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 | |
|---|---|---|---|---|---|---|---|
126
Roper Technologies
ROP
$47.2B
| $893K | 0.21% |
+6,691
| New | +$911K |
2014 Q1
0 quarters
|
|
127
DELISTED
Seadrill Limited Common Stock
SDRL
| $884K | 0.21% |
+94
| New | +$924K |
2014 Q1
0 quarters
|
|
128
RPM International
RPM
$13.2B
| $882K | 0.21% |
+21,093
| New | +$869K |
2014 Q1
0 quarters
|
|
129
DELISTED
Splunk Inc
SPLK
| $879K | 0.21% |
+12,297
| New | +$1M |
2014 Q1
0 quarters
|
|
130
DELISTED
Spectra Energy Corp Wi
SE
| $869K | 0.21% |
+23,530
| New | +$854K |
2014 Q1
0 quarters
|
|
131
T. Rowe Price
TROW
$23.1B
| $866K | 0.2% |
+10,528
| New | +$853K |
2014 Q1
0 quarters
|
|
132
DELISTED
SANDRIDGE ENERGY, INC.
SD
| $866K | 0.2% |
141,190
+134,490
| +2,007% | +$839K |
2013 Q2
3 quarters
|
|
|
RTN
133
DELISTED
Raytheon Company
RTN
| $861K | 0.2% |
8,717
+7,203
| +476% | +$684K |
2013 Q2
3 quarters
|
|
134
TechnipFMC
FTI
$24.7B
| $854K | 0.2% |
+21,976
| New | +$832K |
2014 Q1
0 quarters
|
|
135
Motorola Solutions
MSI
$85.1B
| $853K | 0.2% |
13,278
+5,632
| +74% | +$368K |
2013 Q3
2 quarters
|
|
136
Newmont
NEM
$126B
| $845K | 0.2% |
36,087
-4,171
| -10% | -$99.3K |
2013 Q4
1 quarter
|
|
|
XLS
137
DELISTED
EXELIS INC COM STK
XLS
| $842K | 0.2% |
47,476
+28,108
| +145% | +$518K |
2013 Q3
2 quarters
|
|
138
Texas Instruments
TXN
$254B
| $838K | 0.2% |
17,779
+12,993
| +271% | +$573K |
2013 Q3
2 quarters
|
|
139
Murphy Oil
MUR
$5.16B
| $836K | 0.2% |
13,311
-2,387
| -15% | -$144K |
2013 Q4
1 quarter
|
|
140
DELISTED
General Cable Corporation
BGC
| $833K | 0.2% |
32,536
+26,436
| +433% | +$765K |
2013 Q3
2 quarters
|
|
|
SHPG
141
DELISTED
Shire pic
SHPG
| $827K | 0.2% |
+5,573
| New | +$859K |
2014 Q1
0 quarters
|
|
|
KATE
142
DELISTED
Kate Spade & Company
KATE
| $822K | 0.19% |
22,183
+17,031
| +331% | +$563K |
2013 Q2
3 quarters
|
|
143
Align Technology
ALGN
$11.7B
| $819K | 0.19% |
+15,829
| New | +$886K |
2014 Q1
0 quarters
|
|
144
Zillow
ZG
$6.85B
| $811K | 0.19% |
+27,630
| New | +$788K |
2014 Q1
0 quarters
|
|
145
Williams-Sonoma
WSM
$29.9B
| $800K | 0.19% |
24,016
+1,190
| +5% | +$34.7K |
2013 Q4
1 quarter
|
|
146
Huntington Ingalls Industries
HII
$11.4B
| $797K | 0.19% |
+7,803
| New | +$756K |
2014 Q1
0 quarters
|
|
147
Range Resources
RRC
$11.4B
| $788K | 0.19% |
+9,498
| New | +$809K |
2014 Q1
0 quarters
|
|
|
ENDP
148
DELISTED
Endo International plc
ENDP
| $785K | 0.19% |
+11,442
| New | +$811K |
2014 Q1
0 quarters
|
|
149
Marvell Technology
MRVL
$127B
| $783K | 0.18% |
49,743
+2,477
| +5% | +$37.9K |
2013 Q3
2 quarters
|
|
|
MON
150
DELISTED
Monsanto Co
MON
| $783K | 0.18% |
+6,887
| New | +$767K |
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.