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 | |
|---|---|---|---|---|---|---|---|
151
Brown & Brown
BRO
$24.7B
| $298K | 0.18% |
18,600
+16,288
| +704% | +$266K |
2013 Q2
1 quarter
|
|
152
American Electric Power
AEP
$69B
| $295K | 0.18% |
6,806
+4,927
| +262% | +$219K |
2013 Q2
1 quarter
|
|
153
Cigna
CI
$79.7B
| $295K | 0.18% |
+3,848
| New | +$300K |
2013 Q3
0 quarters
|
|
154
Stryker
SYK
$128B
| $294K | 0.18% |
4,354
-2,646
| -38% | -$183K |
2013 Q2
1 quarter
|
|
155
T. Rowe Price
TROW
$24B
| $292K | 0.18% |
4,066
-1,982
| -33% | -$147K |
2013 Q2
1 quarter
|
|
156
CVS Health
CVS
$104B
| $290K | 0.18% |
+5,125
| New | +$305K |
2013 Q3
0 quarters
|
|
157
DELISTED
Noble Corporation
NE
| $290K | 0.18% |
+8,801
| New | +$299K |
2013 Q3
0 quarters
|
|
158
Under Armour
UAA
$2.39B
| $287K | 0.18% |
+14,452
| New | +$255K |
2013 Q3
0 quarters
|
|
|
SUSQ
159
DELISTED
SUSQUEHANNA BANCSHARES INC
SUSQ
| $287K | 0.18% |
+22,900
| New | +$302K |
2013 Q3
0 quarters
|
|
160
ArcelorMittal
MT
$45.4B
| $284K | 0.18% |
9,097
+6,473
| +247% | +$194K |
2013 Q2
1 quarter
|
|
161
Polaris
PII
$3.85B
| $284K | 0.18% |
2,200
-2,617
| -54% | -$294K |
2013 Q2
1 quarter
|
|
162
DELISTED
ARM HOLDINGS PLC ADS
ARMH
| $283K | 0.18% |
+5,900
| New | +$249K |
2013 Q3
0 quarters
|
|
|
ENDP
163
DELISTED
Endo International plc
ENDP
| $281K | 0.17% |
6,201
-3,923
| -39% | -$158K |
2013 Q2
1 quarter
|
|
164
The Gap Inc
GAP
$7.87B
| $280K | 0.17% |
6,962
-14,758
| -68% | -$637K |
2013 Q2
1 quarter
|
|
165
DELISTED
Valspar
VAL
| $279K | 0.17% |
+4,400
| New | +$288K |
2013 Q3
0 quarters
|
|
166
Emerson Electric
EMR
$90.7B
| $278K | 0.17% |
4,300
-13,771
| -76% | -$842K |
2013 Q2
1 quarter
|
|
|
RAI
167
DELISTED
Reynolds American Inc
RAI
| $278K | 0.17% |
+11,400
| New | +$283K |
2013 Q3
0 quarters
|
|
|
SCTY
168
DELISTED
SolarCity Corporation
SCTY
| $278K | 0.17% |
+8,053
| New | +$302K |
2013 Q3
0 quarters
|
|
169
Eastman Chemical
EMN
$7.51B
| $274K | 0.17% |
3,527
-5,520
| -61% | -$425K |
2013 Q2
1 quarter
|
|
|
MON
170
DELISTED
Monsanto Co
MON
| $273K | 0.17% |
+2,621
| New | +$263K |
2013 Q3
0 quarters
|
|
171
Monster Beverage
MNST
$93.7B
| $271K | 0.17% |
+62,268
| New | +$307K |
2013 Q3
0 quarters
|
|
|
XLNX
172
DELISTED
Xilinx Inc
XLNX
| $270K | 0.17% |
5,762
+5,035
| +693% | +$226K |
2013 Q2
1 quarter
|
|
173
D.R. Horton
DHI
$42.8B
| $268K | 0.17% |
13,805
-1,495
| -10% | -$29.6K |
2013 Q2
1 quarter
|
|
|
QEP
174
DELISTED
QEP RESOURCES, INC.
QEP
| $268K | 0.17% |
+9,700
| New | +$280K |
2013 Q3
0 quarters
|
|
|
COV
175
DELISTED
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
| $268K | 0.17% |
+4,400
| New | +$268K |
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.