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 | |
|---|---|---|---|---|---|---|---|
701
Ternium
TX
$9.9B
| $9K | 0.01% |
+400
| New | +$9.47K |
2013 Q3
0 quarters
|
|
702
Onity Group
ONIT
$228M
| $9K | 0.01% |
12
-845
| -99% | -$638K |
2013 Q2
1 quarter
|
|
|
CAJ
703
DELISTED
Canon, Inc.
CAJ
| $9K | 0.01% |
+300
| New | +$9.6K |
2013 Q3
0 quarters
|
|
|
AVG
704
DELISTED
AVG Technologies N.V.
AVG
| $9K | 0.01% |
+400
| New | +$8.91K |
2013 Q3
0 quarters
|
|
705
DELISTED
ITT EDUCATIONAL SERVICES INC
ESI
| $9K | 0.01% |
300
-700
| -70% | -$19.7K |
2013 Q2
1 quarter
|
|
|
HTS
706
DELISTED
HATTERAS FINANCIAL CORP
HTS
| $9K | 0.01% |
+500
| New | +$10.1K |
2013 Q3
0 quarters
|
|
707
DELISTED
Healthcare Realty Trust Incorporated
HR
| $9K | 0.01% |
+400
| New | +$9.7K |
2013 Q3
0 quarters
|
|
708
MGIC Investment
MTG
$5.52B
| $8K | 0.01% |
+1,200
| New | +$8.52K |
2013 Q3
0 quarters
|
|
709
Ralph Lauren
RL
$23.1B
| $8K | 0.01% |
49
-551
| -92% | -$95.6K |
2013 Q2
1 quarter
|
|
|
FOE
710
DELISTED
Ferro Corporation
FOE
| $8K | 0.01% |
+900
| New | +$6.71K |
2013 Q3
0 quarters
|
|
|
LMNX
711
DELISTED
Luminex Corp
LMNX
| $8K | 0.01% |
+400
| New | +$8.5K |
2013 Q3
0 quarters
|
|
|
SYT
712
DELISTED
Syngenta Ag
SYT
| $8K | 0.01% |
+100
| New | +$8.02K |
2013 Q3
0 quarters
|
|
713
CEMIG Preferred Shares
CIG
$5.26B
| $7K | ﹤0.01% |
+2,309
| New | +$7.84K |
2013 Q3
0 quarters
|
|
714
ING
ING
$93.7B
| $7K | ﹤0.01% |
700
-600
| -46% | -$6.47K |
2013 Q2
1 quarter
|
|
715
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
| $7K | ﹤0.01% |
+500
| New | +$7.02K |
2013 Q3
0 quarters
|
|
|
PKD
716
DELISTED
Parker Drilling Company
PKD
| $7K | ﹤0.01% |
+87
| New | +$7.59K |
2013 Q3
0 quarters
|
|
|
IOC
717
DELISTED
Interoil Corporation
IOC
| $7K | ﹤0.01% |
100
-630
| -86% | -$47K |
2013 Q2
1 quarter
|
|
718
Clorox
CLX
$13.1B
| $6K | ﹤0.01% |
75
-1,058
| -93% | -$89.3K |
2013 Q2
1 quarter
|
|
719
Precision Drilling
PDS
$1.2B
| $6K | ﹤0.01% |
31
-422
| -93% | -$83.7K |
2013 Q2
1 quarter
|
|
|
WCG
720
DELISTED
Wellcare Health Plans, Inc.
WCG
| $6K | ﹤0.01% |
+100
| New | +$6.4K |
2013 Q3
0 quarters
|
|
|
JASO
721
DELISTED
JA Solar Holdings, Co., Ltd
JASO
| $6K | ﹤0.01% |
+600
| New | +$5.08K |
2013 Q3
0 quarters
|
|
|
RT
722
DELISTED
Ruby Tuesday Georgia
RT
| $6K | ﹤0.01% |
+900
| New | +$7.18K |
2013 Q3
0 quarters
|
|
|
KFN
723
DELISTED
KKR FINANCIAL HOLDINGS LLC COM
KFN
| $6K | ﹤0.01% |
+600
| New | +$6.28K |
2013 Q3
0 quarters
|
|
|
ICA
724
DELISTED
EMPRESAS ICA, S.A. DE C.V. ADS (EA REPTG 4 ORD PART CERT)
ICA
| $6K | ﹤0.01% |
+818
| New | +$6.85K |
2013 Q3
0 quarters
|
|
725
Acco Brands
ACCO
$494M
| $5K | ﹤0.01% |
900
-2,900
| -76% | -$19.9K |
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.