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 | |
|---|---|---|---|---|---|---|---|
151
Flex
FLEX
$28.1B
| $370K | 0.18% |
+63,271
| New | +$384K |
2013 Q4
0 quarters
|
|
152
Celanese
CE
$5.37B
| $367K | 0.18% |
+6,637
| New | +$368K |
2013 Q4
0 quarters
|
|
|
DNY
153
DELISTED
DONNELLEY R R & SONS CO
DNY
| $362K | 0.18% |
17,893
+2,527
| +16% | +$51.1K |
2013 Q2
2 quarters
|
|
154
Clorox
CLX
$12.9B
| $359K | 0.18% |
3,877
+3,802
| +5,069% | +$342K |
2013 Q2
2 quarters
|
|
155
Southwest Airlines
LUV
$22.7B
| $358K | 0.18% |
+19,046
| New | +$332K |
2013 Q4
0 quarters
|
|
|
POT
156
DELISTED
Potash Corp Of Saskatchewan
POT
| $356K | 0.17% |
10,821
-4,279
| -28% | -$136K |
2013 Q3
1 quarter
|
|
157
Bank of Montreal
BMO
$120B
| $353K | 0.17% |
+5,300
| New | +$361K |
2013 Q4
0 quarters
|
|
158
United Airlines
UAL
$39.2B
| $351K | 0.17% |
9,296
-9,072
| -49% | -$318K |
2013 Q2
2 quarters
|
|
|
BRCD
159
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
| $351K | 0.17% |
39,604
+36,304
| +1,100% | +$303K |
2013 Q3
1 quarter
|
|
|
HAR
160
DELISTED
Harman International Industries
HAR
| $351K | 0.17% |
4,300
+2,959
| +221% | +$229K |
2013 Q3
1 quarter
|
|
161
AES
AES
$10.6B
| $350K | 0.17% |
+24,139
| New | +$344K |
2013 Q4
0 quarters
|
|
|
GMCR
162
DELISTED
KEURIG GREEN MTN INC
GMCR
| $347K | 0.17% |
+4,600
| New | +$313K |
2013 Q4
0 quarters
|
|
|
MR
163
DELISTED
MINDRAY MED INTL LTD SPONSORED ADR REPSTG CL A
MR
| $347K | 0.17% |
9,546
+8,546
| +855% | +$332K |
2013 Q2
2 quarters
|
|
164
Oceaneering
OII
$3.49B
| $345K | 0.17% |
+4,383
| New | +$356K |
2013 Q4
0 quarters
|
|
|
PDCE
165
DELISTED
PDC Energy, Inc.
PDCE
| $344K | 0.17% |
+6,467
| New | +$395K |
2013 Q4
0 quarters
|
|
|
XLS
166
DELISTED
EXELIS INC COM STK
XLS
| $344K | 0.17% |
19,368
+6,272
| +48% | +$100K |
2013 Q3
1 quarter
|
|
167
Televisa
TV
$2.47B
| $342K | 0.17% |
+11,313
| New | +$334K |
2013 Q4
0 quarters
|
|
168
Intuit
INTU
$91B
| $328K | 0.16% |
+4,299
| New | +$309K |
2013 Q4
0 quarters
|
|
|
CHS
169
DELISTED
Chicos FAS, Inc.
CHS
| $327K | 0.16% |
17,375
-6,472
| -27% | -$114K |
2013 Q3
1 quarter
|
|
170
Pultegroup
PHM
$24.9B
| $325K | 0.16% |
16,000
-12,931
| -45% | -$229K |
2013 Q3
1 quarter
|
|
|
ASNA
171
DELISTED
Ascena Retail Group, Inc.
ASNA
| $323K | 0.16% |
+766
| New | +$313K |
2013 Q4
0 quarters
|
|
172
Marsh
MRSH
$98.4B
| $322K | 0.16% |
6,659
-1,041
| -14% | -$48.3K |
2013 Q2
2 quarters
|
|
173
First Horizon
FHN
$11.1B
| $321K | 0.16% |
+27,600
| New | +$309K |
2013 Q4
0 quarters
|
|
174
Waste Connections
WCN
$47.8B
| $321K | 0.16% |
+11,055
| New | +$323K |
2013 Q4
0 quarters
|
|
175
Dick's Sporting Goods
DKS
$14.8B
| $319K | 0.16% |
+5,500
| New | +$300K |
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.