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 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$6.5M |
| 2 |
HP
HPQ
|
+$2.03M |
| 3 |
LO
LORILLARD INC COM STK
LO
|
+$1.69M |
| 4 |
American International
AIG
|
+$1.63M |
| 5 |
Best Buy
BBY
|
+$1.48M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
JPMorgan Chase
JPM
|
+$2.38M |
| 2 |
Procter & Gamble
PG
|
+$2.09M |
| 3 |
Morgan Stanley
MS
|
+$2.03M |
| 4 |
McDonald's
MCD
|
+$1.87M |
| 5 |
VIAB
Viacom Inc. Class B
VIAB
|
+$1.86M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 13.95% |
| 2 | Financials | 13.31% |
| 3 | Consumer Discretionary | 11.25% |
| 4 | Energy | 11.09% |
| 5 | Industrials | 9.07% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
51
Sysco
SYY
$38.6B
| $930K | 0.46% |
25,762
+20,862
| +426% | +$705K |
2013 Q3
1 quarter
|
|
52
Newmont
NEM
$130B
| $927K | 0.45% |
+40,258
| New | +$1.03M |
2013 Q4
0 quarters
|
|
53
Nucor
NUE
$56.5B
| $924K | 0.45% |
+17,310
| New | +$893K |
2013 Q4
0 quarters
|
|
54
Meta Platforms (Facebook)
META
$1.64T
| $918K | 0.45% |
+16,800
| New | +$843K |
2013 Q4
0 quarters
|
|
55
Consolidated Edison
ED
$43.9B
| $915K | 0.45% |
+16,564
| New | +$932K |
2013 Q4
0 quarters
|
|
56
Western Union
WU
$2.14B
| $908K | 0.44% |
+52,678
| New | +$923K |
2013 Q4
0 quarters
|
|
57
Kimberly-Clark
KMB
$68.7B
| $877K | 0.43% |
+8,762
| New | +$874K |
2013 Q4
0 quarters
|
|
58
Zoetis
ZTS
$33.4B
| $865K | 0.42% |
26,481
+6,612
| +33% | +$211K |
2013 Q3
1 quarter
|
|
|
STJ
59
DELISTED
St Jude Medical
STJ
| $860K | 0.42% |
13,897
+11,204
| +416% | +$649K |
2013 Q2
2 quarters
|
|
|
MXIM
60
DELISTED
Maxim Integrated Products
MXIM
| $856K | 0.42% |
+30,700
| New | +$888K |
2013 Q4
0 quarters
|
|
61
DELISTED
SANDISK CORP
SNDK
| $854K | 0.42% |
+12,114
| New | +$816K |
2013 Q4
0 quarters
|
|
62
DELISTED
Southwestern Energy Company
SWN
| $851K | 0.42% |
21,652
+15,580
| +257% | +$585K |
2013 Q3
1 quarter
|
|
63
Crown Castle
CCI
$37.4B
| $847K | 0.41% |
11,536
+9,607
| +498% | +$711K |
2013 Q3
1 quarter
|
|
64
Constellation Brands
STZ
$24.6B
| $836K | 0.41% |
+11,891
| New | +$795K |
2013 Q4
0 quarters
|
|
65
Micron Technology
MU
$830B
| $815K | 0.4% |
+37,457
| New | +$728K |
2013 Q4
0 quarters
|
|
|
TWX
66
DELISTED
Time Warner Inc
TWX
| $792K | 0.39% |
11,850
-18,571
| -61% | -$1.2M |
2013 Q2
2 quarters
|
|
|
RAI
67
DELISTED
Reynolds American Inc
RAI
| $769K | 0.38% |
30,770
+19,370
| +170% | +$489K |
2013 Q3
1 quarter
|
|
68
Liberty Global Class A
LBTYA
$3.32B
| $765K | 0.37% |
+20,854
| New | +$699K |
2013 Q4
0 quarters
|
|
69
Teva Pharmaceutical Industries Limited
TEVA
$50.1B
| $757K | 0.37% |
+18,889
| New | +$744K |
2013 Q4
0 quarters
|
|
70
Skyworks Solutions
SWKS
$19.5B
| $751K | 0.37% |
26,314
+11,522
| +78% | +$302K |
2013 Q2
2 quarters
|
|
|
CPN
71
DELISTED
Calpine Corporation
CPN
| $746K | 0.37% |
+38,241
| New | +$743K |
2013 Q4
0 quarters
|
|
72
Whirlpool
WHR
$2.1B
| $737K | 0.36% |
4,700
+3,460
| +279% | +$507K |
2013 Q3
1 quarter
|
|
73
Medtronic
MDT
$131B
| $716K | 0.35% |
+12,481
| New | +$708K |
2013 Q4
0 quarters
|
|
74
Bausch Health
BHC
$3.14B
| $704K | 0.34% |
6,000
-300
| -5% | -$32.9K |
2013 Q3
1 quarter
|
|
75
Applied Materials
AMAT
$294B
| $688K | 0.34% |
+38,927
| New | +$678K |
2013 Q4
0 quarters
|
|
Similar funds
Quantbot Technologies's Q4 2013 Portfolio in Review
As of Q4 2013, Quantbot Technologies held 1,340 positions worth $204M, up 27% from $161M the previous quarter. Its ten largest holdings account for 11% of the portfolio.
Quantbot Technologies deployed $34.5M of net new capital in Q4 2013, opening 589 new positions and adding to 185 existing holdings. Its largest new stake was State Street SPDR S&P 500 ETF Trust: 36,700 shares worth $6.78M.
By sector, the portfolio is most concentrated in Technology at 14% of assets, up from 11% a quarter earlier, followed by Financials and Consumer Discretionary.
On the sell side, the largest reduction was Procter & Gamble, an estimated $2.09M trimmed.
- Quantbot Technologies's largest Q4 2013 buy was State Street SPDR S&P 500 ETF Trust: 36,700 shares worth $6.78M.
- Quantbot Technologies added most to American International in Q4 2013, an estimated $1.63M increase.
- Quantbot Technologies's biggest Q4 2013 reduction was Procter & Gamble, cutting an estimated $2.09M.
- Quantbot Technologies fully exited JPMorgan Chase in Q4 2013, selling an estimated $2.38M.
- Quantbot Technologies's ten largest holdings make up 11% of its $204M portfolio in Q4 2013.
- Quantbot Technologies opened 589 new positions and closed 385 in Q4 2013.
- Quantbot Technologies's portfolio value rose 27% quarter-over-quarter to $204M.
Based on Quantbot Technologies's 13F filing for Q4 2013, filed 31 Jan 2014.