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 | |
|---|---|---|---|---|---|---|---|
601
Unifirst Corp
UNF
$4.26B
| $31K | 0.02% |
+300
| New | +$29.6K |
2013 Q3
0 quarters
|
|
|
UTIW
602
DELISTED
UTI WORLDWIDE INC
UTIW
| $31K | 0.02% |
+2,100
| New | +$34K |
2013 Q3
0 quarters
|
|
|
HUB.B
603
DELISTED
HUBBELL INC CL-B
HUB.B
| $31K | 0.02% |
+300
| New | +$31.5K |
2013 Q3
0 quarters
|
|
604
Equifax
EFX
$22B
| $30K | 0.02% |
+512
| New | +$31.5K |
2013 Q3
0 quarters
|
|
605
Stratasys
SSYS
$512M
| $30K | 0.02% |
+300
| New | +$29K |
2013 Q3
0 quarters
|
|
|
BPO
606
DELISTED
BROOKFIELD OFFICE PROPERTIES. INC
BPO
| $30K | 0.02% |
1,600
-4,200
| -72% | -$70.2K |
2013 Q2
1 quarter
|
|
607
Conagra Brands
CAG
$7.03B
| $29K | 0.02% |
+1,245
| New | +$33.6K |
2013 Q3
0 quarters
|
|
608
The GEO Group
GEO
$4.28B
| $29K | 0.02% |
+1,350
| New | +$30.2K |
2013 Q3
0 quarters
|
|
609
DELISTED
Interpublic Group of Companies
IPG
| $29K | 0.02% |
1,700
-42,736
| -96% | -$689K |
2013 Q2
1 quarter
|
|
610
Koppers
KOP
$586M
| $29K | 0.02% |
+700
| New | +$27.6K |
2013 Q3
0 quarters
|
|
611
Simpson Manufacturing
SSD
$8.03B
| $29K | 0.02% |
+900
| New | +$28.6K |
2013 Q3
0 quarters
|
|
|
FDO
612
DELISTED
FAMILY DOLLAR STORES
FDO
| $29K | 0.02% |
+414
| New | +$29.1K |
2013 Q3
0 quarters
|
|
|
THI
613
DELISTED
TIM HORTONS INC COM, CANADA
THI
| $29K | 0.02% |
+500
| New | +$28.4K |
2013 Q3
0 quarters
|
|
614
Bloomin' Brands
BLMN
$889M
| $28K | 0.02% |
+1,200
| New | +$28.7K |
2013 Q3
0 quarters
|
|
|
LPT
615
DELISTED
Liberty Property Trust
LPT
| $28K | 0.02% |
+800
| New | +$29.3K |
2013 Q3
0 quarters
|
|
616
DELISTED
Hornbeck Offshore Services, Inc.
HOS
| $28K | 0.02% |
+500
| New | +$28.2K |
2013 Q3
0 quarters
|
|
|
WP
617
DELISTED
Worldpay, Inc.
WP
| $28K | 0.02% |
+1,033
| New | +$28.2K |
2013 Q3
0 quarters
|
|
|
PPO
618
DELISTED
POLYPORE INTERNATIONAL, INC
PPO
| $28K | 0.02% |
+700
| New | +$29.8K |
2013 Q3
0 quarters
|
|
|
DCT
619
DELISTED
DCT Industrial Trust Inc.
DCT
| $28K | 0.02% |
+1,000
| New | +$29.1K |
2013 Q3
0 quarters
|
|
|
CY
620
DELISTED
Cypress Semiconductor
CY
| $28K | 0.02% |
+3,050
| New | +$35.6K |
2013 Q3
0 quarters
|
|
621
First Majestic Silver
AG
$6.73B
| $27K | 0.02% |
+2,291
| New | +$29.9K |
2013 Q3
0 quarters
|
|
622
Regal Rexnord
RRX
$11.7B
| $27K | 0.02% |
+400
| New | +$26.6K |
2013 Q3
0 quarters
|
|
|
ACOR
623
DELISTED
Acorda Therapeutics
ACOR
| $27K | 0.02% |
+7
| New | +$30.2K |
2013 Q3
0 quarters
|
|
624
DELISTED
REPUBLIC AWYS HLDGS INC
RJET
| $27K | 0.02% |
+2,300
| New | +$28.4K |
2013 Q3
0 quarters
|
|
|
FBR
625
DELISTED
Fibria Celulose Sa
FBR
| $26K | 0.02% |
+2,300
| New | +$26.5K |
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.