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 | |
|---|---|---|---|---|---|---|---|
|
BRCD
626
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
| $26K | 0.02% |
+3,300
| New | +$23.6K |
2013 Q3
0 quarters
|
|
627
DELISTED
Eagle Bulk Shipping Inc.
EGLE
| $26K | 0.02% |
+1
| New | +$11.2K |
2013 Q3
0 quarters
|
|
628
Broadridge
BR
$21.8B
| $25K | 0.02% |
+800
| New | +$23.8K |
2013 Q3
0 quarters
|
|
629
Fresenius Medical Care
FMS
$11.5B
| $25K | 0.02% |
+800
| New | +$26.1K |
2013 Q3
0 quarters
|
|
630
Valley National Bancorp
VLY
$7.92B
| $25K | 0.02% |
+2,600
| New | +$26.3K |
2013 Q3
0 quarters
|
|
631
DELISTED
American Equity Investment Life Holding Company
AEL
| $25K | 0.02% |
+1,204
| New | +$23K |
2013 Q3
0 quarters
|
|
|
HMSY
632
DELISTED
HMS Holdings Corp.
HMSY
| $25K | 0.02% |
+1,200
| New | +$29.3K |
2013 Q3
0 quarters
|
|
|
NRF
633
DELISTED
NorthStar Realty Finance Corp.
NRF
| $25K | 0.02% |
+1,426
| New | +$26K |
2013 Q3
0 quarters
|
|
|
OWW
634
DELISTED
ORBITZ WORLDWIDE, INC
OWW
| $25K | 0.02% |
+2,630
| New | +$25.9K |
2013 Q3
0 quarters
|
|
|
TWGP
635
DELISTED
TOWER GROUP INTL LTD COM STK (BERMUDA)
TWGP
| $25K | 0.02% |
+3,700
| New | +$62K |
2013 Q3
0 quarters
|
|
636
Mettler-Toledo International
MTD
$34.8B
| $24K | 0.01% |
+100
| New | +$22.5K |
2013 Q3
0 quarters
|
|
637
Apogee Enterprises
APOG
$1B
| $23K | 0.01% |
+800
| New | +$22.1K |
2013 Q3
0 quarters
|
|
|
XIN
638
DELISTED
Xinyuan Real Estate
XIN
| $23K | 0.01% |
+391
| New | +$21.1K |
2013 Q3
0 quarters
|
|
|
LNCE
639
DELISTED
Snyders-Lance, Inc.
LNCE
| $23K | 0.01% |
+800
| New | +$23.2K |
2013 Q3
0 quarters
|
|
|
ALJ
640
DELISTED
Alon USA Energy Inc
ALJ
| $23K | 0.01% |
+2,257
| New | +$27.9K |
2013 Q3
0 quarters
|
|
641
DELISTED
HERCULES OFFSHORE INC COM STK
HERO
| $23K | 0.01% |
+3,250
| New | +$23.7K |
2013 Q3
0 quarters
|
|
|
BBL
642
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
| $23K | 0.01% |
400
-1,440
| -78% | -$83.9K |
2013 Q2
1 quarter
|
|
643
CNA Financial
CNA
$13.1B
| $22K | 0.01% |
+600
| New | +$21.4K |
2013 Q3
0 quarters
|
|
644
Republic Services
RSG
$76B
| $22K | 0.01% |
+665
| New | +$22.6K |
2013 Q3
0 quarters
|
|
|
CTCM
645
DELISTED
CTC MEDIA INC COM STK
CTCM
| $22K | 0.01% |
+2,100
| New | +$23.8K |
2013 Q3
0 quarters
|
|
646
Agnico Eagle Mines
AEM
$94B
| $21K | 0.01% |
+800
| New | +$22.8K |
2013 Q3
0 quarters
|
|
647
Sun Communities
SUI
$14.1B
| $21K | 0.01% |
+500
| New | +$23.6K |
2013 Q3
0 quarters
|
|
648
Akamai
AKAM
$12.5B
| $20K | 0.01% |
400
-7,470
| -95% | -$352K |
2013 Q2
1 quarter
|
|
649
Apollo Global Management
APO
$72.6B
| $20K | 0.01% |
+720
| New | +$19.3K |
2013 Q3
0 quarters
|
|
650
BWX Technologies
BWXT
$11.5B
| $20K | 0.01% |
839
-140
| -14% | -$3.17K |
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.