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 | |
|---|---|---|---|---|---|---|---|
|
CFN
101
DELISTED
CAREFUSION CORPORATION
CFN
| $424K | 0.26% |
+11,498
| New | +$429K |
2013 Q3
0 quarters
|
|
|
LM
102
DELISTED
Legg Mason, Inc.
LM
| $423K | 0.26% |
12,668
+8,261
| +187% | +$277K |
2013 Q2
1 quarter
|
|
103
DELISTED
Juniper Networks
JNPR
| $413K | 0.26% |
+20,812
| New | +$429K |
2013 Q3
0 quarters
|
|
|
QVCGA
104
DELISTED
QVC Group Inc Series A
QVCGA
| $410K | 0.25% |
+426
| New | +$414K |
2013 Q3
0 quarters
|
|
105
ResMed
RMD
$33.7B
| $406K | 0.25% |
7,700
-4,480
| -37% | -$217K |
2013 Q2
1 quarter
|
|
106
Blackrock
BLK
$181B
| $405K | 0.25% |
+1,500
| New | +$407K |
2013 Q3
0 quarters
|
|
107
Nabors Industries
NBR
$1.08B
| $403K | 0.25% |
+503
| New | +$395K |
2013 Q3
0 quarters
|
|
108
Union Pacific
UNP
$177B
| $403K | 0.25% |
5,196
-25,132
| -83% | -$1.99M |
2013 Q2
1 quarter
|
|
|
SCG
109
DELISTED
Scana
SCG
| $402K | 0.25% |
8,732
+6,532
| +297% | +$322K |
2013 Q2
1 quarter
|
|
|
CHS
110
DELISTED
Chicos FAS, Inc.
CHS
| $397K | 0.25% |
+23,847
| New | +$393K |
2013 Q3
0 quarters
|
|
111
DELISTED
Nordstrom
JWN
| $387K | 0.24% |
+6,900
| New | +$408K |
2013 Q3
0 quarters
|
|
|
VMW
112
DELISTED
VMware, Inc
VMW
| $387K | 0.24% |
4,794
+2,975
| +164% | +$241K |
2013 Q2
1 quarter
|
|
113
Packaging Corp of America
PKG
$22.2B
| $382K | 0.24% |
+6,700
| New | +$363K |
2013 Q3
0 quarters
|
|
114
C.H. Robinson
CHRW
$14.9B
| $381K | 0.24% |
+6,406
| New | +$376K |
2013 Q3
0 quarters
|
|
|
ATVI
115
DELISTED
Activision Blizzard
ATVI
| $378K | 0.23% |
+22,700
| New | +$375K |
2013 Q3
0 quarters
|
|
116
Gen Digital
GEN
$18.2B
| $377K | 0.23% |
+15,247
| New | +$383K |
2013 Q3
0 quarters
|
|
117
KB Home
KBH
$3.16B
| $369K | 0.23% |
20,500
-21,396
| -51% | -$374K |
2013 Q2
1 quarter
|
|
118
Viatris
VTRS
$21.8B
| $368K | 0.23% |
+9,651
| New | +$340K |
2013 Q3
0 quarters
|
|
119
Skyworks Solutions
SWKS
$19.1B
| $367K | 0.23% |
14,792
+5,868
| +66% | +$143K |
2013 Q2
1 quarter
|
|
120
Becton Dickinson
BDX
$58.2B
| $360K | 0.22% |
+3,690
| New | +$361K |
2013 Q3
0 quarters
|
|
121
Qualcomm
QCOM
$167B
| $360K | 0.22% |
5,356
-27,431
| -84% | -$1.8M |
2013 Q2
1 quarter
|
|
122
SLM Corp
SLM
$3.29B
| $359K | 0.22% |
+40,428
| New | +$353K |
2013 Q3
0 quarters
|
|
123
HSBC
HSBC
$301B
| $357K | 0.22% |
7,650
+4,101
| +116% | +$195K |
2013 Q2
1 quarter
|
|
124
AGCO
AGCO
$7.6B
| $351K | 0.22% |
+5,825
| New | +$330K |
2013 Q3
0 quarters
|
|
125
Associated Banc-Corp
ASB
$5.67B
| $346K | 0.21% |
+22,400
| New | +$369K |
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.