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 | |
|---|---|---|---|---|---|---|---|
676
Lamar Advertising Co
LAMR
$16.1B
| $14K | 0.01% |
+300
| New | +$13.2K |
2013 Q3
0 quarters
|
|
|
EPL
677
DELISTED
EPL OIL & GAS, INC COMMON STK
EPL
| $14K | 0.01% |
+400
| New | +$13.4K |
2013 Q3
0 quarters
|
|
678
ICU Medical
ICUI
$4.55B
| $13K | 0.01% |
+200
| New | +$14.3K |
2013 Q3
0 quarters
|
|
|
VSI
679
DELISTED
Vitamin Shoppe Inc.
VSI
| $13K | 0.01% |
+300
| New | +$13.3K |
2013 Q3
0 quarters
|
|
|
SIRO
680
DELISTED
SIRONA DENTAL SYSTEMS INC COM STK
SIRO
| $13K | 0.01% |
+200
| New | +$13.5K |
2013 Q3
0 quarters
|
|
681
Aecom
ACM
$9.04B
| $12K | 0.01% |
+400
| New | +$12.5K |
2013 Q3
0 quarters
|
|
682
Ares Capital
ARCC
$14B
| $12K | 0.01% |
723
+323
| +81% | +$5.66K |
2013 Q2
1 quarter
|
|
683
DELISTED
The ExOne Company
XONE
| $12K | 0.01% |
+300
| New | +$18.8K |
2013 Q3
0 quarters
|
|
|
RFMD
684
DELISTED
RF MICRO DEVICES INC
RFMD
| $12K | 0.01% |
2,300
-100
| -4% | -$526 |
2013 Q2
1 quarter
|
|
685
Century Aluminum
CENX
$3.63B
| $11K | 0.01% |
1,400
-2,657
| -65% | -$23.5K |
2013 Q2
1 quarter
|
|
686
Genpact
G
$7.12B
| $11K | 0.01% |
600
-4,344
| -88% | -$86.5K |
2013 Q2
1 quarter
|
|
687
New York Times
NYT
$11.5B
| $11K | 0.01% |
+900
| New | +$10.7K |
2013 Q3
0 quarters
|
|
|
RDEN
688
DELISTED
ELIZABETH ARDEN INC
RDEN
| $11K | 0.01% |
+300
| New | +$11.8K |
2013 Q3
0 quarters
|
|
689
DELISTED
IHS INC CL-A COM STK
IHS
| $11K | 0.01% |
100
-2,300
| -96% | -$253K |
2013 Q2
1 quarter
|
|
690
American International
AIG
$41.3B
| $10K | 0.01% |
+224
| New | +$10.6K |
2013 Q3
0 quarters
|
|
691
Dollar Tree
DLTR
$25.7B
| $10K | 0.01% |
+177
| New | +$9.6K |
2013 Q3
0 quarters
|
|
692
Gold Fields
GFI
$33.8B
| $10K | 0.01% |
2,200
+1,500
| +214% | +$8.04K |
2013 Q2
1 quarter
|
|
693
Strategy Inc
MSTR
$51.2B
| $10K | 0.01% |
+1,000
| New | +$9.7K |
2013 Q3
0 quarters
|
|
694
Northern Trust
NTRS
$32.2B
| $10K | 0.01% |
200
-10,000
| -98% | -$574K |
2013 Q2
1 quarter
|
|
|
SCU
695
DELISTED
Sculptor Capital Management, Inc. Class A Common Stock
SCU
| $10K | 0.01% |
92
-326
| -78% | -$35.9K |
2013 Q2
1 quarter
|
|
|
ATHN
696
DELISTED
Athenahealth, Inc.
ATHN
| $10K | 0.01% |
+100
| New | +$10.8K |
2013 Q3
0 quarters
|
|
|
RAX
697
DELISTED
Rackspace Hosting Inc
RAX
| $10K | 0.01% |
+200
| New | +$9.24K |
2013 Q3
0 quarters
|
|
|
CYBX
698
DELISTED
CYBERONICS INC
CYBX
| $10K | 0.01% |
+200
| New | +$10.5K |
2013 Q3
0 quarters
|
|
699
Ashland
ASH
$3.52B
| $9K | 0.01% |
204
-8,994
| -98% | -$388K |
2013 Q2
1 quarter
|
|
700
Texas Capital Bancshares, Inc. Common Stock, par value $0.01 per share
TXCP
$4.34B
| $9K | 0.01% |
+200
| New | +$9.2K |
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.