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 | |
|---|---|---|---|---|---|---|---|
876
Philip Morris
PM
$306B
| – | – |
-16,237
| Closed | -$1.41M | – |
|
877
PNC Financial Services
PNC
$92.2B
| – | – |
-25,722
| Closed | -$1.88M | – |
|
878
Perrigo
PRGO
$2.3B
| – | – |
-300
| Closed | -$36K | – |
|
879
Prospect Capital
PSEC
$835M
| – | – |
-3,600
| Closed | -$38K | – |
|
880
Phillips 66
PSX
$101B
| – | – |
-20,953
| Closed | -$1.23M | – |
|
881
Quanta Services
PWR
$91.6B
| – | – |
-2,200
| Closed | -$58K | – |
|
882
RB Global
RBA
$17.3B
| – | – |
-3,329
| Closed | -$63K | – |
|
883
Royal Caribbean
RCL
$89.7B
| – | – |
-1,756
| Closed | -$58K | – |
|
884
RPC Inc
RES
$1.24B
| – | – |
-580
| Closed | -$8K | – |
|
885
Rambus
RMBS
$9.14B
| – | – |
-3,900
| Closed | -$33K | – |
|
886
Banco Santander
SAN
$180B
| $0 | ﹤0.01% |
110
-36,222
| -100% | -$241K |
2013 Q2
1 quarter
|
|
887
SBA Communications
SBAC
$19.8B
| – | – |
-10,221
| Closed | -$757K | – |
|
888
Sinclair Inc
SBGI
$1.09B
| – | – |
-3,146
| Closed | -$92K | – |
|
889
DELISTED
Steelcase
SCS
| – | – |
-900
| Closed | -$13K | – |
|
890
Sherwin-Williams
SHW
$85.9B
| – | – |
-9,900
| Closed | -$582K | – |
|
891
SK Telecom
SKM
$13.2B
| – | – |
-4,552
| Closed | -$152K | – |
|
892
SLB Ltd
SLB
$75.2B
| – | – |
-20,829
| Closed | -$1.49M | – |
|
893
SM Energy
SM
$7.32B
| – | – |
-3,016
| Closed | -$180K | – |
|
894
DELISTED
Sleep Number
SNBR
| – | – |
-3,192
| Closed | -$79K | – |
|
|
895
State Street SPDR S&P 500 ETF Trust
SPY
$806B
| – | – |
-28,802
| Closed | -$4.61M | – |
|
896
Sensata Technologies
ST
$5.87B
| – | – |
-6,435
| Closed | -$224K | – |
|
897
Stanley Black & Decker
SWK
$17.2B
| – | – |
-15,300
| Closed | -$1.18M | – |
|
898
Synaptics
SYNA
$4.68B
| – | – |
-1,835
| Closed | -$70K | – |
|
899
AT&T
T
$150B
| – | – |
-25,957
| Closed | -$694K | – |
|
900
Molson Coors Class B
TAP
$7.36B
| – | – |
-9,200
| Closed | -$440K | – |
|
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.