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 | |
|---|---|---|---|---|---|---|---|
|
MDP
376
DELISTED
Meredith Corporation
MDP
| $104K | 0.06% |
+2,200
| New | +$102K |
2013 Q3
0 quarters
|
|
|
APOL
377
DELISTED
Apollo Education Group Inc Class A
APOL
| $104K | 0.06% |
5,028
-8,932
| -64% | -$173K |
2013 Q2
1 quarter
|
|
|
VVUS
378
DELISTED
Vivus Inc
VVUS
| $104K | 0.06% |
1,117
+227
| +26% | +$28.3K |
2013 Q2
1 quarter
|
|
|
PLCM
379
DELISTED
POLYCOM INC
PLCM
| $104K | 0.06% |
+9,600
| New | +$100K |
2013 Q3
0 quarters
|
|
380
DELISTED
SWIFT ENERGY CO (HOLDING COMPANY)
SFY
| $102K | 0.06% |
+9,000
| New | +$108K |
2013 Q3
0 quarters
|
|
381
DELISTED
GRAFTECH INTERNATIONAL LTD
GTI
| $102K | 0.06% |
+12,108
| New | +$93.8K |
2013 Q3
0 quarters
|
|
382
Gogo Inc
GOGO
$444M
| $101K | 0.06% |
+5,700
| New | +$74.6K |
2013 Q3
0 quarters
|
|
|
HLSS
383
DELISTED
HOME LN SERVICING SOLUTIONS LTD(CAYMAN ISLANDS)
HLSS
| $101K | 0.06% |
+4,600
| New | +$109K |
2013 Q3
0 quarters
|
|
|
PNY
384
DELISTED
PIEDMONT NATURAL GAS CO INC(NC
PNY
| $101K | 0.06% |
+3,100
| New | +$104K |
2013 Q3
0 quarters
|
|
385
Zebra Technologies
ZBRA
$15.3B
| $100K | 0.06% |
+2,200
| New | +$101K |
2013 Q3
0 quarters
|
|
386
Equity Lifestyle Properties
ELS
$12.1B
| $99K | 0.06% |
+5,800
| New | +$108K |
2013 Q3
0 quarters
|
|
387
International Flavors & Fragrances
IFF
$20.3B
| $98K | 0.06% |
+1,200
| New | +$97.2K |
2013 Q3
0 quarters
|
|
388
Telecom Argentina
TEO
$4.55B
| $98K | 0.06% |
+5,500
| New | +$97K |
2013 Q3
0 quarters
|
|
389
DELISTED
Splunk Inc
SPLK
| $97K | 0.06% |
1,628
-7,572
| -82% | -$403K |
2013 Q2
1 quarter
|
|
390
DELISTED
SUNEDISON, INC COM
SUNE
| $97K | 0.06% |
12,200
+7,813
| +178% | +$64.7K |
2013 Q2
1 quarter
|
|
391
American Tower
AMT
$88.9B
| $96K | 0.06% |
+1,300
| New | +$93.8K |
2013 Q3
0 quarters
|
|
392
Commerce Bancshares
CBSH
$7.89B
| $96K | 0.06% |
+4,148
| New | +$98.7K |
2013 Q3
0 quarters
|
|
393
Trane Technologies
TT
$91.5B
| $96K | 0.06% |
1,853
+727
| +65% | +$35.6K |
2013 Q2
1 quarter
|
|
394
Carlyle Group
CG
$14.1B
| $95K | 0.06% |
+3,700
| New | +$98.1K |
2013 Q3
0 quarters
|
|
395
Dana Inc
DAN
$2.39B
| $95K | 0.06% |
4,200
+1,000
| +31% | +$21.7K |
2013 Q2
1 quarter
|
|
|
NSM
396
DELISTED
Nationstar Mortgage Holdings
NSM
| $95K | 0.06% |
1,700
-2,900
| -63% | -$141K |
2013 Q2
1 quarter
|
|
|
YOKU
397
DELISTED
YOUKU TUDOU INC.(CAYMAN ISLS)
YOKU
| $95K | 0.06% |
+3,483
| New | +$79.8K |
2013 Q3
0 quarters
|
|
|
HK
398
DELISTED
Halcon Resources Corporation
HK
| $95K | 0.06% |
+125
| New | +$114K |
2013 Q3
0 quarters
|
|
399
DELISTED
M.D.C. Holdings, Inc.
MDC
| $94K | 0.06% |
4,393
-5,180
| -54% | -$114K |
2013 Q2
1 quarter
|
|
400
DELISTED
QUESTAR CORP
STR
| $94K | 0.06% |
4,200
+3,000
| +250% | +$69.2K |
2013 Q2
1 quarter
|
|
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.