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 | |
|---|---|---|---|---|---|---|---|
|
ZVO
876
DELISTED
Zovio Inc. Common Stock
ZVO
| $34K | 0.01% |
+2,300
| New | +$39.7K |
2014 Q1
0 quarters
|
|
|
SREV
877
DELISTED
ServiceSource International, Inc.
SREV
| $34K | 0.01% |
4,140
+2,240
| +118% | +$18.8K |
2013 Q3
2 quarters
|
|
|
WIN
878
DELISTED
Windstream Holdings Inc
WIN
| $34K | 0.01% |
535
-9,701
| -95% | -$601K |
2013 Q2
3 quarters
|
|
879
Brunswick
BC
$5B
| $33K | 0.01% |
741
-1,716
| -70% | -$75.5K |
2013 Q4
1 quarter
|
|
880
KT
KT
$8.89B
| $33K | 0.01% |
2,400
+1,600
| +200% | +$22.3K |
2013 Q4
1 quarter
|
|
881
United Parcel Service
UPS
$95B
| $33K | 0.01% |
+347
| New | +$33.8K |
2014 Q1
0 quarters
|
|
882
Universal Corp
UVV
$956M
| $33K | 0.01% |
600
+400
| +200% | +$21.9K |
2013 Q4
1 quarter
|
|
|
SJI
883
DELISTED
South Jersey Industries, Inc.
SJI
| $33K | 0.01% |
1,200
-600
| -33% | -$16.5K |
2013 Q4
1 quarter
|
|
|
CRAY
884
DELISTED
Cray, Inc.
CRAY
| $33K | 0.01% |
+900
| New | +$30.4K |
2014 Q1
0 quarters
|
|
|
PPO
885
DELISTED
POLYPORE INTERNATIONAL, INC
PPO
| $33K | 0.01% |
+992
| New | +$34.7K |
2014 Q1
0 quarters
|
|
886
EPAM Systems
EPAM
$8.25B
| $32K | 0.01% |
1,000
+900
| +900% | +$34.2K |
2013 Q4
1 quarter
|
|
887
Murphy USA
MUSA
$9.39B
| $32K | 0.01% |
+800
| New | +$32.4K |
2014 Q1
0 quarters
|
|
|
ICPT
888
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $32K | 0.01% |
+100
| New | +$33.7K |
2014 Q1
0 quarters
|
|
889
DELISTED
Coherent Inc
COHR
| $32K | 0.01% |
+500
| New | +$34.5K |
2014 Q1
0 quarters
|
|
|
STML
890
DELISTED
Stemline Therapeutics, Inc.
STML
| $32K | 0.01% |
+1,600
| New | +$38.8K |
2014 Q1
0 quarters
|
|
|
FMI
891
DELISTED
Foundation Medicine, Inc.
FMI
| $32K | 0.01% |
+1,000
| New | +$32.5K |
2014 Q1
0 quarters
|
|
|
FCS
892
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
| $32K | 0.01% |
+2,354
| New | +$31.5K |
2014 Q1
0 quarters
|
|
893
Arch Capital
ACGL
$35.2B
| $31K | 0.01% |
+1,623
| New | +$30.1K |
2014 Q1
0 quarters
|
|
894
Oxford Square Capital
OXSQ
$98.2M
| $31K | 0.01% |
+3,200
| New | +$32.7K |
2014 Q1
0 quarters
|
|
895
Radware
RDWR
$1.4B
| $31K | 0.01% |
+1,800
| New | +$31.5K |
2014 Q1
0 quarters
|
|
896
Vistance Networks Inc
VISN
$849M
| $30K | 0.01% |
+1,246
| New | +$25.5K |
2014 Q1
0 quarters
|
|
897
Everest Group
EG
$15.6B
| $30K | 0.01% |
+200
| New | +$29.5K |
2014 Q1
0 quarters
|
|
898
Galectin Therapeutics
GALT
$341M
| $30K | 0.01% |
+2,000
| New | +$28.5K |
2014 Q1
0 quarters
|
|
899
Gildan
GIL
$6.58B
| $30K | 0.01% |
+1,200
| New | +$30.9K |
2014 Q1
0 quarters
|
|
900
Loews
L
$22.4B
| $30K | 0.01% |
+700
| New | +$31.3K |
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.