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 | |
|---|---|---|---|---|---|---|---|
651
Live Nation Entertainment
LYV
$42.5B
| $20K | 0.01% |
+1,100
| New | +$18.7K |
2013 Q3
0 quarters
|
|
|
KATE
652
DELISTED
Kate Spade & Company
KATE
| $20K | 0.01% |
800
-2,896
| -78% | -$70.6K |
2013 Q2
1 quarter
|
|
|
IPCM
653
DELISTED
IPC HEALTHCARE INC COM DTD
IPCM
| $20K | 0.01% |
+400
| New | +$20.7K |
2013 Q3
0 quarters
|
|
654
Alnylam Pharmaceuticals
ALNY
$21B
| $19K | 0.01% |
+300
| New | +$15K |
2013 Q3
0 quarters
|
|
|
TECD
655
DELISTED
Tech Data Corp
TECD
| $19K | 0.01% |
+400
| New | +$20.1K |
2013 Q3
0 quarters
|
|
656
DELISTED
Newfield Exploration
NFX
| $19K | 0.01% |
+700
| New | +$17.5K |
2013 Q3
0 quarters
|
|
|
ELNK
657
DELISTED
EarthLink Holdings Corp.
ELNK
| $19K | 0.01% |
+3,900
| New | +$21.8K |
2013 Q3
0 quarters
|
|
658
DELISTED
DIGITAL RIVER INC.
DRIV
| $19K | 0.01% |
+1,100
| New | +$19.9K |
2013 Q3
0 quarters
|
|
659
DELISTED
GOVERNOR-BK OF IRELND ADS NEW
IRE
| $19K | 0.01% |
1,700
| – | – |
2013 Q2
1 quarter
|
|
660
OGE Energy
OGE
$10.6B
| $18K | 0.01% |
+500
| New | +$18.1K |
2013 Q3
0 quarters
|
|
661
Korn Ferry
KFY
$4.24B
| $17K | 0.01% |
+800
| New | +$15.8K |
2013 Q3
0 quarters
|
|
662
Range Resources
RRC
$12B
| $17K | 0.01% |
230
-9,388
| -98% | -$733K |
2013 Q2
1 quarter
|
|
663
Aegon
AEG
$12.5B
| $16K | 0.01% |
3,241
+2,946
| +999% | +$15K |
2013 Q2
1 quarter
|
|
664
Novo Nordisk
NVO
$179B
| $16K | 0.01% |
+1,000
| New | +$16.8K |
2013 Q3
0 quarters
|
|
665
Woodward
WWD
$19.6B
| $16K | 0.01% |
+400
| New | +$16.4K |
2013 Q3
0 quarters
|
|
|
UMPQ
666
DELISTED
Umpqua Holdings Corp
UMPQ
| $16K | 0.01% |
1,000
-4,376
| -81% | -$72.2K |
2013 Q2
1 quarter
|
|
|
PHH
667
DELISTED
PHH Corporation
PHH
| $16K | 0.01% |
700
-1,650
| -70% | -$36.6K |
2013 Q2
1 quarter
|
|
|
HNR
668
DELISTED
Harvest Natural Resources
HNR
| $16K | 0.01% |
+782
| New | +$14.2K |
2013 Q3
0 quarters
|
|
669
Franklin Electric
FELE
$4.31B
| $15K | 0.01% |
+400
| New | +$15.1K |
2013 Q3
0 quarters
|
|
670
Ionis Pharmaceuticals
IONS
$4.55B
| $15K | 0.01% |
+400
| New | +$11.9K |
2013 Q3
0 quarters
|
|
671
United Therapeutics
UTHR
$25.3B
| $15K | 0.01% |
+200
| New | +$14.6K |
2013 Q3
0 quarters
|
|
|
DS
672
DELISTED
Drive Shack Inc.
DS
| $15K | 0.01% |
+3,096
| New | +$15.7K |
2013 Q3
0 quarters
|
|
673
DELISTED
Eaton Vance Corp.
EV
| $15K | 0.01% |
400
-3,400
| -89% | -$135K |
2013 Q2
1 quarter
|
|
|
CCMP
674
DELISTED
CMC Materials, Inc. Common Stock
CCMP
| $15K | 0.01% |
+400
| New | +$14.8K |
2013 Q3
0 quarters
|
|
|
ALR
675
DELISTED
Alere Inc
ALR
| $15K | 0.01% |
+500
| New | +$15.2K |
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.