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 | |
|---|---|---|---|---|---|---|---|
1176
Eagle Materials
EXP
$5.71B
| – | – |
-1,100
| Closed | -$85K | – |
|
1177
Ford
F
$49B
| – | – |
-79,679
| Closed | -$1.23M | – |
|
1178
First Commonwealth Financial
FCF
$2.05B
| – | – |
-10,200
| Closed | -$89K | – |
|
1179
FTI Consulting
FCN
$5.38B
| – | – |
-2,400
| Closed | -$98K | – |
|
1180
Factset
FDS
$11.5B
| – | – |
-800
| Closed | -$86K | – |
|
1181
Franklin Electric
FELE
$4.32B
| – | – |
-400
| Closed | -$17K | – |
|
1182
F5
FFIV
$18B
| – | – |
-2,000
| Closed | -$181K | – |
|
1183
Flowers Foods
FLO
$1.37B
| – | – |
-17,393
| Closed | -$373K | – |
|
1184
Fluor
FLR
$6.47B
| – | – |
-2,900
| Closed | -$232K | – |
|
1185
Franco-Nevada
FNV
$49.3B
| – | – |
-7,294
| Closed | -$297K | – |
|
1186
Fossil Group
FOSL
$465M
| – | – |
-4,780
| Closed | -$573K | – |
|
1187
Federal Realty Investment Trust
FRT
$9.8B
| – | – |
-1,100
| Closed | -$111K | – |
|
1188
Greif
GEF
$4.15B
| – | – |
-1,100
| Closed | -$57K | – |
|
1189
Gen Digital
GEN
$17.8B
| – | – |
-16,296
| Closed | -$384K | – |
|
1190
DELISTED
Guess Inc
GES
| – | – |
-800
| Closed | -$24K | – |
|
1191
Globe Life
GL
$12.3B
| – | – |
-300
| Closed | -$15K | – |
|
1192
GameStop
GME
$12.8B
| – | – |
-31,600
| Closed | -$389K | – |
|
1193
Genworth Financial
GNW
$3.18B
| – | – |
-34,179
| Closed | -$530K | – |
|
1194
Barrick Mining
B
$65.3B
| – | – |
-25,800
| Closed | -$454K | – |
|
1195
Genuine Parts
GPC
$17.2B
| – | – |
-1,138
| Closed | -$94K | – |
|
1196
Global Payments
GPN
$26.9B
| – | – |
-8,530
| Closed | -$277K | – |
|
1197
Green Plains
GPRE
$968M
| – | – |
-300
| Closed | -$5K | – |
|
1198
Halliburton
HAL
$26.4B
| – | – |
-21,613
| Closed | -$1.1M | – |
|
1199
Hasbro
HAS
$17B
| – | – |
-200
| Closed | -$11K | – |
|
1200
DELISTED
Hanesbrands
HBI
| – | – |
-2,928
| Closed | -$51K | – |
|
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.