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 | |
|---|---|---|---|---|---|---|---|
401
Cirrus Logic
CRUS
$5.99B
| $92K | 0.06% |
+4,100
| New | +$84.7K |
2013 Q3
0 quarters
|
|
402
Palo Alto Networks
PANW
$264B
| $92K | 0.06% |
12,156
-29,844
| -71% | -$235K |
2013 Q2
1 quarter
|
|
|
BCR
403
DELISTED
CR Bard Inc.
BCR
| $92K | 0.06% |
800
-3,094
| -79% | -$355K |
2013 Q2
1 quarter
|
|
404
DELISTED
Randgold Resources Ltd
GOLD
| $92K | 0.06% |
1,319
-1,162
| -47% | -$83.2K |
2013 Q2
1 quarter
|
|
405
Groupon
GRPN
$496M
| $91K | 0.06% |
+410
| New | +$81.7K |
2013 Q3
0 quarters
|
|
406
Hovnanian Enterprises
HOV
$561M
| $91K | 0.06% |
699
-1,143
| -62% | -$153K |
2013 Q2
1 quarter
|
|
407
Wendy's
WEN
$1.58B
| $91K | 0.06% |
10,760
-7,040
| -40% | -$52.8K |
2013 Q2
1 quarter
|
|
|
LGF
408
DELISTED
Lions Gate Entertainment
LGF
| $91K | 0.06% |
2,600
-2,199
| -46% | -$74.6K |
2013 Q2
1 quarter
|
|
409
Analog Devices
ADI
$193B
| $90K | 0.06% |
+1,919
| New | +$91.8K |
2013 Q3
0 quarters
|
|
410
MKS Inc
MKSI
$14.6B
| $90K | 0.06% |
+3,400
| New | +$90.8K |
2013 Q3
0 quarters
|
|
|
JNY
411
DELISTED
JONES GROUP INC COM STK (PA)
JNY
| $90K | 0.06% |
+6,014
| New | +$94.4K |
2013 Q3
0 quarters
|
|
412
Rayonier
RYN
$6.34B
| $89K | 0.06% |
+2,361
| New | +$90.5K |
2013 Q3
0 quarters
|
|
|
HNT
413
DELISTED
HEALTH NET INC
HNT
| $89K | 0.06% |
+2,821
| New | +$89K |
2013 Q3
0 quarters
|
|
|
PWE
414
DELISTED
Penn West Energy Petroleum Ltd
PWE
| $88K | 0.05% |
7,907
+7,807
| +7,807% | +$90.6K |
2013 Q2
1 quarter
|
|
|
HAR
415
DELISTED
Harman International Industries
HAR
| $88K | 0.05% |
+1,341
| New | +$83.7K |
2013 Q3
0 quarters
|
|
416
DELISTED
Beazer Homes USA
BZH
| $87K | 0.05% |
4,842
-2,249
| -32% | -$39.5K |
2013 Q2
1 quarter
|
|
417
Alphabet (Google) Class C
GOOG
$3.6T
| $87K | 0.05% |
+4,015
| New | +$88.7K |
2013 Q3
0 quarters
|
|
418
Pilgrim's Pride
PPC
$6.7B
| $87K | 0.05% |
+5,219
| New | +$86K |
2013 Q3
0 quarters
|
|
419
DELISTED
VCA Inc.
WOOF
| $87K | 0.05% |
+3,200
| New | +$89.5K |
2013 Q3
0 quarters
|
|
420
DELISTED
Ansys
ANSS
| $86K | 0.05% |
+1,000
| New | +$83.5K |
2013 Q3
0 quarters
|
|
421
Equinor
EQNR
$102B
| $86K | 0.05% |
3,800
-3,900
| -51% | -$85.5K |
2013 Q2
1 quarter
|
|
|
KOG
422
DELISTED
KODIAK OIL & GAS CORP
KOG
| $85K | 0.05% |
7,100
-9,600
| -57% | -$96.3K |
2013 Q2
1 quarter
|
|
423
Wolfspeed
WOLF
$1.33B
| $84K | 0.05% |
+1,398
| New | +$89K |
2013 Q3
0 quarters
|
|
|
RHT
424
DELISTED
Red Hat Inc
RHT
| $83K | 0.05% |
1,800
-18,187
| -91% | -$922K |
2013 Q2
1 quarter
|
|
|
CBD
425
DELISTED
Companhia Brasileira de Distribuicao
CBD
| $82K | 0.05% |
+1,800
| New | +$79K |
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.