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 | |
|---|---|---|---|---|---|---|---|
1076
AGCO
AGCO
$7.8B
| – | – |
-2,500
| Closed | -$147K | – |
|
|
1077
American International
AIG
$42.7B
| – | – |
-32,913
| Closed | -$1.68M | – |
|
1078
Arthur J. Gallagher & Co
AJG
$72.5B
| – | – |
-3,900
| Closed | -$183K | – |
|
1079
DELISTED
Allete
ALE
| – | – |
-300
| Closed | -$14K | – |
|
1080
Allstate
ALL
$64.6B
| – | – |
-10,520
| Closed | -$573K | – |
|
1081
Autoliv
ALV
$8.71B
| – | – |
-833
| Closed | -$55K | – |
|
1082
AMC Global Media
AMCX
$355M
| – | – |
-1,100
| Closed | -$74K | – |
|
1083
America Movil
AMX
$76.9B
| – | – |
-47,900
| Closed | -$1.12M | – |
|
1084
Andersons Inc
ANDE
$1.83B
| – | – |
-150
| Closed | -$8K | – |
|
1085
Anika Therapeutics
ANIK
$180M
| – | – |
-700
| Closed | -$26K | – |
|
1086
DELISTED
Ansys
ANSS
| – | – |
-1,000
| Closed | -$87K | – |
|
1087
Apollo Global Management
APO
$72.5B
| – | – |
-6,500
| Closed | -$205K | – |
|
1088
ArcBest
ARCB
$2.95B
| – | – |
-300
| Closed | -$10K | – |
|
1089
Arrow Electronics
ARW
$9.8B
| – | – |
-2,000
| Closed | -$108K | – |
|
1090
ASML
ASML
$581B
| – | – |
-2,000
| Closed | -$187K | – |
|
1091
Altisource Portfolio Solutions
ASPS
$62.9M
| – | – |
-25
| Closed | -$31K | – |
|
1092
Atmos Energy
ATO
$29.6B
| – | – |
-600
| Closed | -$27K | – |
|
1093
DELISTED
AvalonBay Communities
AVB
| – | – |
-900
| Closed | -$106K | – |
|
1094
Broadcom
AVGO
$1.58T
| – | – |
-38,680
| Closed | -$204K | – |
|
1095
Avery Dennison
AVY
$14.3B
| – | – |
-2,000
| Closed | -$100K | – |
|
1096
American States Water
AWR
$3.56B
| – | – |
-1,900
| Closed | -$54K | – |
|
1097
Bank of America
BAC
$350B
| – | – |
-77,500
| Closed | -$1.21M | – |
|
1098
Braskem
BAK
$442M
| – | – |
-4,300
| Closed | -$76K | – |
|
1099
Ball Corp
BALL
$17.4B
| – | – |
-2,354
| Closed | -$60K | – |
|
1100
Bath & Body Works
BBWI
$4.37B
| – | – |
-12,664
| Closed | -$633K | – |
|
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.