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 | |
|---|---|---|---|---|---|---|---|
|
TWX
76
DELISTED
Time Warner Inc
TWX
| $1.43M | 0.34% |
22,805
+10,955
| +92% | +$688K |
2013 Q2
3 quarters
|
|
77
AbbVie
ABBV
$505B
| $1.41M | 0.33% |
27,522
+5,591
| +25% | +$283K |
2013 Q4
1 quarter
|
|
78
Macy's
M
$6.2B
| $1.41M | 0.33% |
23,813
+20,354
| +588% | +$1.13M |
2013 Q4
1 quarter
|
|
79
General Dynamics
GD
$95.9B
| $1.4M | 0.33% |
+12,826
| New | +$1.33M |
2014 Q1
0 quarters
|
|
80
DELISTED
SunTrust Banks, Inc.
STI
| $1.39M | 0.33% |
34,974
+30,968
| +773% | +$1.18M |
2013 Q4
1 quarter
|
|
81
CarMax
KMX
$7.66B
| $1.38M | 0.33% |
29,584
+29,185
| +7,315% | +$1.36M |
2013 Q2
3 quarters
|
|
|
CERN
82
DELISTED
Cerner Corp
CERN
| $1.38M | 0.32% |
+24,491
| New | +$1.41M |
2014 Q1
0 quarters
|
|
83
TJX Companies
TJX
$152B
| $1.33M | 0.31% |
+43,996
| New | +$1.33M |
2014 Q1
0 quarters
|
|
|
CNQR
84
DELISTED
CONCUR TECHNOLOGIES INC
CNQR
| $1.32M | 0.31% |
+13,351
| New | +$1.51M |
2014 Q1
0 quarters
|
|
|
TFCFA
85
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $1.29M | 0.3% |
+40,256
| New | +$1.32M |
2014 Q1
0 quarters
|
|
|
CTRX
86
DELISTED
CATAMARAN CORP COM STK (CDA)
CTRX
| $1.28M | 0.3% |
+28,580
| New | +$1.37M |
2014 Q1
0 quarters
|
|
87
DELISTED
Foot Locker
FL
| $1.27M | 0.3% |
+27,097
| New | +$1.13M |
2014 Q1
0 quarters
|
|
88
Fortune Brands Innovations
FBIN
$5.03B
| $1.27M | 0.3% |
+35,286
| New | +$1.36M |
2014 Q1
0 quarters
|
|
89
Yelp
YELP
$1000M
| $1.27M | 0.3% |
+16,484
| New | +$1.39M |
2014 Q1
0 quarters
|
|
90
Danaher
DHR
$165B
| $1.25M | 0.29% |
24,777
+21,950
| +776% | +$1.12M |
2013 Q4
1 quarter
|
|
|
PNRA
91
DELISTED
Panera Bread Co
PNRA
| $1.25M | 0.29% |
+7,061
| New | +$1.25M |
2014 Q1
0 quarters
|
|
92
Kimberly-Clark
KMB
$36.1B
| $1.24M | 0.29% |
11,689
+2,927
| +33% | +$303K |
2013 Q4
1 quarter
|
|
93
Verisk Analytics
VRSK
$24.7B
| $1.23M | 0.29% |
+20,572
| New | +$1.3M |
2014 Q1
0 quarters
|
|
94
CME Group
CME
$105B
| $1.23M | 0.29% |
16,626
-1,951
| -11% | -$147K |
2013 Q2
3 quarters
|
|
95
Moody's
MCO
$82.3B
| $1.23M | 0.29% |
15,517
+10,176
| +191% | +$797K |
2013 Q4
1 quarter
|
|
96
Intuit
INTU
$87.7B
| $1.22M | 0.29% |
15,651
+11,352
| +264% | +$867K |
2013 Q4
1 quarter
|
|
97
EQT Corp
EQT
$35.2B
| $1.2M | 0.28% |
22,689
+12,953
| +133% | +$675K |
2013 Q4
1 quarter
|
|
98
Norfolk Southern
NSC
$75.9B
| $1.17M | 0.28% |
+12,028
| New | +$1.12M |
2014 Q1
0 quarters
|
|
|
XEC
99
DELISTED
CIMAREX ENERGY CO
XEC
| $1.15M | 0.27% |
+9,685
| New | +$1.04M |
2014 Q1
0 quarters
|
|
100
Itaú Unibanco
ITUB
$81.6B
| $1.14M | 0.27% |
211,364
+152,097
| +257% | +$726K |
2013 Q2
3 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.