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 | |
|---|---|---|---|---|---|---|---|
851
MDU Resources
MDU
$4.11B
| – | – |
-1,573
| Closed | -$15K | – |
|
852
Mohawk Industries
MHK
$8.82B
| – | – |
-2,805
| Closed | -$315K | – |
|
853
Melco Resorts & Entertainment
MLCO
$1.61B
| – | – |
-21,415
| Closed | -$478K | – |
|
854
3M
MMM
$97.7B
| – | – |
-7,774
| Closed | -$710K | – |
|
855
DELISTED
MRC Global
MRC
| – | – |
-12
| Closed | – | – |
|
856
Microsoft
MSFT
$3.96T
| – | – |
-22,257
| Closed | -$768K | – |
|
857
Mitsubishi UFJ Financial
MUFG
$244B
| – | – |
-3,620
| Closed | -$22K | – |
|
858
Murphy Oil
MUR
$4.98B
| – | – |
-4,285
| Closed | -$225K | – |
|
859
Mueller Water Products
MWA
$3.79B
| – | – |
-5,400
| Closed | -$37K | – |
|
860
National Grid
NGG
$84.1B
| – | – |
-1,146
| Closed | -$62K | – |
|
861
Nomura Holdings
NMR
$27.8B
| – | – |
-11,300
| Closed | -$84K | – |
|
862
ServiceNow
NOW
$103B
| – | – |
-39,620
| Closed | -$320K | – |
|
863
Norfolk Southern
NSC
$73.7B
| – | – |
-1,000
| Closed | -$72K | – |
|
864
Nucor
NUE
$58.2B
| – | – |
-1,476
| Closed | -$63K | – |
|
865
NVIDIA
NVDA
$4.08T
| – | – |
-2,479,160
| Closed | -$869K | – |
|
866
NatWest
NWG
$62.5B
| – | – |
-6,593
| Closed | -$59K | – |
|
867
Oceaneering
OII
$3.49B
| – | – |
-866
| Closed | -$62K | – |
|
868
Oneok
OKE
$55.1B
| – | – |
-8,681
| Closed | -$313K | – |
|
869
Omnicom Group
OMC
$24.4B
| – | – |
-7,411
| Closed | -$465K | – |
|
|
870
Occidental Petroleum
OXY
$56.9B
| – | – |
-27,973
| Closed | -$2.39M | – |
|
871
DELISTED
Paramount Global Class B
PARA
| – | – |
-9,000
| Closed | -$439K | – |
|
872
PBF Energy
PBF
$7.81B
| – | – |
-1,400
| Closed | -$36K | – |
|
873
Petrobras
PBR
$118B
| – | – |
-32,884
| Closed | -$441K | – |
|
874
Principal Financial Group
PFG
$24.6B
| – | – |
-2,900
| Closed | -$108K | – |
|
875
Parker-Hannifin
PH
$122B
| – | – |
-1,262
| Closed | -$120K | – |
|
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.