
DELISTED
IHS INC CL-A COM STK
IHS
| $36K | 0.01% |
+300
| New | +$35.4K |
2014 Q1
0 quarters
|
|
|
DYAX
870
DELISTED
DYAX CORPORATION
DYAX
| $36K | 0.01% |
+4,100
| New | +$37.3K |
2014 Q1
0 quarters
|
|
|
PF
871
DELISTED
Pinnacle Foods, Inc.
PF
| $35K | 0.01% |
+1,200
| New | +$33.6K |
2014 Q1
0 quarters
|
|
872
Acadia Pharmaceuticals
ACAD
$3.14B
| $34K | 0.01% |
+1,400
| New | +$35.4K |
2014 Q1
0 quarters
|
|
873
AudioCodes
AUDC
$197M
| $34K | 0.01% |
+4,696
| New | +$36.8K |
2014 Q1
0 quarters
|
|
874
Mid-America Apartment Communities
MAA
$13.7B
| $34K | 0.01% |
+500
| New | +$32.8K |
2014 Q1
0 quarters
|
|
875
DELISTED
Tri Pointe Homes
TPH
| $34K | 0.01% |
2,100
| – | – |
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.