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 | |
|---|---|---|---|---|---|---|---|
|
QEP
76
DELISTED
QEP RESOURCES, INC.
QEP
| $685K | 0.34% |
22,379
+12,679
| +131% | +$398K |
2013 Q3
1 quarter
|
|
77
Marvell Technology
MRVL
$142B
| $679K | 0.33% |
47,266
+4,520
| +11% | +$58.2K |
2013 Q3
1 quarter
|
|
|
QVCGA
78
DELISTED
QVC Group Inc Series A
QVCGA
| $677K | 0.33% |
562
+136
| +32% | +$151K |
2013 Q3
1 quarter
|
|
79
Wheaton Precious Metals
WPM
$63B
| $670K | 0.33% |
33,223
+3,223
| +11% | +$70K |
2013 Q3
1 quarter
|
|
80
Williams-Sonoma
WSM
$30.2B
| $665K | 0.33% |
+22,826
| New | +$638K |
2013 Q4
0 quarters
|
|
81
DELISTED
Altera Corp
ALTR
| $650K | 0.32% |
+20,009
| New | +$670K |
2013 Q4
0 quarters
|
|
|
WIN
82
DELISTED
Windstream Holdings Inc
WIN
| $639K | 0.31% |
10,236
+8,449
| +473% | +$547K |
2013 Q2
2 quarters
|
|
83
Bath & Body Works
BBWI
$4.28B
| $633K | 0.31% |
+12,664
| New | +$633K |
2013 Q4
0 quarters
|
|
84
Tesla
TSLA
$1.49T
| $631K | 0.31% |
+63,015
| New | +$644K |
2013 Q4
0 quarters
|
|
85
Aflac
AFL
$62.1B
| $629K | 0.31% |
+18,844
| New | +$618K |
2013 Q4
0 quarters
|
|
86
DELISTED
Electronic Arts
EA
| $617K | 0.3% |
26,939
+4,590
| +21% | +$110K |
2013 Q2
2 quarters
|
|
87
eBay
EBAY
$53.4B
| $614K | 0.3% |
+26,599
| New | +$589K |
2013 Q4
0 quarters
|
|
88
DELISTED
Hess
HES
| $596K | 0.29% |
7,182
-218
| -3% | -$17.7K |
2013 Q3
1 quarter
|
|
89
FedEx
FDX
$74B
| $589K | 0.29% |
+4,100
| New | +$543K |
2013 Q4
0 quarters
|
|
90
Lumen Technologies, Inc. Common Stock
LUMN
$4.69B
| $581K | 0.28% |
18,266
+12,066
| +195% | +$386K |
2013 Q2
2 quarters
|
|
91
Allstate
ALL
$63.3B
| $573K | 0.28% |
10,520
-18,192
| -63% | -$970K |
2013 Q2
2 quarters
|
|
92
Fossil Group
FOSL
$479M
| $573K | 0.28% |
+4,780
| New | +$590K |
2013 Q4
0 quarters
|
|
|
LM
93
DELISTED
Legg Mason, Inc.
LM
| $556K | 0.27% |
12,793
+125
| +1% | +$4.85K |
2013 Q2
2 quarters
|
|
94
Hartford Financial Services
HIG
$36.2B
| $555K | 0.27% |
+15,329
| New | +$528K |
2013 Q4
0 quarters
|
|
|
SCG
95
DELISTED
Scana
SCG
| $551K | 0.27% |
11,758
+3,026
| +35% | +$142K |
2013 Q2
2 quarters
|
|
96
Eli Lilly
LLY
$1.26T
| $550K | 0.27% |
+10,800
| New | +$541K |
2013 Q4
0 quarters
|
|
97
Garmin
GRMN
$55.5B
| $543K | 0.27% |
+11,763
| New | +$558K |
2013 Q4
0 quarters
|
|
98
AngloGold Ashanti
AU
$48.3B
| $540K | 0.26% |
46,097
+42,044
| +1,037% | +$573K |
2013 Q3
1 quarter
|
|
99
DELISTED
Randgold Resources Ltd
GOLD
| $533K | 0.26% |
8,617
+7,298
| +553% | +$501K |
2013 Q2
2 quarters
|
|
100
Genworth Financial
GNW
$3.22B
| $530K | 0.26% |
+34,179
| New | +$494K |
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.