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 | |
|---|---|---|---|---|---|---|---|
101
SBA Communications
SBAC
$19.9B
| $1.14M | 0.27% |
+12,519
| New | +$1.16M |
2014 Q1
0 quarters
|
|
102
Vale
VALE
$48.5B
| $1.13M | 0.27% |
81,588
+63,788
| +358% | +$871K |
2013 Q3
2 quarters
|
|
103
Baxter International
BAX
$11.9B
| $1.12M | 0.26% |
+28,044
| New | +$1.05M |
2014 Q1
0 quarters
|
|
104
AES
AES
$10.6B
| $1.12M | 0.26% |
78,244
+54,105
| +224% | +$763K |
2013 Q4
1 quarter
|
|
105
Signet Jewelers
SIG
$4.51B
| $1.11M | 0.26% |
+10,516
| New | +$918K |
2014 Q1
0 quarters
|
|
106
Garmin
GRMN
$52.5B
| $1.11M | 0.26% |
20,062
+8,299
| +71% | +$411K |
2013 Q4
1 quarter
|
|
107
Masco
MAS
$15.5B
| $1.07M | 0.25% |
54,631
+36,082
| +195% | +$711K |
2013 Q4
1 quarter
|
|
108
Dominion Energy
D
$58.6B
| $1.06M | 0.25% |
+14,976
| New | +$1.02M |
2014 Q1
0 quarters
|
|
109
Southwest Airlines
LUV
$20.8B
| $1.03M | 0.24% |
43,761
+24,715
| +130% | +$541K |
2013 Q4
1 quarter
|
|
|
VIAB
110
DELISTED
Viacom Inc. Class B
VIAB
| $1.02M | 0.24% |
+11,992
| New | +$1.02M |
2014 Q1
0 quarters
|
|
|
JCP
111
DELISTED
J.C. Penney Company, Inc.
JCP
| $1M | 0.24% |
116,522
+115,022
| +7,668% | +$831K |
2013 Q3
2 quarters
|
|
112
Newell Brands
NWL
$2.21B
| $991K | 0.23% |
33,169
-4,449
| -12% | -$138K |
2013 Q4
1 quarter
|
|
113
Wabtec
WAB
$47.2B
| $990K | 0.23% |
+12,787
| New | +$977K |
2014 Q1
0 quarters
|
|
114
DELISTED
Discover Financial Services
DFS
| $985K | 0.23% |
16,943
+15,077
| +808% | +$844K |
2013 Q3
2 quarters
|
|
115
Bristol-Myers Squibb
BMY
$128B
| $980K | 0.23% |
+18,868
| New | +$1M |
2014 Q1
0 quarters
|
|
|
SNI
116
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
| $965K | 0.23% |
+12,716
| New | +$991K |
2014 Q1
0 quarters
|
|
117
Fiserv Inc
FISV
$26.6B
| $955K | 0.23% |
+33,696
| New | +$964K |
2014 Q1
0 quarters
|
|
118
JPMorgan Chase
JPM
$895B
| $953K | 0.22% |
+15,709
| New | +$908K |
2014 Q1
0 quarters
|
|
119
Intercontinental Exchange
ICE
$94.4B
| $950K | 0.22% |
+24,035
| New | +$1.01M |
2014 Q1
0 quarters
|
|
120
PVH
PVH
$4.16B
| $934K | 0.22% |
+7,489
| New | +$922K |
2014 Q1
0 quarters
|
|
121
DELISTED
CA, Inc.
CA
| $930K | 0.22% |
+30,035
| New | +$979K |
2014 Q1
0 quarters
|
|
122
Flagstar Bank National Association
FLG
$4.36B
| $920K | 0.22% |
+19,096
| New | +$929K |
2014 Q1
0 quarters
|
|
|
OCR
123
DELISTED
OMNICARE INC
OCR
| $908K | 0.21% |
+15,223
| New | +$923K |
2014 Q1
0 quarters
|
|
124
NextEra Energy
NEE
$176B
| $902K | 0.21% |
37,736
+27,036
| +253% | +$613K |
2013 Q4
1 quarter
|
|
125
Workday
WDAY
$47.7B
| $894K | 0.21% |
+9,783
| New | +$932K |
2014 Q1
0 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.