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 | |
|---|---|---|---|---|---|---|---|
1151
Cousins Properties
CUZ
$4.87B
| – | – |
-1,948
| Closed | -$56K | – |
|
1152
Cenovus Energy
CVE
$50B
| – | – |
-500
| Closed | -$14K | – |
|
1153
Chevron
CVX
$412B
| – | – |
-1,316
| Closed | -$164K | – |
|
1154
Crane NXT
CXT
$3.37B
| – | – |
-2,303
| Closed | -$53K | – |
|
1155
Dana Inc
DAN
$2.39B
| – | – |
-12,383
| Closed | -$242K | – |
|
1156
Digital Realty Trust
DLR
$68.4B
| – | – |
-300
| Closed | -$14K | – |
|
1157
Dover
DOV
$28.2B
| – | – |
-1,641
| Closed | -$106K | – |
|
1158
Amdocs
DOX
$4.33B
| – | – |
-3,800
| Closed | -$156K | – |
|
1159
DELISTED
Electronic Arts
EA
| – | – |
-26,939
| Closed | -$617K | – |
|
1160
Ecolab
ECL
$85.8B
| – | – |
-2,215
| Closed | -$230K | – |
|
1161
Euronet Worldwide
EEFT
$2.6B
| – | – |
-700
| Closed | -$33K | – |
|
1162
EastGroup Properties
EGP
$10.7B
| – | – |
-2,100
| Closed | -$121K | – |
|
1163
Vaalco Energy
EGY
$565M
| – | – |
-4,200
| Closed | -$28K | – |
|
1164
Encompass Health
EHC
$14B
| – | – |
-1,508
| Closed | -$39K | – |
|
1165
eHealth
EHTH
$14.8M
| – | – |
-800
| Closed | -$37K | – |
|
1166
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
| – | – |
-1,363
| Closed | -$7K | – |
|
1167
Emerson Electric
EMR
$93.5B
| – | – |
-4,000
| Closed | -$280K | – |
|
1168
Enovis
ENOV
$1.63B
| – | – |
-174
| Closed | -$19K | – |
|
1169
Edgewell Personal Care
EPC
$1.36B
| – | – |
-540
| Closed | -$43K | – |
|
1170
ESCO Technologies
ESE
$6.18B
| – | – |
-800
| Closed | -$27K | – |
|
1171
Empire State Realty Trust
ESRT
$877M
| – | – |
-2,900
| Closed | -$44K | – |
|
1172
Essex Property Trust
ESS
$17.7B
| – | – |
-2,000
| Closed | -$287K | – |
|
1173
DELISTED
Exact Sciences
EXAS
| – | – |
-4,400
| Closed | -$51K | – |
|
1174
Exelon
EXC
$47.1B
| – | – |
-13,319
| Closed | -$260K | – |
|
1175
EXL Service
EXLS
$6.68B
| – | – |
-500
| Closed | -$2K | – |
|
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.