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 | |
|---|---|---|---|---|---|---|---|
201
Palo Alto Networks
PANW
$274B
| $277K | 0.14% |
28,920
+16,764
| +138% | +$133K |
2013 Q2
2 quarters
|
|
202
WEC Energy
WEC
$38.6B
| $276K | 0.14% |
+6,700
| New | +$278K |
2013 Q4
0 quarters
|
|
203
Cencora
COR
$66.8B
| $274K | 0.13% |
3,900
+2,826
| +263% | +$190K |
2013 Q2
2 quarters
|
|
204
American Eagle Outfitters
AEO
$3.61B
| $273K | 0.13% |
19,000
-28,408
| -60% | -$421K |
2013 Q2
2 quarters
|
|
205
BWX Technologies
BWXT
$11.5B
| $273K | 0.13% |
11,184
+10,345
| +1,233% | +$242K |
2013 Q2
2 quarters
|
|
206
Coca-Cola Europacific Partners
CCEP
$51.7B
| $273K | 0.13% |
+6,200
| New | +$259K |
2013 Q4
0 quarters
|
|
|
MBT
207
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
| $272K | 0.13% |
12,594
+3,939
| +46% | +$86.5K |
2013 Q3
1 quarter
|
|
208
Vale
VALE
$49.3B
| $271K | 0.13% |
17,800
+3,491
| +24% | +$54.3K |
2013 Q3
1 quarter
|
|
209
Blackrock
BLK
$189B
| $266K | 0.13% |
842
-658
| -44% | -$196K |
2013 Q3
1 quarter
|
|
210
DELISTED
Westar Energy Inc
WR
| $266K | 0.13% |
8,282
+223
| +3% | +$7.04K |
2013 Q2
2 quarters
|
|
211
McKesson
MCK
$125B
| $264K | 0.13% |
1,640
-2,048
| -56% | -$315K |
2013 Q2
2 quarters
|
|
|
WLT
212
DELISTED
WALTER ENERGY INC COM STK (DE)
WLT
| $264K | 0.13% |
15,900
+12,900
| +430% | +$202K |
2013 Q2
2 quarters
|
|
|
WPZ
213
DELISTED
WILLIAMS PARTNERS L.P. COM UTS REPTG L.P. INT
WPZ
| $264K | 0.13% |
+5,520
| New | +$265K |
2013 Q4
0 quarters
|
|
|
NAV
214
DELISTED
Navistar International
NAV
| $263K | 0.13% |
6,900
-1,438
| -17% | -$55K |
2013 Q3
1 quarter
|
|
215
DELISTED
TD Ameritrade Holding Corp
AMTD
| $263K | 0.13% |
+8,600
| New | +$245K |
2013 Q4
0 quarters
|
|
216
Exelon
EXC
$47.2B
| $260K | 0.13% |
13,319
-25,979
| -66% | -$523K |
2013 Q3
1 quarter
|
|
217
Community Health Systems
CYH
$323M
| $259K | 0.13% |
7,986
+407
| +5% | +$14K |
2013 Q3
1 quarter
|
|
|
GGP
218
DELISTED
GGP Inc.
GGP
| $258K | 0.13% |
+12,900
| New | +$266K |
2013 Q4
0 quarters
|
|
219
DELISTED
QUESTAR CORP
STR
| $258K | 0.13% |
11,241
+7,041
| +168% | +$162K |
2013 Q2
2 quarters
|
|
220
AAR Corp
AIR
$4.59B
| $257K | 0.13% |
9,177
+7,477
| +440% | +$218K |
2013 Q3
1 quarter
|
|
221
Caterpillar
CAT
$275B
| $254K | 0.12% |
2,800
-8,481
| -75% | -$724K |
2013 Q2
2 quarters
|
|
222
Dollar General
DG
$30.3B
| $253K | 0.12% |
+4,200
| New | +$247K |
2013 Q4
0 quarters
|
|
223
Universal Health Services
UHS
$11.3B
| $253K | 0.12% |
+3,125
| New | +$250K |
2013 Q4
0 quarters
|
|
224
Visteon
VC
$1.98B
| $253K | 0.12% |
3,092
+1,592
| +106% | +$123K |
2013 Q3
1 quarter
|
|
|
SCTY
225
DELISTED
SolarCity Corporation
SCTY
| $248K | 0.12% |
4,369
-3,684
| -46% | -$190K |
2013 Q3
1 quarter
|
|
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.