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 | |
|---|---|---|---|---|---|---|---|
451
Matador Resources
MTDR
$6.62B
| $70K | 0.04% |
+4,300
| New | +$63.9K |
2013 Q3
0 quarters
|
|
452
Northwest Bancshares
NWBI
$2.22B
| $70K | 0.04% |
+5,300
| New | +$73K |
2013 Q3
0 quarters
|
|
453
Sumitomo Mitsui Financial Group, Inc American Depositary Shares (each representing 1.2 shares of Common Stock)
SMFG
$155B
| $70K | 0.04% |
+7,200
| New | +$68.3K |
2013 Q3
0 quarters
|
|
454
DELISTED
Stericycle Inc
SRCL
| $69K | 0.04% |
+600
| New | +$69.2K |
2013 Q3
0 quarters
|
|
|
RDC
455
DELISTED
Rowan Companies Plc
RDC
| $69K | 0.04% |
+1,900
| New | +$68.3K |
2013 Q3
0 quarters
|
|
456
Zumiez
ZUMZ
$215M
| $68K | 0.04% |
+2,500
| New | +$70K |
2013 Q3
0 quarters
|
|
457
Revvity
RVTY
$17.2B
| $67K | 0.04% |
+1,800
| New | +$64.6K |
2013 Q3
0 quarters
|
|
458
Telephone and Data Systems
TDS
$3.43B
| $67K | 0.04% |
+2,300
| New | +$63.2K |
2013 Q3
0 quarters
|
|
|
OVTI
459
DELISTED
OMNIVISION TECHNOLOGIES INC
OVTI
| $67K | 0.04% |
+4,385
| New | +$72.8K |
2013 Q3
0 quarters
|
|
460
Sonoco
SON
$4.84B
| $66K | 0.04% |
+1,700
| New | +$64.6K |
2013 Q3
0 quarters
|
|
|
ESC
461
DELISTED
EMERITUS CORP
ESC
| $66K | 0.04% |
+3,600
| New | +$80.9K |
2013 Q3
0 quarters
|
|
462
Cencora
COR
$68.5B
| $65K | 0.04% |
1,074
-1,939
| -64% | -$113K |
2013 Q2
1 quarter
|
|
463
DELISTED
Six Flags Entertainment Corp.
SIX
| $65K | 0.04% |
+1,938
| New | +$68.6K |
2013 Q3
0 quarters
|
|
|
NATI
464
DELISTED
National Instruments Corp
NATI
| $64K | 0.04% |
+2,100
| New | +$61K |
2013 Q3
0 quarters
|
|
465
DELISTED
Investment Technology Group Inc
ITG
| $64K | 0.04% |
+4,100
| New | +$64.9K |
2013 Q3
0 quarters
|
|
|
BYI
466
DELISTED
BALLY TECHNOLOGIES, INC.
BYI
| $64K | 0.04% |
+900
| New | +$63.4K |
2013 Q3
0 quarters
|
|
|
MCRS
467
DELISTED
MICROS SYSTEMS INC
MCRS
| $64K | 0.04% |
+1,300
| New | +$63K |
2013 Q3
0 quarters
|
|
468
KBR
KBR
$4.49B
| $63K | 0.04% |
1,946
-6,239
| -76% | -$198K |
2013 Q2
1 quarter
|
|
|
PNRA
469
DELISTED
Panera Bread Co
PNRA
| $63K | 0.04% |
+400
| New | +$69.5K |
2013 Q3
0 quarters
|
|
470
Alaska Air
ALK
$4.34B
| $62K | 0.04% |
+2,000
| New | +$59.7K |
2013 Q3
0 quarters
|
|
471
Matsons
MATX
$6.18B
| $62K | 0.04% |
+2,400
| New | +$66.4K |
2013 Q3
0 quarters
|
|
472
Semtech
SMTC
$10.7B
| $62K | 0.04% |
+2,100
| New | +$66.2K |
2013 Q3
0 quarters
|
|
|
EOCC
473
DELISTED
Enel Generacion Chile S.A.
EOCC
| $62K | 0.04% |
+2,168
| New | +$62.2K |
2013 Q3
0 quarters
|
|
|
XCO
474
DELISTED
Exco Resources
XCO
| $62K | 0.04% |
+623
| New | +$71.6K |
2013 Q3
0 quarters
|
|
|
MRH
475
DELISTED
MONTPELIER RE HOLDINGS LTD
MRH
| $62K | 0.04% |
+2,400
| New | +$62.3K |
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.