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 | |
|---|---|---|---|---|---|---|---|
201
International Paper
IP
$18.3B
| $237K | 0.15% |
+5,675
| New | +$253K |
2013 Q3
0 quarters
|
|
|
GG
202
DELISTED
Goldcorp Inc
GG
| $236K | 0.15% |
+9,084
| New | +$251K |
2013 Q3
0 quarters
|
|
|
ANR
203
DELISTED
Alpha Natural Resources Inc
ANR
| $233K | 0.14% |
+39,200
| New | +$230K |
2013 Q3
0 quarters
|
|
204
DELISTED
EMC CORPORATION
EMC
| $232K | 0.14% |
+9,102
| New | +$236K |
2013 Q3
0 quarters
|
|
|
KSU
205
DELISTED
Kansas City Southern
KSU
| $231K | 0.14% |
2,115
-1,585
| -43% | -$174K |
2013 Q2
1 quarter
|
|
206
DELISTED
Diamond Offshore Drilling
DO
| $230K | 0.14% |
+3,700
| New | +$248K |
2013 Q3
0 quarters
|
|
207
Pan American Silver
PAAS
$17B
| $229K | 0.14% |
+21,759
| New | +$265K |
2013 Q3
0 quarters
|
|
|
AGU
208
DELISTED
Agrium
AGU
| $228K | 0.14% |
+2,724
| New | +$239K |
2013 Q3
0 quarters
|
|
209
DELISTED
INFORMATICA CORP
INFA
| $228K | 0.14% |
5,862
+3,221
| +122% | +$122K |
2013 Q2
1 quarter
|
|
210
RTX Corp
RTX
$256B
| $226K | 0.14% |
+3,337
| New | +$218K |
2013 Q3
0 quarters
|
|
|
NUAN
211
DELISTED
Nuance Communications, Inc.
NUAN
| $226K | 0.14% |
+14,008
| New | +$232K |
2013 Q3
0 quarters
|
|
|
VVC
212
DELISTED
Vectren Corporation
VVC
| $226K | 0.14% |
+6,800
| New | +$234K |
2013 Q3
0 quarters
|
|
|
ARO
213
DELISTED
Aeropostale Inc
ARO
| $226K | 0.14% |
+24,100
| New | +$286K |
2013 Q3
0 quarters
|
|
|
GDP
214
DELISTED
GOODRICH PETROLEUM CORP(NEW)
GDP
| $226K | 0.14% |
9,329
+8,529
| +1,066% | +$172K |
2013 Q2
1 quarter
|
|
215
Lockheed Martin
LMT
$131B
| $225K | 0.14% |
+1,768
| New | +$215K |
2013 Q3
0 quarters
|
|
216
Urban Outfitters
URBN
$7.26B
| $223K | 0.14% |
+6,089
| New | +$250K |
2013 Q3
0 quarters
|
|
217
Vale
VALE
$49.3B
| $223K | 0.14% |
+14,309
| New | +$212K |
2013 Q3
0 quarters
|
|
|
COL
218
DELISTED
Rockwell Collins
COL
| $223K | 0.14% |
3,300
+3,000
| +1,000% | +$212K |
2013 Q2
1 quarter
|
|
219
DELISTED
Southwestern Energy Company
SWN
| $220K | 0.14% |
+6,072
| New | +$230K |
2013 Q3
0 quarters
|
|
|
LLTC
220
DELISTED
Linear Technology Corp
LLTC
| $220K | 0.14% |
+5,571
| New | +$220K |
2013 Q3
0 quarters
|
|
221
Hancock Whitney
HWC
$5.73B
| $219K | 0.14% |
+7,000
| New | +$227K |
2013 Q3
0 quarters
|
|
222
Expedia Group
EXPE
$30.7B
| $218K | 0.14% |
4,227
+4,036
| +2,113% | +$216K |
2013 Q2
1 quarter
|
|
223
Charles River Laboratories
CRL
$16.2B
| $217K | 0.13% |
+4,700
| New | +$216K |
2013 Q3
0 quarters
|
|
|
VER
224
DELISTED
VEREIT, Inc.
VER
| $217K | 0.13% |
+3,560
| New | +$242K |
2013 Q3
0 quarters
|
|
|
AET
225
DELISTED
Aetna Inc
AET
| $217K | 0.13% |
+3,400
| New | +$218K |
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.