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 | |
|---|---|---|---|---|---|---|---|
51
Estee Lauder
EL
$39.6B
| $705K | 0.44% |
10,100
-195
| -2% | -$13.2K |
2013 Q2
1 quarter
|
|
52
DELISTED
Kellanova
K
| $704K | 0.44% |
12,780
+11,182
| +700% | +$667K |
2013 Q2
1 quarter
|
|
53
Air Products & Chemicals
APD
$70.5B
| $696K | 0.43% |
7,069
-6,191
| -47% | -$588K |
2013 Q2
1 quarter
|
|
54
EOG Resources
EOG
$86.8B
| $677K | 0.42% |
+8,000
| New | +$621K |
2013 Q3
0 quarters
|
|
|
SPN
55
DELISTED
Superior Energy Services, Inc.
SPN
| $676K | 0.42% |
2,700
+935
| +53% | +$244K |
2013 Q2
1 quarter
|
|
56
NetApp
NTAP
$39.1B
| $673K | 0.42% |
15,801
-9,426
| -37% | -$392K |
2013 Q2
1 quarter
|
|
|
ESV
57
DELISTED
Ensco Rowan plc
ESV
| $673K | 0.42% |
+3,131
| New | +$718K |
2013 Q3
0 quarters
|
|
58
American Eagle Outfitters
AEO
$3.29B
| $663K | 0.41% |
47,408
+25,989
| +121% | +$436K |
2013 Q2
1 quarter
|
|
59
Bausch Health
BHC
$3.07B
| $657K | 0.41% |
+6,300
| New | +$614K |
2013 Q3
0 quarters
|
|
60
Tyson Foods
TSN
$20.1B
| $647K | 0.4% |
+22,901
| New | +$664K |
2013 Q3
0 quarters
|
|
61
Wells Fargo
WFC
$250B
| $645K | 0.4% |
+15,610
| New | +$666K |
2013 Q3
0 quarters
|
|
62
Salesforce
CRM
$189B
| $637K | 0.39% |
12,290
-30,821
| -71% | -$1.4M |
2013 Q2
1 quarter
|
|
|
AVP
63
DELISTED
Avon Products, Inc.
AVP
| $623K | 0.39% |
30,269
+4,569
| +18% | +$97.8K |
2013 Q2
1 quarter
|
|
64
Zoetis
ZTS
$32.9B
| $618K | 0.38% |
+19,869
| New | +$609K |
2013 Q3
0 quarters
|
|
65
DELISTED
ADT Corp
ADT
| $613K | 0.38% |
15,093
+4,293
| +40% | +$177K |
2013 Q2
1 quarter
|
|
66
Alcoa
AA
$10.3B
| $593K | 0.37% |
30,413
-22,036
| -42% | -$426K |
2013 Q2
1 quarter
|
|
|
PCP
67
DELISTED
PRECISION CASTPARTS CORP
PCP
| $590K | 0.37% |
2,600
+2,425
| +1,386% | +$547K |
2013 Q2
1 quarter
|
|
68
Illinois Tool Works
ITW
$79.2B
| $583K | 0.36% |
7,651
+5,352
| +233% | +$391K |
2013 Q2
1 quarter
|
|
69
Autodesk
ADSK
$52.2B
| $580K | 0.36% |
14,100
-1,464
| -9% | -$54.1K |
2013 Q2
1 quarter
|
|
70
Motorola Solutions
MSI
$81.3B
| $579K | 0.36% |
+9,766
| New | +$562K |
2013 Q3
0 quarters
|
|
71
DELISTED
Hess
HES
| $572K | 0.35% |
+7,400
| New | +$551K |
2013 Q3
0 quarters
|
|
72
DELISTED
Electronic Arts
EA
| $571K | 0.35% |
22,349
+13,806
| +162% | +$358K |
2013 Q2
1 quarter
|
|
73
United Airlines
UAL
$33.9B
| $564K | 0.35% |
18,368
+15,918
| +650% | +$512K |
2013 Q2
1 quarter
|
|
74
Thermo Fisher Scientific
TMO
$258B
| $562K | 0.35% |
6,100
-9,300
| -60% | -$841K |
2013 Q2
1 quarter
|
|
75
Devon Energy
DVN
$57.4B
| $549K | 0.34% |
+9,514
| New | +$544K |
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.