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 | |
|---|---|---|---|---|---|---|---|
|
MPO
976
DELISTED
MIDSTATES PETE CO INC COM NEW
MPO
| $18K | ﹤0.01% |
+350
| New | +$18.3K |
2014 Q1
0 quarters
|
|
977
AZZ Inc
AZZ
$3.97B
| $17K | ﹤0.01% |
400
+200
| +100% | +$8.64K |
2013 Q4
1 quarter
|
|
978
Emergent Biosolutions
EBS
$311M
| $17K | ﹤0.01% |
+700
| New | +$17.7K |
2014 Q1
0 quarters
|
|
979
Entegris
ENTG
$21.2B
| $17K | ﹤0.01% |
+1,430
| New | +$16.7K |
2014 Q1
0 quarters
|
|
980
Standard BioTools
LAB
$274M
| $17K | ﹤0.01% |
400
-600
| -60% | -$26.4K |
2013 Q4
1 quarter
|
|
981
Sonic Automotive
SAH
$2B
| $17K | ﹤0.01% |
800
-400
| -33% | -$9.19K |
2013 Q4
1 quarter
|
|
982
Bio-Techne
TECH
$11.4B
| $17K | ﹤0.01% |
+800
| New | +$18K |
2014 Q1
0 quarters
|
|
|
WPZ
983
DELISTED
Williams Partners L.P.
WPZ
| $17K | ﹤0.01% |
+318
| New | +$16.8K |
2014 Q1
0 quarters
|
|
984
Allison Transmission
ALSN
$10.3B
| $16K | ﹤0.01% |
+549
| New | +$15.9K |
2014 Q1
0 quarters
|
|
985
National CineMedia
NCMI
$156M
| $16K | ﹤0.01% |
+110
| New | +$19K |
2014 Q1
0 quarters
|
|
986
SunCoke Energy
SXC
$867M
| $16K | ﹤0.01% |
723
-3,590
| -83% | -$79.1K |
2013 Q4
1 quarter
|
|
|
CNW
987
DELISTED
CON-WAY INC.
CNW
| $16K | ﹤0.01% |
392
-2,608
| -87% | -$103K |
2013 Q4
1 quarter
|
|
|
GEVA
988
DELISTED
SYNAGEVA BIOPHARMA CORP COM STK (DE)
GEVA
| $16K | ﹤0.01% |
+200
| New | +$18.5K |
2014 Q1
0 quarters
|
|
989
AAR Corp
AIR
$4.69B
| $15K | ﹤0.01% |
600
-8,577
| -93% | -$239K |
2013 Q3
2 quarters
|
|
990
Banco de Chile
BCH
$19.8B
| $15K | ﹤0.01% |
+673
| New | +$15.4K |
2014 Q1
0 quarters
|
|
991
Clearway Energy Class C
CWEN
$4.2B
| $15K | ﹤0.01% |
+800
| New | +$15.2K |
2014 Q1
0 quarters
|
|
992
IMAX
IMAX
$2.68B
| $15K | ﹤0.01% |
+585
| New | +$16K |
2014 Q1
0 quarters
|
|
|
993
Regions Financial
RF
$24.4B
| $15K | ﹤0.01% |
1,414
-157,408
| -99% | -$1.66M |
2013 Q3
2 quarters
|
|
|
AVTA
994
DELISTED
Avantax, Inc. Common Stock
AVTA
| $15K | ﹤0.01% |
+806
| New | +$18.6K |
2014 Q1
0 quarters
|
|
|
BONT
995
DELISTED
Bon-Ton Stores Inc/The
BONT
| $15K | ﹤0.01% |
+1,398
| New | +$15.8K |
2014 Q1
0 quarters
|
|
996
DELISTED
Everbank Financial Corp
EVER
| $15K | ﹤0.01% |
+800
| New | +$14.5K |
2014 Q1
0 quarters
|
|
997
DELISTED
Sky-mobi Limited ADS
MOBI
| $15K | ﹤0.01% |
+1,803
| New | +$11.4K |
2014 Q1
0 quarters
|
|
|
QTWW
998
DELISTED
QUANTUM FUEL SYS TECHNOLOGIES WORLDWIDE INC COM STK (DE)
QTWW
| $15K | ﹤0.01% |
+1,573
| New | +$13.6K |
2014 Q1
0 quarters
|
|
999
Icon
ICLR
$15.3B
| $14K | ﹤0.01% |
300
-200
| -40% | -$8.92K |
2013 Q4
1 quarter
|
|
1000
Redwood Trust
RWT
$346M
| $14K | ﹤0.01% |
700
-1,300
| -65% | -$25.3K |
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.