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 | |
|---|---|---|---|---|---|---|---|
551
DELISTED
Elme Communities
ELME
| $42K | 0.03% |
+1,700
| New | +$44.2K |
2013 Q3
0 quarters
|
|
552
SLR Investment Corp
SLRC
$631M
| $42K | 0.03% |
+1,900
| New | +$42.9K |
2013 Q3
0 quarters
|
|
|
LVLT
553
DELISTED
Level 3 Communications Inc
LVLT
| $42K | 0.03% |
1,597
-7,408
| -82% | -$171K |
2013 Q2
1 quarter
|
|
|
WLT
554
DELISTED
WALTER ENERGY INC COM STK (DE)
WLT
| $42K | 0.03% |
3,000
-17,600
| -85% | -$224K |
2013 Q2
1 quarter
|
|
555
Advance Auto Parts
AAP
$2.76B
| $41K | 0.03% |
500
-382
| -43% | -$31.2K |
2013 Q2
1 quarter
|
|
556
Archrock
AROC
$4.67B
| $41K | 0.03% |
+1,500
| New | +$43.9K |
2013 Q3
0 quarters
|
|
557
Cinemark Holdings
CNK
$4.79B
| $41K | 0.03% |
+1,300
| New | +$39.1K |
2013 Q3
0 quarters
|
|
558
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
| $41K | 0.03% |
+7,500
| New | +$38.7K |
2013 Q3
0 quarters
|
|
559
Medical Properties Trust
MPT
$1.05B
| $41K | 0.03% |
+3,400
| New | +$45.4K |
2013 Q3
0 quarters
|
|
560
Sun Life Financial
SLF
$41B
| $41K | 0.03% |
1,300
+1,000
| +333% | +$31.8K |
2013 Q2
1 quarter
|
|
561
TETRA Technologies
TTI
$931M
| $41K | 0.03% |
+3,300
| New | +$37.7K |
2013 Q3
0 quarters
|
|
562
Avery Dennison
AVY
$14.2B
| $40K | 0.02% |
+922
| New | +$40.8K |
2013 Q3
0 quarters
|
|
563
Ezcorp Inc
EZPW
$1.74B
| $40K | 0.02% |
+2,400
| New | +$43K |
2013 Q3
0 quarters
|
|
564
Children's Place
PLCE
$4.41M
| $40K | 0.02% |
+700
| New | +$38.4K |
2013 Q3
0 quarters
|
|
|
MDCO
565
DELISTED
Medicines Co
MDCO
| $40K | 0.02% |
+1,200
| New | +$38.2K |
2013 Q3
0 quarters
|
|
|
HME
566
DELISTED
HOME PROPERTIES, INC
HME
| $40K | 0.02% |
+700
| New | +$42.9K |
2013 Q3
0 quarters
|
|
567
Itaú Unibanco
ITUB
$83.2B
| $39K | 0.02% |
7,683
-72,778
| -90% | -$341K |
2013 Q2
1 quarter
|
|
568
Alliant Energy
LNT
$19.1B
| $39K | 0.02% |
+1,600
| New | +$40.9K |
2013 Q3
0 quarters
|
|
569
Prestige Consumer Healthcare
PBH
$2.09B
| $39K | 0.02% |
+1,300
| New | +$42.5K |
2013 Q3
0 quarters
|
|
|
BPL
570
DELISTED
Buckeye Partners, L.P.
BPL
| $39K | 0.02% |
+600
| New | +$41.5K |
2013 Q3
0 quarters
|
|
|
CPLA
571
DELISTED
Capella Education Company
CPLA
| $39K | 0.02% |
+700
| New | +$36.1K |
2013 Q3
0 quarters
|
|
|
DLLR
572
DELISTED
DFC GLOBAL CORP COM STK (DE)
DLLR
| $39K | 0.02% |
+3,600
| New | +$49.2K |
2013 Q3
0 quarters
|
|
573
Hyatt Hotels
H
$17.8B
| $38K | 0.02% |
+900
| New | +$39.5K |
2013 Q3
0 quarters
|
|
|
MR
574
DELISTED
MINDRAY MED INTL LTD SPONSORED ADR REPSTG CL A
MR
| $38K | 0.02% |
1,000
-2,535
| -72% | -$102K |
2013 Q2
1 quarter
|
|
575
Capri Holdings
CPRI
$2.16B
| $37K | 0.02% |
+500
| New | +$34.9K |
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.