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 | |
|---|---|---|---|---|---|---|---|
176
DaVita
DVA
$12B
| $267K | 0.17% |
+4,695
| New | +$269K |
2013 Q3
0 quarters
|
|
177
DELISTED
Triumph Group
TGI
| $266K | 0.16% |
3,800
+666
| +21% | +$51.4K |
2013 Q2
1 quarter
|
|
178
Cemex
CX
$15.5B
| $264K | 0.16% |
+27,726
| New | +$272K |
2013 Q3
0 quarters
|
|
|
WFT
179
DELISTED
Weatherford International plc
WFT
| $260K | 0.16% |
+17,000
| New | +$249K |
2013 Q3
0 quarters
|
|
180
Community Health Systems
CYH
$312M
| $259K | 0.16% |
+7,579
| New | +$269K |
2013 Q3
0 quarters
|
|
181
3D Systems Corp
DDD
$291M
| $259K | 0.16% |
4,813
-12,951
| -73% | -$641K |
2013 Q2
1 quarter
|
|
182
Piedmont Realty Trust
PDM
$1.23B
| $258K | 0.16% |
+14,900
| New | +$266K |
2013 Q3
0 quarters
|
|
183
Cadence Design Systems
CDNS
$87.8B
| $255K | 0.16% |
+18,917
| New | +$272K |
2013 Q3
0 quarters
|
|
184
Cleveland-Cliffs
CLF
$6.54B
| $254K | 0.16% |
12,400
+10,400
| +520% | +$214K |
2013 Q2
1 quarter
|
|
185
Camden Property Trust
CPT
$11.5B
| $251K | 0.16% |
+4,100
| New | +$276K |
2013 Q3
0 quarters
|
|
186
Abercrombie & Fitch
ANF
$6.35B
| $250K | 0.16% |
+7,082
| New | +$313K |
2013 Q3
0 quarters
|
|
187
Lam Research
LRCX
$251B
| $250K | 0.16% |
48,900
-63,100
| -56% | -$308K |
2013 Q2
1 quarter
|
|
|
CTXS
188
DELISTED
Citrix Systems Inc
CTXS
| $250K | 0.16% |
4,456
-3,958
| -47% | -$221K |
2013 Q2
1 quarter
|
|
|
CTRX
189
DELISTED
CATAMARAN CORP COM STK (CDA)
CTRX
| $249K | 0.15% |
5,427
-6,249
| -54% | -$330K |
2013 Q2
1 quarter
|
|
190
DELISTED
Guess Inc
GES
| $248K | 0.15% |
8,318
+5,718
| +220% | +$179K |
2013 Q2
1 quarter
|
|
|
LXP
191
DELISTED
LXP Industrial Trust
LXP
| $248K | 0.15% |
+4,420
| New | +$267K |
2013 Q3
0 quarters
|
|
192
DELISTED
Westar Energy Inc
WR
| $247K | 0.15% |
8,059
+6,221
| +338% | +$199K |
2013 Q2
1 quarter
|
|
193
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $244K | 0.15% |
+946
| New | +$242K |
2013 Q3
0 quarters
|
|
194
Manulife Financial
MFC
$71.4B
| $243K | 0.15% |
14,700
-1,000
| -6% | -$17.1K |
2013 Q2
1 quarter
|
|
195
Dillards
DDS
$9.41B
| $242K | 0.15% |
+3,100
| New | +$251K |
2013 Q3
0 quarters
|
|
|
DNY
196
DELISTED
DONNELLEY R R & SONS CO
DNY
| $242K | 0.15% |
15,366
+7,766
| +102% | +$122K |
2013 Q2
1 quarter
|
|
197
RH
RH
$2.48B
| $240K | 0.15% |
+3,800
| New | +$262K |
2013 Q3
0 quarters
|
|
|
RVBD
198
DELISTED
RIVERBED TECHNOLOGY, INC COM
RVBD
| $240K | 0.15% |
+16,471
| New | +$264K |
2013 Q3
0 quarters
|
|
199
Sunstone Hotel Investors
SHO
$2.33B
| $239K | 0.15% |
+18,800
| New | +$240K |
2013 Q3
0 quarters
|
|
200
Fifth Third Bancorp
FITB
$47.9B
| $238K | 0.15% |
+13,205
| New | +$248K |
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.