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 | |
|---|---|---|---|---|---|---|---|
176
TripAdvisor
TRIP
$1.11B
| $696K | 0.16% |
+7,688
| New | +$701K |
2014 Q1
0 quarters
|
|
177
UnitedHealth
UNH
$359B
| $694K | 0.16% |
+8,471
| New | +$638K |
2014 Q1
0 quarters
|
|
178
Edwards Lifesciences
EW
$53.8B
| $693K | 0.16% |
56,100
+54,300
| +3,017% | +$627K |
2013 Q4
1 quarter
|
|
179
KBR
KBR
$5.01B
| $693K | 0.16% |
+25,991
| New | +$784K |
2014 Q1
0 quarters
|
|
180
Synopsys
SNPS
$89.3B
| $690K | 0.16% |
+17,984
| New | +$722K |
2014 Q1
0 quarters
|
|
181
DELISTED
Dun & Bradstreet
DNB
| $687K | 0.16% |
+6,921
| New | +$729K |
2014 Q1
0 quarters
|
|
182
Cleveland-Cliffs
CLF
$8.14B
| $675K | 0.16% |
33,027
+27,208
| +468% | +$563K |
2013 Q2
3 quarters
|
|
183
Tapestry
TPR
$24B
| $671K | 0.16% |
+13,532
| New | +$674K |
2014 Q1
0 quarters
|
|
184
Vodafone
VOD
$36.3B
| $671K | 0.16% |
+18,252
| New | +$704K |
2014 Q1
0 quarters
|
|
|
JOY
185
DELISTED
Joy Global Inc
JOY
| $661K | 0.16% |
11,410
+7,710
| +208% | +$428K |
2013 Q4
1 quarter
|
|
186
Commercial Metals
CMC
$7.27B
| $660K | 0.16% |
34,991
+34,587
| +8,561% | +$673K |
2013 Q4
1 quarter
|
|
187
DELISTED
Praxair Inc
PX
| $658K | 0.16% |
+5,026
| New | +$651K |
2014 Q1
0 quarters
|
|
|
CLGX
188
DELISTED
Corelogic, Inc.
CLGX
| $649K | 0.15% |
21,633
+19,833
| +1,102% | +$653K |
2013 Q4
1 quarter
|
|
189
Centene
CNC
$32.9B
| $648K | 0.15% |
+41,648
| New | +$645K |
2014 Q1
0 quarters
|
|
190
Netflix
NFLX
$260B
| $648K | 0.15% |
128,940
+37,940
| +42% | +$217K |
2013 Q4
1 quarter
|
|
191
United Airlines
UAL
$35.5B
| $634K | 0.15% |
14,218
+4,922
| +53% | +$221K |
2013 Q2
3 quarters
|
|
192
Flex
FLEX
$31.1B
| $631K | 0.15% |
90,744
+27,473
| +43% | +$178K |
2013 Q4
1 quarter
|
|
|
WP
193
DELISTED
Worldpay, Inc.
WP
| $630K | 0.15% |
+20,859
| New | +$655K |
2014 Q1
0 quarters
|
|
|
WWAV
194
DELISTED
The WhiteWave Foods Company
WWAV
| $629K | 0.15% |
22,064
+18,474
| +515% | +$488K |
2013 Q4
1 quarter
|
|
195
Nasdaq
NDAQ
$60.7B
| $628K | 0.15% |
51,033
+34,812
| +215% | +$450K |
2013 Q4
1 quarter
|
|
196
Pinnacle West Capital
PNW
$12.8B
| $628K | 0.15% |
11,503
+7,203
| +168% | +$386K |
2013 Q4
1 quarter
|
|
197
Jabil
JBL
$27.4B
| $617K | 0.15% |
+34,310
| New | +$618K |
2014 Q1
0 quarters
|
|
|
MDSO
198
DELISTED
Medidata Solutions, Inc.
MDSO
| $617K | 0.15% |
+11,364
| New | +$692K |
2014 Q1
0 quarters
|
|
199
lululemon athletica
LULU
$12.5B
| $616K | 0.15% |
+11,727
| New | +$585K |
2014 Q1
0 quarters
|
|
200
Xcel Energy
XEL
$50.9B
| $612K | 0.14% |
+20,174
| New | +$588K |
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.