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 | |
|---|---|---|---|---|---|---|---|
126
Assured Guaranty
AGO
$3.23B
| $341K | 0.21% |
18,213
+9,657
| +113% | +$204K |
2013 Q2
1 quarter
|
|
127
Canadian Natural Resources
CNQ
$98.8B
| $341K | 0.21% |
22,448
-10,014
| -31% | -$150K |
2013 Q2
1 quarter
|
|
128
SAP
SAP
$269B
| $339K | 0.21% |
+4,589
| New | +$339K |
2013 Q3
0 quarters
|
|
129
Church & Dwight Co
CHD
$25.8B
| $338K | 0.21% |
+11,262
| New | +$347K |
2013 Q3
0 quarters
|
|
130
Marsh
MRSH
$97.4B
| $335K | 0.21% |
7,700
-10,270
| -57% | -$432K |
2013 Q2
1 quarter
|
|
131
Brightstar Lottery PLC
BRSL
$1.79B
| $331K | 0.21% |
+17,513
| New | +$334K |
2013 Q3
0 quarters
|
|
132
America Movil
AMX
$76.8B
| $330K | 0.2% |
+16,700
| New | +$344K |
2013 Q3
0 quarters
|
|
|
UPL
133
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
| $329K | 0.2% |
15,998
+4,714
| +42% | +$99.2K |
2013 Q2
1 quarter
|
|
|
AHL
134
DELISTED
ASPEN Insurance Holding Limited
AHL
| $326K | 0.2% |
9,000
+8,884
| +7,659% | +$327K |
2013 Q2
1 quarter
|
|
135
GSK
GSK
$101B
| $324K | 0.2% |
+5,182
| New | +$334K |
2013 Q3
0 quarters
|
|
136
Lear
LEA
$5.31B
| $322K | 0.2% |
+4,500
| New | +$310K |
2013 Q3
0 quarters
|
|
|
CIE
137
DELISTED
Cobalt International Energy, Inc
CIE
| $322K | 0.2% |
+865
| New | +$350K |
2013 Q3
0 quarters
|
|
138
DELISTED
SunPower Corporation Common Stock
SPWR
| $320K | 0.2% |
+18,726
| New | +$292K |
2013 Q3
0 quarters
|
|
|
FRX
139
DELISTED
FOREST LABORATORIES INC
FRX
| $318K | 0.2% |
+7,445
| New | +$323K |
2013 Q3
0 quarters
|
|
140
Southern Copper
SCCO
$143B
| $317K | 0.2% |
12,842
+6,995
| +120% | +$177K |
2013 Q2
1 quarter
|
|
|
RTN
141
DELISTED
Raytheon Company
RTN
| $315K | 0.2% |
4,100
-13,081
| -76% | -$971K |
2013 Q2
1 quarter
|
|
142
Lincoln National
LNC
$7.63B
| $314K | 0.19% |
7,500
+1,994
| +36% | +$84.2K |
2013 Q2
1 quarter
|
|
143
VeriSign
VRSN
$27.7B
| $313K | 0.19% |
+6,169
| New | +$298K |
2013 Q3
0 quarters
|
|
144
Mattel
MAT
$4.39B
| $309K | 0.19% |
+7,400
| New | +$317K |
2013 Q3
0 quarters
|
|
145
Hasbro
HAS
$16.6B
| $307K | 0.19% |
+6,517
| New | +$304K |
2013 Q3
0 quarters
|
|
146
Iron Mountain
IRM
$31.7B
| $305K | 0.19% |
+12,227
| New | +$311K |
2013 Q3
0 quarters
|
|
147
Public Storage
PSA
$63.1B
| $305K | 0.19% |
+1,900
| New | +$301K |
2013 Q3
0 quarters
|
|
|
NAV
148
DELISTED
Navistar International
NAV
| $304K | 0.19% |
+8,338
| New | +$284K |
2013 Q3
0 quarters
|
|
149
Starbucks
SBUX
$120B
| $300K | 0.19% |
7,800
-43,842
| -85% | -$1.58M |
2013 Q2
1 quarter
|
|
150
DELISTED
Spirit AeroSystems
SPR
| $299K | 0.19% |
12,354
+9,819
| +387% | +$234K |
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.