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 | |
|---|---|---|---|---|---|---|---|
|
CAA
326
DELISTED
CalAtlantic Group, Inc.
CAA
| $140K | 0.09% |
+3,540
| New | +$140K |
2013 Q3
0 quarters
|
|
327
Coca-Cola
KO
$427B
| $138K | 0.09% |
3,646
-53,631
| -94% | -$2.12M |
2013 Q2
1 quarter
|
|
328
Manitowoc
MTW
$860M
| $137K | 0.08% |
+7,728
| New | +$140K |
2013 Q3
0 quarters
|
|
329
Pitney Bowes
PBI
$2.11B
| $137K | 0.08% |
7,574
-10,830
| -59% | -$178K |
2013 Q2
1 quarter
|
|
|
BMS
330
DELISTED
Bemis
BMS
| $136K | 0.08% |
+3,500
| New | +$142K |
2013 Q3
0 quarters
|
|
331
Cardinal Health
CAH
$65B
| $135K | 0.08% |
2,600
-17,786
| -87% | -$904K |
2013 Q2
1 quarter
|
|
332
Macerich
MAC
$7.11B
| $135K | 0.08% |
+2,400
| New | +$144K |
2013 Q3
0 quarters
|
|
333
CME Group
CME
$114B
| $132K | 0.08% |
1,800
-10,951
| -86% | -$807K |
2013 Q2
1 quarter
|
|
334
DELISTED
Unilever NV New York Registry Shares
UN
| $132K | 0.08% |
+3,500
| New | +$138K |
2013 Q3
0 quarters
|
|
335
Dauch Corp
DCH
$1.11B
| $130K | 0.08% |
+6,600
| New | +$130K |
2013 Q3
0 quarters
|
|
336
DELISTED
Seadrill Limited Common Stock
SDRL
| $130K | 0.08% |
11
+9
| +450% | +$106K |
2013 Q2
1 quarter
|
|
|
ATML
337
DELISTED
ATMEL CORP
ATML
| $130K | 0.08% |
+17,581
| New | +$134K |
2013 Q3
0 quarters
|
|
338
JetBlue
JBLU
$1.42B
| $129K | 0.08% |
19,400
+15,984
| +468% | +$103K |
2013 Q2
1 quarter
|
|
339
Nebius Group N.V.
NBIS
$31.5B
| $129K | 0.08% |
+3,569
| New | +$117K |
2013 Q3
0 quarters
|
|
340
DELISTED
CBL& Associates Properties, Inc.
CBL
| $129K | 0.08% |
+6,800
| New | +$143K |
2013 Q3
0 quarters
|
|
341
Worthington Enterprises
WOR
$2.93B
| $127K | 0.08% |
6,001
+4,337
| +261% | +$92.8K |
2013 Q2
1 quarter
|
|
342
BOK Financial
BOKF
$7.92B
| $126K | 0.08% |
+2,000
| New | +$132K |
2013 Q3
0 quarters
|
|
343
MBIA
MBI
$239M
| $125K | 0.08% |
+12,300
| New | +$155K |
2013 Q3
0 quarters
|
|
344
Westlake Corp
WLK
$8.13B
| $125K | 0.08% |
+2,400
| New | +$122K |
2013 Q3
0 quarters
|
|
|
MW
345
DELISTED
THE MENS WAREHOUSE INC
MW
| $122K | 0.08% |
+3,610
| New | +$137K |
2013 Q3
0 quarters
|
|
346
Graphic Packaging
GPK
$3.22B
| $121K | 0.08% |
+14,209
| New | +$122K |
2013 Q3
0 quarters
|
|
347
Royal Bank of Canada
RY
$280B
| $121K | 0.08% |
+1,900
| New | +$118K |
2013 Q3
0 quarters
|
|
348
Smith & Wesson
SWBI
$703M
| $121K | 0.08% |
+14,441
| New | +$125K |
2013 Q3
0 quarters
|
|
349
SEI Investments
SEIC
$12.9B
| $120K | 0.07% |
3,900
-2,235
| -36% | -$68.9K |
2013 Q2
1 quarter
|
|
350
Unilever
UL
$143B
| $119K | 0.07% |
+2,756
| New | +$125K |
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.