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 | |
|---|---|---|---|---|---|---|---|
126
DELISTED
PALL CORP
PLL
| $443K | 0.22% |
+5,200
| New | +$423K |
2013 Q4
0 quarters
|
|
|
VMW
127
DELISTED
VMware, Inc
VMW
| $438K | 0.21% |
4,889
+95
| +2% | +$7.85K |
2013 Q2
2 quarters
|
|
128
KB Home
KBH
$2.94B
| $435K | 0.21% |
23,848
+3,348
| +16% | +$57.5K |
2013 Q2
2 quarters
|
|
129
PepsiCo
PEP
$194B
| $431K | 0.21% |
5,200
-13,827
| -73% | -$1.15M |
2013 Q3
1 quarter
|
|
130
DELISTED
Warner Bros
WBD
| $431K | 0.21% |
+9,343
| New | +$404K |
2013 Q4
0 quarters
|
|
131
Adobe
ADBE
$92.8B
| $424K | 0.21% |
+7,096
| New | +$392K |
2013 Q4
0 quarters
|
|
|
DGI
132
DELISTED
DigitalGlobe Inc.
DGI
| $423K | 0.21% |
10,287
+8,587
| +505% | +$309K |
2013 Q3
1 quarter
|
|
133
Moody's
MCO
$87.3B
| $419K | 0.21% |
+5,341
| New | +$391K |
2013 Q4
0 quarters
|
|
134
SK Telecom
SKM
$13.1B
| $419K | 0.21% |
+10,337
| New | +$408K |
2013 Q4
0 quarters
|
|
135
International Paper
IP
$18B
| $413K | 0.2% |
9,036
+3,361
| +59% | +$144K |
2013 Q3
1 quarter
|
|
136
Packaging Corp of America
PKG
$22.3B
| $413K | 0.2% |
6,542
-158
| -2% | -$9.6K |
2013 Q3
1 quarter
|
|
|
QCOR
137
DELISTED
QUESTCOR PHARMA INC
QCOR
| $410K | 0.2% |
+7,534
| New | +$445K |
2013 Q4
0 quarters
|
|
138
Xylem
XYL
$21.6B
| $405K | 0.2% |
+11,713
| New | +$377K |
2013 Q4
0 quarters
|
|
139
Manulife Financial
MFC
$72.6B
| $401K | 0.2% |
20,370
+5,670
| +39% | +$104K |
2013 Q2
2 quarters
|
|
140
Plains All American Pipeline
PAA
$17.2B
| $395K | 0.19% |
+7,640
| New | +$390K |
2013 Q4
0 quarters
|
|
|
CAA
141
DELISTED
CalAtlantic Group, Inc.
CAA
| $391K | 0.19% |
8,660
+5,120
| +145% | +$204K |
2013 Q3
1 quarter
|
|
142
GameStop
GME
$12.9B
| $389K | 0.19% |
+31,600
| New | +$405K |
2013 Q4
0 quarters
|
|
143
Gen Digital
GEN
$17.6B
| $384K | 0.19% |
16,296
+1,049
| +7% | +$24.5K |
2013 Q3
1 quarter
|
|
144
KKR & Co
KKR
$86.7B
| $383K | 0.19% |
+15,751
| New | +$362K |
2013 Q4
0 quarters
|
|
|
BBG
145
DELISTED
Bill Barrett Corp
BBG
| $382K | 0.19% |
+14,300
| New | +$389K |
2013 Q4
0 quarters
|
|
146
DELISTED
Usg
USG
| $379K | 0.19% |
+13,373
| New | +$362K |
2013 Q4
0 quarters
|
|
147
Flowers Foods
FLO
$1.27B
| $373K | 0.18% |
+17,393
| New | +$393K |
2013 Q4
0 quarters
|
|
148
T-Mobile US
TMUS
$181B
| $373K | 0.18% |
+11,100
| New | +$304K |
2013 Q4
0 quarters
|
|
149
Travelers Companies
TRV
$82.6B
| $372K | 0.18% |
+4,110
| New | +$359K |
2013 Q4
0 quarters
|
|
150
Masco
MAS
$16.3B
| $371K | 0.18% |
+18,549
| New | +$345K |
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.