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 | |
|---|---|---|---|---|---|---|---|
576
TIM SA
TIMB
$9.28B
| $37K | 0.02% |
+1,600
| New | +$32.4K |
2013 Q3
0 quarters
|
|
577
Unisys
UIS
$215M
| $37K | 0.02% |
+1,500
| New | +$37.6K |
2013 Q3
0 quarters
|
|
|
TVTY
578
DELISTED
Tivity Health, Inc. Common Stock
TVTY
| $37K | 0.02% |
+2,000
| New | +$36.2K |
2013 Q3
0 quarters
|
|
579
Angi Inc
ANGI
$274M
| $36K | 0.02% |
+162
| New | +$37.7K |
2013 Q3
0 quarters
|
|
580
Booz Allen Hamilton
BAH
$10.3B
| $36K | 0.02% |
+1,900
| New | +$37.2K |
2013 Q3
0 quarters
|
|
581
NetEase
NTES
$78.2B
| $36K | 0.02% |
+2,500
| New | +$34.2K |
2013 Q3
0 quarters
|
|
582
Aetherion Technologies Inc. Common Shares
AETR
$35.1M
| $36K | 0.02% |
+150
| New | +$43.8K |
2013 Q3
0 quarters
|
|
|
AAWW
583
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
| $36K | 0.02% |
+800
| New | +$36.2K |
2013 Q3
0 quarters
|
|
584
Harley-Davidson
HOG
$3.43B
| $35K | 0.02% |
+551
| New | +$32.6K |
2013 Q3
0 quarters
|
|
585
ITT
ITT
$19.2B
| $35K | 0.02% |
+1,000
| New | +$33.3K |
2013 Q3
0 quarters
|
|
586
Grupo Aeroportuario del Pacifico
PAC
$14.3B
| $35K | 0.02% |
+700
| New | +$36.5K |
2013 Q3
0 quarters
|
|
587
DELISTED
PotlatchDeltic
PCH
| $35K | 0.02% |
+900
| New | +$37K |
2013 Q3
0 quarters
|
|
588
DELISTED
HCC INSURANCES HOLDINGS INC
HCC
| $35K | 0.02% |
+800
| New | +$35.3K |
2013 Q3
0 quarters
|
|
589
Hope Bancorp
HOPE
$1.68B
| $34K | 0.02% |
+2,500
| New | +$36K |
2013 Q3
0 quarters
|
|
590
Robert Half
RHI
$4.32B
| $34K | 0.02% |
888
-4,812
| -84% | -$177K |
2013 Q2
1 quarter
|
|
|
CHMT
591
DELISTED
Chemtura Corporation
CHMT
| $34K | 0.02% |
1,500
-600
| -29% | -$13.6K |
2013 Q2
1 quarter
|
|
592
First Bancorp
FBP
$3.92B
| $33K | 0.02% |
+5,916
| New | +$41.8K |
2013 Q3
0 quarters
|
|
593
Jinko Holdings Limited
JKS
$531M
| $33K | 0.02% |
+1,500
| New | +$22.2K |
2013 Q3
0 quarters
|
|
594
SFL Corp
SFL
$1.68B
| $33K | 0.02% |
+2,182
| New | +$34.1K |
2013 Q3
0 quarters
|
|
|
TRQ
595
DELISTED
Turquoise Hill Resources Ltd
TRQ
| $33K | 0.02% |
+987
| New | +$38.9K |
2013 Q3
0 quarters
|
|
596
Benchmark Electronics
BHE
$2.32B
| $32K | 0.02% |
+1,400
| New | +$31K |
2013 Q3
0 quarters
|
|
597
Vivmark Residential
VMRK
$50B
| $32K | 0.02% |
+600
| New | +$33.1K |
2013 Q3
0 quarters
|
|
|
WPX
598
DELISTED
WPX Energy, Inc.
WPX
| $32K | 0.02% |
1,667
-6,833
| -80% | -$131K |
2013 Q2
1 quarter
|
|
|
BGG
599
DELISTED
Briggs & Stratton Corp.
BGG
| $32K | 0.02% |
+1,600
| New | +$32.3K |
2013 Q3
0 quarters
|
|
600
Entergy
ETR
$53.5B
| $31K | 0.02% |
1,000
-16,190
| -94% | -$538K |
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.