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 | |
|---|---|---|---|---|---|---|---|
1276
Oracle
ORCL
$368B
| – | – |
-25,917
| Closed | -$991K | – |
|
1277
O'Reilly Automotive
ORLY
$71.7B
| – | – |
-15,000
| Closed | -$128K | – |
|
1278
Oshkosh
OSK
$8.54B
| – | – |
-3,600
| Closed | -$181K | – |
|
1279
Bank OZK
OZK
$5.47B
| – | – |
-1,000
| Closed | -$28K | – |
|
1280
Palo Alto Networks
PANW
$267B
| – | – |
-28,920
| Closed | -$277K | – |
|
1281
Prosperity Bancshares
PB
$8.76B
| – | – |
-3,200
| Closed | -$202K | – |
|
1282
Petrobras
PBR
$118B
| – | – |
-6,800
| Closed | -$93K | – |
|
1283
Precision Drilling
PDS
$1.16B
| – | – |
-448
| Closed | -$84K | – |
|
1284
Public Service Enterprise Group
PEG
$37.2B
| – | – |
-33,000
| Closed | -$1.06M | – |
|
1285
PepsiCo
PEP
$196B
| – | – |
-5,200
| Closed | -$431K | – |
|
1286
Procter & Gamble
PG
$391B
| – | – |
-900
| Closed | -$73K | – |
|
1287
Pultegroup
PHM
$24.9B
| – | – |
-16,000
| Closed | -$325K | – |
|
1288
Packaging Corp of America
PKG
$22.7B
| – | – |
-6,542
| Closed | -$413K | – |
|
1289
Prologis
PLD
$124B
| – | – |
-200
| Closed | -$7K | – |
|
1290
Pentair
PNR
$11.1B
| – | – |
-2,122
| Closed | -$110K | – |
|
1291
Insulet
PODD
$10.3B
| – | – |
-200
| Closed | -$7K | – |
|
1292
Power Integrations
POWI
$2.46B
| – | – |
-1,400
| Closed | -$39K | – |
|
1293
PRA Group
PRAA
$450M
| – | – |
-3,800
| Closed | -$200K | – |
|
1294
Progress Software
PRGS
$1.79B
| – | – |
-1,400
| Closed | -$36K | – |
|
1295
Primerica
PRI
$9.23B
| – | – |
-600
| Closed | -$25K | – |
|
1296
Public Storage
PSA
$62.8B
| – | – |
-600
| Closed | -$90K | – |
|
1297
Radian Group
RDN
$4.65B
| – | – |
-35,973
| Closed | -$507K | – |
|
1298
Regency Centers
REG
$14B
| – | – |
-600
| Closed | -$27K | – |
|
1299
Rio Tinto
RIO
$138B
| – | – |
-5,000
| Closed | -$282K | – |
|
1300
Raymond James Financial
RJF
$32.3B
| – | – |
-3,000
| Closed | -$104K | – |
|
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.