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 | |
|---|---|---|---|---|---|---|---|
76
Textron
TXT
$14.5B
| $545K | 0.34% |
19,750
+14,999
| +316% | +$418K |
2013 Q2
1 quarter
|
|
77
Freeport-McMoran
FCX
$89.7B
| $529K | 0.33% |
+15,996
| New | +$489K |
2013 Q3
0 quarters
|
|
78
Pfizer
PFE
$174B
| $522K | 0.32% |
+19,175
| New | +$522K |
2013 Q3
0 quarters
|
|
79
Eldorado Gold
EGO
$7.99B
| $509K | 0.32% |
15,197
+12,370
| +438% | +$470K |
2013 Q2
1 quarter
|
|
80
American Express
AXP
$214B
| $502K | 0.31% |
+6,660
| New | +$501K |
2013 Q3
0 quarters
|
|
81
DELISTED
Discover Financial Services
DFS
| $501K | 0.31% |
+9,914
| New | +$496K |
2013 Q3
0 quarters
|
|
82
Public Service Enterprise Group
PEG
$37B
| $501K | 0.31% |
15,242
-491
| -3% | -$16.2K |
2013 Q2
1 quarter
|
|
83
Zillow
ZG
$7.17B
| $496K | 0.31% |
+17,649
| New | +$487K |
2013 Q3
0 quarters
|
|
84
Marvell Technology
MRVL
$177B
| $491K | 0.3% |
+42,746
| New | +$527K |
2013 Q3
0 quarters
|
|
85
Valero Energy
VLO
$111B
| $488K | 0.3% |
14,298
-16,602
| -54% | -$587K |
2013 Q2
1 quarter
|
|
|
CVC
86
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
| $486K | 0.3% |
+28,900
| New | +$530K |
2013 Q3
0 quarters
|
|
|
POM
87
DELISTED
PEPCO HOLDINGS, INC.
POM
| $485K | 0.3% |
+26,304
| New | +$511K |
2013 Q3
0 quarters
|
|
88
Suncor Energy
SU
$92.9B
| $483K | 0.3% |
+13,500
| New | +$449K |
2013 Q3
0 quarters
|
|
89
Pultegroup
PHM
$23.8B
| $477K | 0.3% |
+28,931
| New | +$493K |
2013 Q3
0 quarters
|
|
90
McKesson
MCK
$116B
| $473K | 0.29% |
3,688
+2,188
| +146% | +$269K |
2013 Q2
1 quarter
|
|
|
POT
91
DELISTED
Potash Corp Of Saskatchewan
POT
| $472K | 0.29% |
+15,100
| New | +$501K |
2013 Q3
0 quarters
|
|
92
PVH
PVH
$4.16B
| $471K | 0.29% |
3,970
-2,730
| -41% | -$350K |
2013 Q2
1 quarter
|
|
|
ESRX
93
DELISTED
Express Scripts Holding Company
ESRX
| $467K | 0.29% |
7,570
-10,306
| -58% | -$666K |
2013 Q2
1 quarter
|
|
94
DELISTED
Marathon Oil Corporation
MRO
| $453K | 0.28% |
+13,000
| New | +$462K |
2013 Q3
0 quarters
|
|
95
Infosys
INFY
$50.8B
| $437K | 0.27% |
+72,800
| New | +$431K |
2013 Q3
0 quarters
|
|
96
Embraer S.A. ADS
EMBJ
$13.1B
| $436K | 0.27% |
+13,443
| New | +$468K |
2013 Q3
0 quarters
|
|
|
RDS.A
97
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $433K | 0.27% |
7,070
+1,717
| +32% | +$105K |
2013 Q2
1 quarter
|
|
|
98
Walt Disney
DIS
$192B
| $430K | 0.27% |
6,669
-34,431
| -84% | -$2.21M |
2013 Q2
1 quarter
|
|
99
DELISTED
Anywhere Real Estate
HOUS
| $429K | 0.27% |
9,981
-9,384
| -48% | -$425K |
2013 Q2
1 quarter
|
|
100
DELISTED
CA, Inc.
CA
| $429K | 0.27% |
+14,466
| New | +$433K |
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.