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 | |
|---|---|---|---|---|---|---|---|
|
KEG
426
DELISTED
KEY ENERGY SERVICES INC
KEG
| $82K | 0.05% |
+11,300
| New | +$82K |
2013 Q3
0 quarters
|
|
427
InterContinental Hotels
IHG
$26.2B
| $81K | 0.05% |
+1,959
| New | +$82.6K |
2013 Q3
0 quarters
|
|
428
MasTec
MTZ
$14.7B
| $81K | 0.05% |
+2,700
| New | +$88.7K |
2013 Q3
0 quarters
|
|
|
SREV
429
DELISTED
ServiceSource International, Inc.
SREV
| $81K | 0.05% |
+6,751
| New | +$79.8K |
2013 Q3
0 quarters
|
|
430
Lazard
LAZ
$4.34B
| $79K | 0.05% |
+2,200
| New | +$78.1K |
2013 Q3
0 quarters
|
|
431
Credicorp
BAP
$29.3B
| $77K | 0.05% |
+623
| New | +$74.2K |
2013 Q3
0 quarters
|
|
432
Healthpeak Properties
DOC
$13.8B
| $77K | 0.05% |
+2,086
| New | +$81.3K |
2013 Q3
0 quarters
|
|
433
L3Harris
LHX
$50.7B
| $77K | 0.05% |
1,300
-3,208
| -71% | -$179K |
2013 Q2
1 quarter
|
|
|
CHU
434
DELISTED
China Unicom (HONG KONG) Limited
CHU
| $77K | 0.05% |
+5,023
| New | +$75.2K |
2013 Q3
0 quarters
|
|
|
SSRI
435
DELISTED
Silver Standard Resources
SSRI
| $77K | 0.05% |
12,648
+10,218
| +420% | +$76.5K |
2013 Q2
1 quarter
|
|
436
BHP
BHP
$202B
| $76K | 0.05% |
1,358
-4,555
| -77% | -$248K |
2013 Q2
1 quarter
|
|
437
Diodes
DIOD
$4.02B
| $75K | 0.05% |
+3,100
| New | +$80.6K |
2013 Q3
0 quarters
|
|
438
Gartner
IT
$12.1B
| $75K | 0.05% |
+1,253
| New | +$73.8K |
2013 Q3
0 quarters
|
|
439
Lennox International
LII
$12B
| $75K | 0.05% |
+1,000
| New | +$70.6K |
2013 Q3
0 quarters
|
|
|
QLGC
440
DELISTED
QLOGIC CORP
QLGC
| $75K | 0.05% |
6,900
+5,800
| +527% | +$63.8K |
2013 Q2
1 quarter
|
|
|
CNVR
441
DELISTED
CONVERSANT INC COM STK (DE)
CNVR
| $75K | 0.05% |
+3,616
| New | +$82.1K |
2013 Q3
0 quarters
|
|
442
Strategic Education
STRA
$1.2B
| $74K | 0.05% |
+1,800
| New | +$80K |
2013 Q3
0 quarters
|
|
|
ETFC
443
DELISTED
E*Trade Financial Corporation
ETFC
| $74K | 0.05% |
+4,500
| New | +$67.1K |
2013 Q3
0 quarters
|
|
444
Aimco
AIV
$212M
| $72K | 0.04% |
+19,518
| New | +$75.8K |
2013 Q3
0 quarters
|
|
445
Cummins
CMI
$61.9B
| $72K | 0.04% |
543
-9,506
| -95% | -$1.17M |
2013 Q2
1 quarter
|
|
446
Edgewell Personal Care
EPC
$1.26B
| $72K | 0.04% |
1,079
-1,484
| -58% | -$110K |
2013 Q2
1 quarter
|
|
447
IAMGOLD
IAG
$9.8B
| $72K | 0.04% |
+15,300
| New | +$80.2K |
2013 Q3
0 quarters
|
|
448
McCormick & Company Non-Voting
MKC
$12.6B
| $71K | 0.04% |
+2,200
| New | +$77.1K |
2013 Q3
0 quarters
|
|
449
Canadian National Railway
CNI
$76.3B
| $70K | 0.04% |
+1,400
| New | +$69.1K |
2013 Q3
0 quarters
|
|
450
Lennar Class A
LEN
$19.9B
| $70K | 0.04% |
+2,101
| New | +$68.2K |
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.