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 |
Union Pacific
UNP
|
+$6.66M |
| 2 |
Du Pont De Nemours E I
DD
|
+$6.3M |
| 3 |
Procter & Gamble
PG
|
+$5.41M |
| 4 |
Lam Research
LRCX
|
+$5.05M |
| 5 |
Altria Group
MO
|
+$4.45M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Goldman Sachs
GS
|
+$2.29M |
| 2 |
Ecolab
ECL
|
+$2.28M |
| 3 |
Texas Instruments
TXN
|
+$2.14M |
| 4 |
General Dynamics
GD
|
+$1.77M |
| 5 |
ExxonMobil
XOM
|
+$1.76M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 14.17% |
| 2 | Technology | 13.73% |
| 3 | Healthcare | 13.67% |
| 4 | Industrials | 11.09% |
| 5 | Consumer Discretionary | 9.2% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
226
Tractor Supply
TSCO
$18.9B
| $463K | 0.11% |
27,235
-8,990
| -25% | -$150K |
2014 Q4
1 quarter
|
|
227
Marvell Technology
MRVL
$141B
| $460K | 0.11% |
+31,345
| New | +$496K |
2015 Q1
0 quarters
|
|
228
Terex
TEX
$6.4B
| $460K | 0.11% |
17,308
-8,158
| -32% | -$206K |
2014 Q4
1 quarter
|
|
229
Norwegian Cruise Line
NCLH
$8.25B
| $455K | 0.11% |
+8,439
| New | +$403K |
2015 Q1
0 quarters
|
|
230
T. Rowe Price
TROW
$23.2B
| $453K | 0.11% |
+5,595
| New | +$461K |
2015 Q1
0 quarters
|
|
231
America Movil
AMX
$76B
| $451K | 0.11% |
22,070
+14,967
| +211% | +$321K |
2014 Q3
2 quarters
|
|
|
PPS
232
DELISTED
Post Properties
PPS
| $449K | 0.11% |
7,903
+5,737
| +265% | +$338K |
2014 Q4
1 quarter
|
|
233
Energy Transfer Partners
ET
$66.8B
| $446K | 0.11% |
+14,104
| New | +$418K |
2015 Q1
0 quarters
|
|
234
Service Corp International
SCI
$10.2B
| $444K | 0.11% |
17,066
-9,021
| -35% | -$219K |
2014 Q3
2 quarters
|
|
235
Diversified Healthcare Trust
DHC
$1.75B
| $438K | 0.11% |
19,953
+10,711
| +116% | +$239K |
2014 Q3
2 quarters
|
|
236
Enbridge
ENB
$106B
| $438K | 0.11% |
+9,033
| New | +$435K |
2015 Q1
0 quarters
|
|
237
Winnebago Industries
WGO
$882M
| $438K | 0.11% |
20,648
+16,233
| +368% | +$350K |
2014 Q4
1 quarter
|
|
238
Brookfield
BN
$91.5B
| $437K | 0.11% |
+34,876
| New | +$432K |
2015 Q1
0 quarters
|
|
239
APA Corp
APA
$16.3B
| $434K | 0.11% |
7,196
+6,254
| +664% | +$394K |
2013 Q3
6 quarters
|
|
240
Welltower
WELL
$179B
| $429K | 0.11% |
+5,557
| New | +$437K |
2015 Q1
0 quarters
|
|
241
Stanley Black & Decker
SWK
$16.8B
| $428K | 0.11% |
+4,495
| New | +$430K |
2015 Q1
0 quarters
|
|
242
Church & Dwight Co
CHD
$26.7B
| $426K | 0.11% |
+9,978
| New | +$416K |
2015 Q1
0 quarters
|
|
243
Quanta Services
PWR
$90.7B
| $426K | 0.11% |
14,935
+333
| +2% | +$9.34K |
2014 Q4
1 quarter
|
|
244
Alkermes
ALKS
$7.9B
| $424K | 0.11% |
+6,967
| New | +$476K |
2015 Q1
0 quarters
|
|
|
LPNT
245
DELISTED
LifePoint Health, Inc.
LPNT
| $420K | 0.1% |
5,721
+2,654
| +87% | +$188K |
2014 Q1
4 quarters
|
|
246
AGNC Investment
AGNC
$10.5B
| $416K | 0.1% |
+19,544
| New | +$423K |
2015 Q1
0 quarters
|
|
247
HF Sinclair
DINO
$17.3B
| $409K | 0.1% |
10,171
-12,301
| -55% | -$472K |
2014 Q2
3 quarters
|
|
248
Diageo
DEO
$56.6B
| $407K | 0.1% |
+3,686
| New | +$424K |
2015 Q1
0 quarters
|
|
|
SAFM
249
DELISTED
Sanderson Farms Inc
SAFM
| $407K | 0.1% |
5,111
-1,206
| -19% | -$97.9K |
2014 Q1
4 quarters
|
|
250
NetEase
NTES
$78.2B
| $405K | 0.1% |
+19,275
| New | +$408K |
2015 Q1
0 quarters
|
|
Similar funds
Quantbot Technologies's Q1 2015 Portfolio in Review
As of Q1 2015, Quantbot Technologies held 1,608 positions worth $404M, up 30% from $312M the previous quarter. Its ten largest holdings account for 12% of the portfolio.
Quantbot Technologies deployed $96.9M of net new capital in Q1 2015, opening 521 new positions and adding to 261 existing holdings. Its largest new stake was Union Pacific: 56,743 shares worth $6.14M.
By sector, the portfolio is most concentrated in Financials at 14% of assets, up from 14% a quarter earlier, followed by Technology and Healthcare.
On the sell side, the largest reduction was Ecolab, an estimated $2.28M trimmed.
- Quantbot Technologies's largest Q1 2015 buy was Union Pacific: 56,743 shares worth $6.14M.
- Quantbot Technologies added most to Procter & Gamble in Q1 2015, an estimated $5.41M increase.
- Quantbot Technologies's biggest Q1 2015 reduction was Ecolab, cutting an estimated $2.28M.
- Quantbot Technologies fully exited Goldman Sachs in Q1 2015, selling an estimated $2.29M.
- Quantbot Technologies's ten largest holdings make up 12% of its $404M portfolio in Q1 2015.
- Quantbot Technologies opened 521 new positions and closed 582 in Q1 2015.
- Quantbot Technologies's portfolio value rose 30% quarter-over-quarter to $404M.
Based on Quantbot Technologies's 13F filing for Q1 2015, filed 24 Apr 2015.