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 | |
|---|---|---|---|---|---|---|---|
776
Avis
CAR
$4.51B
| – | – |
-8,468
| Closed | -$243K | – |
|
777
Coca-Cola Europacific Partners
CCEP
$51.5B
| – | – |
-11,200
| Closed | -$393K | – |
|
778
Celanese
CE
$5.35B
| – | – |
-5,456
| Closed | -$244K | – |
|
779
CF Industries
CF
$17.4B
| – | – |
-42,585
| Closed | -$1.46M | – |
|
780
Check Point Software Technologies
CHKP
$14.7B
| – | – |
-7,600
| Closed | -$377K | – |
|
781
Chord Energy
CHRD
$7.31B
| – | – |
-10,600
| Closed | -$412K | – |
|
782
Ciena
CIEN
$38.6B
| – | – |
-12,100
| Closed | -$234K | – |
|
783
Cincinnati Financial
CINF
$28.6B
| – | – |
-6,500
| Closed | -$298K | – |
|
784
Colgate-Palmolive
CL
$77.9B
| – | – |
-6,684
| Closed | -$382K | – |
|
785
Clean Energy Fuels
CLNE
$426M
| – | – |
-2,200
| Closed | -$29K | – |
|
786
DELISTED
Comerica
CMA
| – | – |
-2,500
| Closed | -$99K | – |
|
787
CenterPoint Energy
CNP
$27.1B
| – | – |
-25,657
| Closed | -$602K | – |
|
788
CNX Resources
CNX
$5.15B
| – | – |
-3,720
| Closed | -$84K | – |
|
789
Costco
COST
$472B
| – | – |
-5,566
| Closed | -$615K | – |
|
790
Carter's
CRI
$1.27B
| – | – |
-911
| Closed | -$67K | – |
|
791
Comstock Resources
CRK
$4.04B
| – | – |
-140
| Closed | -$11K | – |
|
792
Cognizant
CTSH
$28.4B
| – | – |
-20,600
| Closed | -$644K | – |
|
793
Darling Ingredients
DAR
$8.29B
| – | – |
-1,500
| Closed | -$27K | – |
|
794
Deere & Co
DE
$186B
| – | – |
-7,900
| Closed | -$641K | – |
|
795
Diageo
DEO
$56.4B
| – | – |
-300
| Closed | -$34K | – |
|
796
Dollar General
DG
$30.2B
| – | – |
-30,940
| Closed | -$1.56M | – |
|
797
Quest Diagnostics
DGX
$28.7B
| – | – |
-5,611
| Closed | -$340K | – |
|
798
Dick's Sporting Goods
DKS
$14.6B
| – | – |
-4,781
| Closed | -$239K | – |
|
799
Duke Energy
DUK
$100B
| – | – |
-7,300
| Closed | -$492K | – |
|
800
Brinker International
EAT
$8.46B
| – | – |
-8,291
| Closed | -$326K | – |
|
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.