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 | |
|---|---|---|---|---|---|---|---|
726
Entravision Communication
EVC
$858M
| $5K | ﹤0.01% |
+1,000
| New | +$5.79K |
2013 Q3
0 quarters
|
|
727
Phoenix New Media
FENG
$16.8M
| $5K | ﹤0.01% |
+83
| New | +$4.05K |
2013 Q3
0 quarters
|
|
728
Medifast
MED
$150M
| $5K | ﹤0.01% |
+200
| New | +$5.35K |
2013 Q3
0 quarters
|
|
729
Trustmark
TRMK
$2.63B
| $5K | ﹤0.01% |
+200
| New | +$5.23K |
2013 Q3
0 quarters
|
|
|
NM
730
DELISTED
Navios Maritime Holdings Inc.
NM
| $5K | ﹤0.01% |
+76
| New | +$4.72K |
2013 Q3
0 quarters
|
|
731
Radian Group
RDN
$4.62B
| $4K | ﹤0.01% |
300
-39,266
| -99% | -$524K |
2013 Q2
1 quarter
|
|
|
DANG
732
DELISTED
E-COMMERCE CHINA DANGDANG INC SPNSRD ADS REP COM CL A (CYM)
DANG
| $4K | ﹤0.01% |
443
-657
| -60% | -$5.81K |
2013 Q2
1 quarter
|
|
|
MILL
733
DELISTED
MILLER ENERGY RESOURCES, INC COM STK
MILL
| $4K | ﹤0.01% |
+600
| New | +$3.34K |
2013 Q3
0 quarters
|
|
734
BGC Group
BGC
$5.13B
| $3K | ﹤0.01% |
+933
| New | +$3.58K |
2013 Q3
0 quarters
|
|
|
UNXL
735
DELISTED
Uni-Pixel, Inc.
UNXL
| $3K | ﹤0.01% |
+180
| New | +$2.87K |
2013 Q3
0 quarters
|
|
|
HPY
736
DELISTED
HEARTLAND PAYMENT SYSTEMS, INC. COM STK
HPY
| $3K | ﹤0.01% |
+100
| New | +$3.85K |
2013 Q3
0 quarters
|
|
|
HSP
737
DELISTED
HOSPIRA INC
HSP
| $3K | ﹤0.01% |
+100
| New | +$3.99K |
2013 Q3
0 quarters
|
|
|
SGY
738
DELISTED
Stone Energy
SGY
| $3K | ﹤0.01% |
+2
| New | +$3.12K |
2013 Q3
0 quarters
|
|
739
Nordic American Tanker
NAT
$1.38B
| $2K | ﹤0.01% |
340
+33
| +11% | +$275 |
2013 Q2
1 quarter
|
|
740
DELISTED
Taylor Morrison
TMHC
| $2K | ﹤0.01% |
+120
| New | +$2.71K |
2013 Q3
0 quarters
|
|
741
DELISTED
Webster Financial
WBS
| $2K | ﹤0.01% |
+100
| New | +$2.66K |
2013 Q3
0 quarters
|
|
742
DELISTED
Meridian Bioscience Inc
VIVO
| $2K | ﹤0.01% |
+100
| New | +$2.34K |
2013 Q3
0 quarters
|
|
|
CLR
743
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $2K | ﹤0.01% |
+40
| New | +$1.92K |
2013 Q3
0 quarters
|
|
|
CRZO
744
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $2K | ﹤0.01% |
57
-1,706
| -97% | -$56.7K |
2013 Q2
1 quarter
|
|
|
MXWL
745
DELISTED
Maxwell Technologies Inc
MXWL
| $2K | ﹤0.01% |
+300
| New | +$2.6K |
2013 Q3
0 quarters
|
|
|
ISIL
746
DELISTED
Intersil Corp
ISIL
| $2K | ﹤0.01% |
+200
| New | +$2K |
2013 Q3
0 quarters
|
|
|
RAS
747
DELISTED
RAIT Financial Trust
RAS
| $2K | ﹤0.01% |
+400
| New | +$2.84K |
2013 Q3
0 quarters
|
|
748
Globus Medical
GMED
$10.1B
| $1K | ﹤0.01% |
+100
| New | +$1.73K |
2013 Q3
0 quarters
|
|
|
EJ
749
DELISTED
E HOUSE (CHINA) HOLDINGS LIMITED
EJ
| $1K | ﹤0.01% |
+215
| New | +$1.24K |
2013 Q3
0 quarters
|
|
|
NTI
750
DELISTED
NORTHERN TIER ENERGY LP CLASS A
NTI
| $1K | ﹤0.01% |
+100
| New | +$2.22K |
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.