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 | |
|---|---|---|---|---|---|---|---|
151
AngloGold Ashanti
AU
$40.4B
| $782K | 0.18% |
45,798
-299
| -0.6% | -$4.76K |
2013 Q3
2 quarters
|
|
152
Sempra
SRE
$56.3B
| $780K | 0.18% |
+16,128
| New | +$750K |
2014 Q1
0 quarters
|
|
153
Dollar Tree
DLTR
$25.1B
| $779K | 0.18% |
+14,931
| New | +$794K |
2014 Q1
0 quarters
|
|
154
American Airlines Group
AAL
$8.35B
| $777K | 0.18% |
+21,254
| New | +$723K |
2014 Q1
0 quarters
|
|
155
The Gap Inc
GAP
$7.84B
| $776K | 0.18% |
19,395
-16,641
| -46% | -$673K |
2013 Q2
3 quarters
|
|
156
DELISTED
SUNEDISON, INC COM
SUNE
| $772K | 0.18% |
+40,996
| New | +$683K |
2014 Q1
0 quarters
|
|
157
First Solar
FSLR
$18.7B
| $769K | 0.18% |
+11,032
| New | +$615K |
2014 Q1
0 quarters
|
|
158
Ametek
AME
$55.3B
| $766K | 0.18% |
+14,892
| New | +$771K |
2014 Q1
0 quarters
|
|
159
Waste Management
WM
$92.8B
| $764K | 0.18% |
+18,163
| New | +$761K |
2014 Q1
0 quarters
|
|
160
KeyCorp
KEY
$22.3B
| $762K | 0.18% |
+53,564
| New | +$718K |
2014 Q1
0 quarters
|
|
161
FMC
FMC
$964M
| $756K | 0.18% |
+11,400
| New | +$742K |
2014 Q1
0 quarters
|
|
|
FMER
162
DELISTED
FIRSTMERIT CORP
FMER
| $756K | 0.18% |
36,316
+22,633
| +165% | +$479K |
2013 Q4
1 quarter
|
|
|
AKS
163
DELISTED
AK Steel Holding Corp
AKS
| $755K | 0.18% |
104,655
+87,830
| +522% | +$595K |
2013 Q4
1 quarter
|
|
|
VR
164
DELISTED
Validus Hold Ltd
VR
| $746K | 0.18% |
+19,788
| New | +$733K |
2014 Q1
0 quarters
|
|
165
Timken Company
TKR
$7.69B
| $744K | 0.18% |
17,694
+13,861
| +362% | +$570K |
2013 Q4
1 quarter
|
|
|
EGN
166
DELISTED
Energen
EGN
| $731K | 0.17% |
+9,048
| New | +$678K |
2014 Q1
0 quarters
|
|
|
FDO
167
DELISTED
FAMILY DOLLAR STORES
FDO
| $730K | 0.17% |
+12,586
| New | +$795K |
2014 Q1
0 quarters
|
|
168
RPC Inc
RES
$1.37B
| $728K | 0.17% |
+35,692
| New | +$658K |
2014 Q1
0 quarters
|
|
|
DNY
169
DELISTED
DONNELLEY R R & SONS CO
DNY
| $728K | 0.17% |
40,674
+22,781
| +127% | +$408K |
2013 Q2
3 quarters
|
|
170
PTC
PTC
$21.2B
| $725K | 0.17% |
+20,479
| New | +$753K |
2014 Q1
0 quarters
|
|
|
XLNX
171
DELISTED
Xilinx Inc
XLNX
| $710K | 0.17% |
+13,092
| New | +$650K |
2014 Q1
0 quarters
|
|
|
SCTY
172
DELISTED
SolarCity Corporation
SCTY
| $709K | 0.17% |
11,337
+6,968
| +159% | +$503K |
2013 Q3
2 quarters
|
|
173
DELISTED
Civitas Resources
CIVI
| $708K | 0.17% |
+143
| New | +$716K |
2014 Q1
0 quarters
|
|
174
ON Semiconductor
ON
$27.9B
| $704K | 0.17% |
74,969
+70,469
| +1,566% | +$633K |
2013 Q3
2 quarters
|
|
|
MWW
175
DELISTED
Monster Worldwide Inc
MWW
| $699K | 0.16% |
+93,572
| New | +$676K |
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.