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 | |
|---|---|---|---|---|---|---|---|
301
DELISTED
TEGNA Inc
TGNA
| $158K | 0.1% |
11,339
-10,894
| -49% | -$146K |
2013 Q2
1 quarter
|
|
|
ABB
302
DELISTED
ABB Ltd
ABB
| $158K | 0.1% |
+6,711
| New | +$151K |
2013 Q3
0 quarters
|
|
303
Cameco
CCJ
$30.8B
| $157K | 0.1% |
+8,700
| New | +$175K |
2013 Q3
0 quarters
|
|
|
MDR
304
DELISTED
McDermott International
MDR
| $157K | 0.1% |
7,081
+1,148
| +19% | +$27.2K |
2013 Q2
1 quarter
|
|
305
CBRE Group
CBRE
$38.4B
| $156K | 0.1% |
+6,779
| New | +$157K |
2013 Q3
0 quarters
|
|
306
Dominion Energy
D
$59.5B
| $156K | 0.1% |
2,500
-6,918
| -73% | -$410K |
2013 Q2
1 quarter
|
|
307
Sysco
SYY
$38B
| $155K | 0.1% |
+4,900
| New | +$164K |
2013 Q3
0 quarters
|
|
|
WDR
308
DELISTED
Waddell & Reed Financial, Inc.
WDR
| $154K | 0.1% |
3,000
+2,400
| +400% | +$119K |
2013 Q2
1 quarter
|
|
309
DELISTED
CITY NATIONAL CORPORATION
CYN
| $153K | 0.09% |
+2,300
| New | +$155K |
2013 Q3
0 quarters
|
|
310
Coeur Mining
CDE
$14.3B
| $152K | 0.09% |
+12,616
| New | +$172K |
2013 Q3
0 quarters
|
|
311
DELISTED
General Cable Corporation
BGC
| $152K | 0.09% |
+4,800
| New | +$151K |
2013 Q3
0 quarters
|
|
312
RLJ Lodging Trust
RLJ
$1.97B
| $150K | 0.09% |
+6,400
| New | +$151K |
2013 Q3
0 quarters
|
|
313
Brown-Forman Class B
BF.B
$14.1B
| $149K | 0.09% |
+6,875
| New | +$155K |
2013 Q3
0 quarters
|
|
314
CNO Financial Group
CNO
$5.25B
| $149K | 0.09% |
+10,402
| New | +$148K |
2013 Q3
0 quarters
|
|
315
DELISTED
Sears Holding Corporation
SHLD
| $149K | 0.09% |
+3,312
| New | +$117K |
2013 Q3
0 quarters
|
|
316
Canadian Pacific Kansas City
CP
$81.9B
| $147K | 0.09% |
+6,000
| New | +$148K |
2013 Q3
0 quarters
|
|
317
DTE Energy
DTE
$29.1B
| $146K | 0.09% |
+2,605
| New | +$151K |
2013 Q3
0 quarters
|
|
|
GRT
318
DELISTED
GLIMCHER REALTY TRUST
GRT
| $145K | 0.09% |
+14,900
| New | +$160K |
2013 Q3
0 quarters
|
|
319
PTC
PTC
$21.3B
| $144K | 0.09% |
+5,100
| New | +$139K |
2013 Q3
0 quarters
|
|
320
Vishay Intertechnology
VSH
$4.08B
| $144K | 0.09% |
+11,198
| New | +$153K |
2013 Q3
0 quarters
|
|
|
STJ
321
DELISTED
St Jude Medical
STJ
| $144K | 0.09% |
2,693
-6,707
| -71% | -$345K |
2013 Q2
1 quarter
|
|
322
Terex
TEX
$6.4B
| $142K | 0.09% |
4,248
+1,377
| +48% | +$41.7K |
2013 Q2
1 quarter
|
|
323
DELISTED
Conn's Inc.
CONN
| $141K | 0.09% |
+2,832
| New | +$168K |
2013 Q3
0 quarters
|
|
324
BJ's Restaurants
BJRI
$1.22B
| $140K | 0.09% |
+4,900
| New | +$166K |
2013 Q3
0 quarters
|
|
325
Crown Castle
CCI
$38.6B
| $140K | 0.09% |
+1,929
| New | +$138K |
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.