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 |
Bank of America
BAC
|
+$2.19M |
| 2 |
McDonald's
MCD
|
+$1.9M |
| 3 |
VIAB
Viacom Inc. Class B
VIAB
|
+$1.72M |
| 4 |
PepsiCo
PEP
|
+$1.56M |
| 5 |
Morgan Stanley
MS
|
+$1.43M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$4.61M |
| 2 |
Walmart Inc
WMT
|
+$2.4M |
| 3 |
Occidental Petroleum
OXY
|
+$2.39M |
| 4 |
Medtronic
MDT
|
+$2.37M |
| 5 |
Walt Disney
DIS
|
+$2.21M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 15.56% |
| 2 | Industrials | 12.43% |
| 3 | Consumer Discretionary | 11.46% |
| 4 | Technology | 11.14% |
| 5 | Energy | 11.01% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
276
Deutsche Bank
DB
$67.9B
| $171K | 0.11% |
+4,376
| New | +$169K |
2013 Q3
0 quarters
|
|
277
Yelp
YELP
$1.11B
| $171K | 0.11% |
2,597
+2,209
| +569% | +$113K |
2013 Q2
1 quarter
|
|
|
PPS
278
DELISTED
Post Properties
PPS
| $171K | 0.11% |
+3,800
| New | +$178K |
2013 Q3
0 quarters
|
|
279
Digital Realty Trust
DLR
$68.1B
| $169K | 0.1% |
+3,200
| New | +$182K |
2013 Q3
0 quarters
|
|
280
Kinross Gold
KGC
$24.5B
| $169K | 0.1% |
+33,502
| New | +$177K |
2013 Q3
0 quarters
|
|
281
Steel Dynamics
STLD
$32.6B
| $169K | 0.1% |
+10,165
| New | +$161K |
2013 Q3
0 quarters
|
|
|
NSR
282
DELISTED
Neustar Inc
NSR
| $168K | 0.1% |
+3,400
| New | +$177K |
2013 Q3
0 quarters
|
|
|
DRC
283
DELISTED
DRESSER-RAND GROUP INC
DRC
| $168K | 0.1% |
2,700
+900
| +50% | +$56.2K |
2013 Q2
1 quarter
|
|
284
General Dynamics
GD
$98.2B
| $166K | 0.1% |
1,905
-1,481
| -44% | -$126K |
2013 Q2
1 quarter
|
|
285
Martin Marietta Materials
MLM
$36.5B
| $166K | 0.1% |
+1,700
| New | +$169K |
2013 Q3
0 quarters
|
|
286
TransDigm Group
TDG
$66.5B
| $166K | 0.1% |
1,200
+200
| +20% | +$28.5K |
2013 Q2
1 quarter
|
|
287
Ovintiv
OVV
$17.6B
| $164K | 0.1% |
1,900
+260
| +16% | +$22.6K |
2013 Q2
1 quarter
|
|
|
GXP
288
DELISTED
Great Plains Energy Incorporated
GXP
| $164K | 0.1% |
7,400
-2,242
| -23% | -$51.6K |
2013 Q2
1 quarter
|
|
|
WBMD
289
DELISTED
WebMD Health Corp.
WBMD
| $164K | 0.1% |
+5,741
| New | +$179K |
2013 Q3
0 quarters
|
|
290
DELISTED
Leggett & Platt
LEG
| $163K | 0.1% |
5,415
-1,119
| -17% | -$34.4K |
2013 Q2
1 quarter
|
|
|
EXXI
291
DELISTED
ENERGY XXI LTD COM SHS
EXXI
| $163K | 0.1% |
5,400
-1,000
| -16% | -$26.8K |
2013 Q2
1 quarter
|
|
292
DELISTED
SANDRIDGE ENERGY, INC.
SD
| $162K | 0.1% |
27,700
-950
| -3% | -$5.09K |
2013 Q2
1 quarter
|
|
293
KLA
KLAC
$198B
| $161K | 0.1% |
26,570
-42,430
| -61% | -$249K |
2013 Q2
1 quarter
|
|
294
CarMax
KMX
$7.55B
| $161K | 0.1% |
3,342
+2,536
| +315% | +$124K |
2013 Q2
1 quarter
|
|
295
Thomson Reuters
TRI
$47.4B
| $161K | 0.1% |
+3,974
| New | +$158K |
2013 Q3
0 quarters
|
|
296
Teradata
TDC
$3.18B
| $160K | 0.1% |
2,896
+716
| +33% | +$42K |
2013 Q2
1 quarter
|
|
297
Tidewater
TDW
$3.94B
| $160K | 0.1% |
84
+68
| +425% | +$127K |
2013 Q2
1 quarter
|
|
|
CERN
298
DELISTED
Cerner Corp
CERN
| $160K | 0.1% |
+3,058
| New | +$149K |
2013 Q3
0 quarters
|
|
299
Regency Centers
REG
$13.9B
| $159K | 0.1% |
+3,300
| New | +$166K |
2013 Q3
0 quarters
|
|
300
NXP Semiconductors
NXPI
$66.8B
| $158K | 0.1% |
+4,268
| New | +$151K |
2013 Q3
0 quarters
|
|
Similar funds
Quantbot Technologies's Q3 2013 Portfolio in Review
As of Q3 2013, Quantbot Technologies held 1,003 positions worth $161M, down 15% from $191M the previous quarter. Its ten largest holdings account for 12% of the portfolio.
Quantbot Technologies withdrew a net $33.6M in Q3 2013, closing 252 positions and reducing 142 holdings. Its most notable exit was State Street SPDR S&P 500 ETF Trust, an estimated $4.61M position sold in full.
By sector, the portfolio is most concentrated in Financials at 16% of assets, up from 11% a quarter earlier, followed by Industrials and Consumer Discretionary.
Against the trend, Quantbot Technologies opened a new position in McDonald's worth $1.87M.
- Quantbot Technologies's largest Q3 2013 buy was McDonald's: 19,415 shares worth $1.87M.
- Quantbot Technologies added most to Bank of America in Q3 2013, an estimated $2.19M increase.
- Quantbot Technologies's biggest Q3 2013 reduction was Walt Disney, cutting an estimated $2.21M.
- Quantbot Technologies fully exited State Street SPDR S&P 500 ETF Trust in Q3 2013, selling an estimated $4.61M.
- Quantbot Technologies's ten largest holdings make up 12% of its $161M portfolio in Q3 2013.
- Quantbot Technologies opened 516 new positions and closed 252 in Q3 2013.
- Quantbot Technologies's portfolio value fell 15% quarter-over-quarter to $161M.
Based on Quantbot Technologies's 13F filing for Q3 2013, filed 28 Oct 2013.