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 | |
|---|---|---|---|---|---|---|---|
1326
Constellation Brands
STZ
$24.5B
| – | – |
-11,891
| Closed | -$836K | – |
|
1327
Suncor Energy
SU
$79.8B
| – | – |
-30,090
| Closed | -$1.05M | – |
|
1328
Service Properties Trust
SVC
$720M
| – | – |
-1,410
| Closed | -$189K | – |
|
1329
Stanley Black & Decker
SWK
$16.8B
| – | – |
-1,965
| Closed | -$158K | – |
|
1330
Sensient Technologies
SXT
$4.94B
| – | – |
-800
| Closed | -$38K | – |
|
1331
Synaptics
SYNA
$4.69B
| – | – |
-1,900
| Closed | -$98K | – |
|
1332
Sysco
SYY
$37.5B
| – | – |
-25,762
| Closed | -$930K | – |
|
1333
Trip.com Group
TCOM
$27.2B
| – | – |
-4,648
| Closed | -$115K | – |
|
1334
Teradyne
TER
$41.2B
| – | – |
-10,090
| Closed | -$177K | – |
|
1335
Teva Pharmaceutical Industries Limited
TEVA
$50.9B
| – | – |
-18,889
| Closed | -$757K | – |
|
1336
Terex
TEX
$6.47B
| – | – |
-2,202
| Closed | -$92K | – |
|
1337
Teleflex
TFX
$6.07B
| – | – |
-400
| Closed | -$37K | – |
|
1338
Tenet Healthcare
THC
$22.8B
| – | – |
-468
| Closed | -$19K | – |
|
1339
Hanover Insurance
THG
$8.52B
| – | – |
-1,400
| Closed | -$83K | – |
|
1340
DELISTED
Treehouse Foods
THS
| – | – |
-100
| Closed | -$6K | – |
|
1341
T-Mobile US
TMUS
$181B
| – | – |
-11,100
| Closed | -$373K | – |
|
1342
Travel + Leisure Co
TNL
$4.71B
| – | – |
-3,987
| Closed | -$132K | – |
|
1343
Thomson Reuters
TRI
$47.4B
| – | – |
-2,413
| Closed | -$105K | – |
|
1344
TC Energy
TRP
$67.2B
| – | – |
-300
| Closed | -$13K | – |
|
1345
Travelers Companies
TRV
$82.6B
| – | – |
-4,110
| Closed | -$372K | – |
|
1346
Tenaris
TS
$30.8B
| – | – |
-1,700
| Closed | -$74K | – |
|
1347
Tractor Supply
TSCO
$19B
| – | – |
-7,830
| Closed | -$121K | – |
|
1348
Tesla
TSLA
$1.57T
| – | – |
-63,015
| Closed | -$631K | – |
|
1349
TSMC
TSM
$2.1T
| – | – |
-84,481
| Closed | -$1.47M | – |
|
1350
Tyson Foods
TSN
$20.8B
| – | – |
-42,634
| Closed | -$1.43M | – |
|
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.