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 | |
|---|---|---|---|---|---|---|---|
101
LKQ Corp
LKQ
$5.1B
| $525K | 0.26% |
+15,960
| New | +$521K |
2013 Q4
0 quarters
|
|
|
QLIK
102
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
| $525K | 0.26% |
19,744
+13,773
| +231% | +$380K |
2013 Q3
1 quarter
|
|
103
Zions Bancorporation
ZION
$9.6B
| $517K | 0.25% |
17,258
+10,403
| +152% | +$299K |
2013 Q3
1 quarter
|
|
104
Motorola Solutions
MSI
$87.2B
| $516K | 0.25% |
7,646
-2,120
| -22% | -$135K |
2013 Q3
1 quarter
|
|
105
Las Vegas Sands
LVS
$26.4B
| $512K | 0.25% |
+6,498
| New | +$468K |
2013 Q4
0 quarters
|
|
|
CHL
106
DELISTED
China Mobile Limited
CHL
| $512K | 0.25% |
+9,794
| New | +$521K |
2013 Q4
0 quarters
|
|
|
ESV
107
DELISTED
Ensco Rowan plc
ESV
| $511K | 0.25% |
2,235
-896
| -29% | -$207K |
2013 Q3
1 quarter
|
|
108
Hormel Foods
HRL
$12.2B
| $508K | 0.25% |
+22,532
| New | +$493K |
2013 Q4
0 quarters
|
|
109
Radian Group
RDN
$4.65B
| $507K | 0.25% |
35,973
+35,673
| +11,891% | +$499K |
2013 Q2
2 quarters
|
|
110
Conagra Brands
CAG
$7.25B
| $494K | 0.24% |
18,847
+17,602
| +1,414% | +$440K |
2013 Q3
1 quarter
|
|
111
Republic Services
RSG
$75.4B
| $494K | 0.24% |
14,900
+14,235
| +2,141% | +$482K |
2013 Q3
1 quarter
|
|
112
Lockheed Martin
LMT
$139B
| $484K | 0.24% |
3,261
+1,493
| +84% | +$203K |
2013 Q3
1 quarter
|
|
113
Urban Outfitters
URBN
$7.45B
| $481K | 0.24% |
12,971
+6,882
| +113% | +$258K |
2013 Q3
1 quarter
|
|
|
AUY
114
DELISTED
Yamana Gold, Inc.
AUY
| $480K | 0.23% |
+55,722
| New | +$515K |
2013 Q4
0 quarters
|
|
115
Netflix
NFLX
$260B
| $478K | 0.23% |
+91,000
| New | +$447K |
2013 Q4
0 quarters
|
|
116
Ericsson
ERIC
$34.5B
| $476K | 0.23% |
38,966
+31,166
| +400% | +$387K |
2013 Q3
1 quarter
|
|
117
EQT Corp
EQT
$32.5B
| $475K | 0.23% |
+9,736
| New | +$460K |
2013 Q4
0 quarters
|
|
118
ExxonMobil
XOM
$671B
| $475K | 0.23% |
4,700
-4,482
| -49% | -$414K |
2013 Q2
2 quarters
|
|
119
Marriott International
MAR
$110B
| $474K | 0.23% |
+9,620
| New | +$438K |
2013 Q4
0 quarters
|
|
|
PBCT
120
DELISTED
People's United Financial Inc
PBCT
| $468K | 0.23% |
30,956
+18,973
| +158% | +$279K |
2013 Q3
1 quarter
|
|
121
OGE Energy
OGE
$10.5B
| $463K | 0.23% |
13,661
+13,161
| +2,632% | +$471K |
2013 Q3
1 quarter
|
|
122
Barrick Mining
B
$65.3B
| $454K | 0.22% |
25,800
+14,500
| +128% | +$256K |
2013 Q3
1 quarter
|
|
123
DELISTED
Nordstrom
JWN
| $453K | 0.22% |
7,334
+434
| +6% | +$26.1K |
2013 Q3
1 quarter
|
|
124
Alaska Air
ALK
$4.68B
| $447K | 0.22% |
12,200
+10,200
| +510% | +$362K |
2013 Q3
1 quarter
|
|
125
Wendy's
WEN
$1.59B
| $447K | 0.22% |
51,346
+40,586
| +377% | +$349K |
2013 Q2
2 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.