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 | |
|---|---|---|---|---|---|---|---|
901
Piedmont Realty Trust
PDM
$1.23B
| $30K | 0.01% |
+1,800
| New | +$30.1K |
2014 Q1
0 quarters
|
|
902
Thor Industries
THO
$4.12B
| $30K | 0.01% |
+500
| New | +$27.8K |
2014 Q1
0 quarters
|
|
903
Vanda Pharmaceuticals
VNDA
$247M
| $30K | 0.01% |
+1,900
| New | +$27K |
2014 Q1
0 quarters
|
|
904
DELISTED
WW International
WW
| $30K | 0.01% |
+1,500
| New | +$37.9K |
2014 Q1
0 quarters
|
|
|
GNC
905
DELISTED
GNC Holdings, Inc.
GNC
| $30K | 0.01% |
700
-4,082
| -85% | -$202K |
2013 Q4
1 quarter
|
|
|
ATHN
906
DELISTED
Athenahealth, Inc.
ATHN
| $30K | 0.01% |
192
-1,259
| -87% | -$207K |
2013 Q3
2 quarters
|
|
|
XCO
907
DELISTED
Exco Resources
XCO
| $30K | 0.01% |
+361
| New | +$27.8K |
2014 Q1
0 quarters
|
|
908
Brixmor Property Group
BRX
$9.31B
| $29K | 0.01% |
+1,400
| New | +$29.4K |
2014 Q1
0 quarters
|
|
|
RBCN
909
DELISTED
Rubicon Technology, Inc.
RBCN
| $29K | 0.01% |
+260
| New | +$30.9K |
2014 Q1
0 quarters
|
|
|
NRF
910
DELISTED
NorthStar Realty Finance Corp.
NRF
| $29K | 0.01% |
+917
| New | +$27K |
2014 Q1
0 quarters
|
|
|
EROC
911
DELISTED
EAGLE ROCK ENERGY PARTNERS, L.P. COM UNITS RPTNG LTD PRTNR
EROC
| $29K | 0.01% |
+5,700
| New | +$30.9K |
2014 Q1
0 quarters
|
|
|
CBST
912
DELISTED
CUBIST PHARMACEUTICALS INC
CBST
| $29K | 0.01% |
400
+200
| +100% | +$14.9K |
2013 Q4
1 quarter
|
|
913
Endeavour Silver
EXK
$2.39B
| $28K | 0.01% |
+6,500
| New | +$30.7K |
2014 Q1
0 quarters
|
|
914
Littelfuse
LFUS
$9.7B
| $28K | 0.01% |
+300
| New | +$27.7K |
2014 Q1
0 quarters
|
|
|
AUQ
915
DELISTED
AURICO GOLD INC COM
AUQ
| $28K | 0.01% |
+6,500
| New | +$30.1K |
2014 Q1
0 quarters
|
|
|
NBG
916
DELISTED
NATIONAL BANK OF GREECE SA ADR REPSTG 1 SHARE (NEW)
NBG
| $28K | 0.01% |
5,100
-4,997
| -49% | -$25.7K |
2013 Q4
1 quarter
|
|
917
Caesarstone
CSTE
$52.9M
| $27K | 0.01% |
500
+100
| +25% | +$5.27K |
2013 Q4
1 quarter
|
|
918
Charles Schwab
SCHW
$161B
| $27K | 0.01% |
+996
| New | +$26K |
2014 Q1
0 quarters
|
|
919
TAL Education Group
TAL
$5.59B
| $27K | 0.01% |
+7,200
| New | +$28.5K |
2014 Q1
0 quarters
|
|
|
SGEN
920
DELISTED
Seagen Inc. Common Stock
SGEN
| $27K | 0.01% |
+600
| New | +$28.7K |
2014 Q1
0 quarters
|
|
|
AFFX
921
DELISTED
Affymetrix Inc
AFFX
| $27K | 0.01% |
+3,882
| New | +$31.3K |
2014 Q1
0 quarters
|
|
|
UTIW
922
DELISTED
UTI WORLDWIDE INC
UTIW
| $27K | 0.01% |
+2,600
| New | +$37.1K |
2014 Q1
0 quarters
|
|
923
CONMED
CNMD
$1.55B
| $26K | 0.01% |
+600
| New | +$26.7K |
2014 Q1
0 quarters
|
|
924
Extreme Networks
EXTR
$3.34B
| $26K | 0.01% |
+4,609
| New | +$29.3K |
2014 Q1
0 quarters
|
|
925
DELISTED
Cornerstone Building Brands, Inc.
CNR
| $26K | 0.01% |
+1,522
| New | +$27.1K |
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.