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 | |
|---|---|---|---|---|---|---|---|
176
NiSource
NI
$21.8B
| $316K | 0.15% |
+24,498
| New | +$304K |
2013 Q4
0 quarters
|
|
177
DELISTED
Interpublic Group of Companies
IPG
| $313K | 0.15% |
17,700
+16,000
| +941% | +$269K |
2013 Q2
2 quarters
|
|
|
ANDV
178
DELISTED
Andeavor
ANDV
| $311K | 0.15% |
+5,319
| New | +$277K |
2013 Q4
0 quarters
|
|
|
MWE
179
DELISTED
MARKWEST ENERGY PARTNERS, LP
MWE
| $306K | 0.15% |
+4,631
| New | +$321K |
2013 Q4
0 quarters
|
|
|
FMER
180
DELISTED
FIRSTMERIT CORP
FMER
| $304K | 0.15% |
+13,683
| New | +$307K |
2013 Q4
0 quarters
|
|
181
DELISTED
Pandora Media Inc
P
| $303K | 0.15% |
+11,400
| New | +$312K |
2013 Q4
0 quarters
|
|
182
First American
FAF
$6.84B
| $298K | 0.15% |
+10,600
| New | +$275K |
2013 Q4
0 quarters
|
|
183
Franco-Nevada
FNV
$48B
| $297K | 0.15% |
+7,294
| New | +$306K |
2013 Q4
0 quarters
|
|
184
Itaú Unibanco
ITUB
$83.2B
| $293K | 0.14% |
59,267
+51,584
| +671% | +$268K |
2013 Q2
2 quarters
|
|
185
DELISTED
TECO ENERGY INC
TE
| $290K | 0.14% |
16,850
+13,481
| +400% | +$231K |
2013 Q2
2 quarters
|
|
186
Eldorado Gold
EGO
$8.74B
| $289K | 0.14% |
10,168
-5,029
| -33% | -$154K |
2013 Q2
2 quarters
|
|
187
Occidental Petroleum
OXY
$57.2B
| $289K | 0.14% |
+3,176
| New | +$290K |
2013 Q4
0 quarters
|
|
188
Portland General Electric
POR
$5.48B
| $289K | 0.14% |
9,600
+8,000
| +500% | +$235K |
2013 Q2
2 quarters
|
|
|
IDTI
189
DELISTED
Integrated Device Technology I
IDTI
| $288K | 0.14% |
+28,288
| New | +$282K |
2013 Q4
0 quarters
|
|
190
Franklin Templeton
BEN
$18.6B
| $287K | 0.14% |
+4,974
| New | +$268K |
2013 Q4
0 quarters
|
|
191
Essex Property Trust
ESS
$17.6B
| $287K | 0.14% |
+2,000
| New | +$307K |
2013 Q4
0 quarters
|
|
192
DELISTED
ADT Corp
ADT
| $287K | 0.14% |
7,100
-7,993
| -53% | -$329K |
2013 Q2
2 quarters
|
|
|
FNFG
193
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
| $286K | 0.14% |
+26,946
| New | +$292K |
2013 Q4
0 quarters
|
|
|
LLL
194
DELISTED
L3 Technologies, Inc.
LLL
| $283K | 0.14% |
+2,652
| New | +$265K |
2013 Q4
0 quarters
|
|
195
Rio Tinto
RIO
$138B
| $282K | 0.14% |
+5,000
| New | +$260K |
2013 Q4
0 quarters
|
|
196
Emerson Electric
EMR
$93.2B
| $280K | 0.14% |
4,000
-300
| -7% | -$20K |
2013 Q2
2 quarters
|
|
|
GNC
197
DELISTED
GNC Holdings, Inc.
GNC
| $279K | 0.14% |
+4,782
| New | +$276K |
2013 Q4
0 quarters
|
|
|
KEG
198
DELISTED
KEY ENERGY SERVICES INC
KEG
| $279K | 0.14% |
35,398
+24,098
| +213% | +$190K |
2013 Q3
1 quarter
|
|
199
Welltower
WELL
$181B
| $278K | 0.14% |
+5,200
| New | +$309K |
2013 Q4
0 quarters
|
|
200
Global Payments
GPN
$26.5B
| $277K | 0.14% |
+8,530
| New | +$258K |
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.