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 | |
|---|---|---|---|---|---|---|---|
201
DELISTED
ADT Corp
ADT
| $611K | 0.14% |
20,409
+13,309
| +187% | +$439K |
2013 Q2
3 quarters
|
|
202
JetBlue
JBLU
$1.32B
| $610K | 0.14% |
+70,290
| New | +$616K |
2014 Q1
0 quarters
|
|
|
ARRS
203
DELISTED
ARRIS International plc Ordinary Shares
ARRS
| $607K | 0.14% |
+21,566
| New | +$588K |
2014 Q1
0 quarters
|
|
|
BBBY
204
DELISTED
Bed Bath & Beyond Inc
BBBY
| $606K | 0.14% |
+8,816
| New | +$597K |
2014 Q1
0 quarters
|
|
205
DELISTED
Webster Financial
WBS
| $601K | 0.14% |
+19,357
| New | +$594K |
2014 Q1
0 quarters
|
|
|
ARUN
206
DELISTED
ARUBA NETWORKS, INC.
ARUN
| $600K | 0.14% |
32,045
+23,596
| +279% | +$472K |
2013 Q4
1 quarter
|
|
|
NSR
207
DELISTED
Neustar Inc
NSR
| $599K | 0.14% |
18,436
+16,636
| +924% | +$642K |
2013 Q3
2 quarters
|
|
208
Xylem
XYL
$23.5B
| $595K | 0.14% |
16,362
+4,649
| +40% | +$170K |
2013 Q4
1 quarter
|
|
|
CHS
209
DELISTED
Chicos FAS, Inc.
CHS
| $594K | 0.14% |
37,112
+19,737
| +114% | +$335K |
2013 Q3
2 quarters
|
|
210
eBay
EBAY
$55B
| $592K | 0.14% |
25,468
-1,131
| -4% | -$26.3K |
2013 Q4
1 quarter
|
|
|
SFUN
211
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
| $592K | 0.14% |
866
+714
| +470% | +$583K |
2013 Q4
1 quarter
|
|
|
SALE
212
DELISTED
RetailMeNot, Inc. Series 1
SALE
| $591K | 0.14% |
+18,489
| New | +$685K |
2014 Q1
0 quarters
|
|
213
East-West Bancorp
EWBC
$18.3B
| $588K | 0.14% |
16,131
+14,178
| +726% | +$499K |
2013 Q4
1 quarter
|
|
214
DELISTED
Newfield Exploration
NFX
| $584K | 0.14% |
+18,642
| New | +$493K |
2014 Q1
0 quarters
|
|
215
National Fuel Gas
NFG
$7.27B
| $582K | 0.14% |
+8,313
| New | +$608K |
2014 Q1
0 quarters
|
|
216
Assurant
AIZ
$15.4B
| $579K | 0.14% |
+8,924
| New | +$585K |
2014 Q1
0 quarters
|
|
|
WUBA
217
DELISTED
58.com Inc
WUBA
| $578K | 0.14% |
+13,888
| New | +$586K |
2014 Q1
0 quarters
|
|
218
Dick's Sporting Goods
DKS
$14.4B
| $577K | 0.14% |
10,576
+5,076
| +92% | +$275K |
2013 Q4
1 quarter
|
|
219
Consolidated Edison
ED
$44.7B
| $577K | 0.14% |
10,755
-5,809
| -35% | -$315K |
2013 Q4
1 quarter
|
|
220
Gartner
IT
$13B
| $569K | 0.13% |
8,200
+8,100
| +8,100% | +$560K |
2013 Q3
2 quarters
|
|
|
JNS
221
DELISTED
Janus Capital Group Inc
JNS
| $567K | 0.13% |
+52,225
| New | +$590K |
2014 Q1
0 quarters
|
|
|
BID
222
DELISTED
Sotheby's
BID
| $560K | 0.13% |
12,867
+12,531
| +3,729% | +$600K |
2013 Q4
1 quarter
|
|
223
MBIA
MBI
$233M
| $559K | 0.13% |
+39,962
| New | +$509K |
2014 Q1
0 quarters
|
|
224
Sabesp
SBS
$16.3B
| $559K | 0.13% |
+311,578
| New | +$567K |
2014 Q1
0 quarters
|
|
225
SM Energy
SM
$7.36B
| $559K | 0.13% |
7,852
+5,552
| +241% | +$434K |
2013 Q4
1 quarter
|
|
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.