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 | |
|---|---|---|---|---|---|---|---|
801
eBay
EBAY
$54.2B
| – | – |
-91,619
| Closed | -$1.99M | – |
|
802
Ecolab
ECL
$85.8B
| – | – |
-3,874
| Closed | -$330K | – |
|
803
EQT Corp
EQT
$32.5B
| – | – |
-15,958
| Closed | -$689K | – |
|
804
Edwards Lifesciences
EW
$59.8B
| – | – |
-1,200
| Closed | -$13K | – |
|
805
Eagle Materials
EXP
$5.71B
| – | – |
-5,100
| Closed | -$337K | – |
|
806
First American
FAF
$6.91B
| – | – |
-2,165
| Closed | -$47K | – |
|
807
Fastenal
FAST
$62.9B
| – | – |
-12,928
| Closed | -$148K | – |
|
808
First Commonwealth Financial
FCF
$2.05B
| – | – |
-800
| Closed | -$5K | – |
|
809
FedEx
FDX
$74.8B
| – | – |
-12,200
| Closed | -$1.2M | – |
|
810
F5
FFIV
$18B
| – | – |
-1,238
| Closed | -$85K | – |
|
811
FMC
FMC
$877M
| – | – |
-2,261
| Closed | -$119K | – |
|
812
Fomento Económico Mexicano
FMX
$45.1B
| – | – |
-1,700
| Closed | -$175K | – |
|
813
First Solar
FSLR
$19.5B
| – | – |
-34,691
| Closed | -$1.55M | – |
|
814
TechnipFMC
FTI
$25.1B
| – | – |
-4,435
| Closed | -$183K | – |
|
815
Fortinet
FTNT
$90.8B
| – | – |
-42,385
| Closed | -$148K | – |
|
816
Corning
GLW
$96.6B
| – | – |
-87,295
| Closed | -$1.24M | – |
|
817
GameStop
GME
$12.8B
| – | – |
-103,260
| Closed | -$1.08M | – |
|
818
Gentex
GNTX
$3.99B
| – | – |
-3,810
| Closed | -$43K | – |
|
819
Garmin
GRMN
$55.6B
| – | – |
-1,975
| Closed | -$71K | – |
|
820
Goldman Sachs
GS
$263B
| – | – |
-13,412
| Closed | -$2.03M | – |
|
821
DELISTED
Hanesbrands
HBI
| – | – |
-4,944
| Closed | -$63K | – |
|
822
HCA Healthcare
HCA
$105B
| – | – |
-29,500
| Closed | -$1.06M | – |
|
823
Honda
HMC
$45.3B
| – | – |
-100
| Closed | -$3K | – |
|
824
Helmerich & Payne
HP
$3.57B
| – | – |
-6,600
| Closed | -$412K | – |
|
825
Hormel Foods
HRL
$12.2B
| – | – |
-16,200
| Closed | -$312K | – |
|
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.