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 | |
|---|---|---|---|---|---|---|---|
376
PENN Entertainment
PENN
$2.35B
| $237K | 0.06% |
+15,184
| New | +$239K |
2015 Q1
0 quarters
|
|
|
SHPG
377
DELISTED
Shire pic
SHPG
| $237K | 0.06% |
+993
| New | +$228K |
2015 Q1
0 quarters
|
|
378
Ethan Allen Interiors
ETD
$441M
| $235K | 0.06% |
8,513
+6,013
| +241% | +$171K |
2013 Q4
5 quarters
|
|
379
Constellation Brands
STZ
$24.6B
| $233K | 0.06% |
+2,007
| New | +$226K |
2015 Q1
0 quarters
|
|
|
FLIR
380
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $233K | 0.06% |
7,470
+6,773
| +972% | +$214K |
2014 Q2
3 quarters
|
|
|
NSM
381
DELISTED
Nationstar Mortgage Holdings
NSM
| $233K | 0.06% |
+9,423
| New | +$259K |
2015 Q1
0 quarters
|
|
382
Coca-Cola Femsa
KOF
$25.3B
| $231K | 0.06% |
2,899
-931
| -24% | -$78K |
2014 Q3
2 quarters
|
|
383
Align Technology
ALGN
$11.9B
| $229K | 0.06% |
+4,263
| New | +$243K |
2015 Q1
0 quarters
|
|
|
BMS
384
DELISTED
Bemis
BMS
| $229K | 0.06% |
+4,965
| New | +$231K |
2015 Q1
0 quarters
|
|
385
Calumet Specialty Products
CLMT
$3.02B
| $227K | 0.06% |
9,439
+8,553
| +965% | +$216K |
2014 Q3
2 quarters
|
|
386
Unisys
UIS
$208M
| $227K | 0.06% |
9,812
+8,891
| +965% | +$217K |
2014 Q2
3 quarters
|
|
387
Restaurant Brands International
QSR
$26.3B
| $226K | 0.06% |
+5,900
| New | +$235K |
2015 Q1
0 quarters
|
|
388
Verisk Analytics
VRSK
$26.7B
| $226K | 0.06% |
+3,179
| New | +$215K |
2015 Q1
0 quarters
|
|
|
ABB
389
DELISTED
ABB Ltd
ABB
| $226K | 0.06% |
+10,704
| New | +$220K |
2015 Q1
0 quarters
|
|
390
DELISTED
Synovus
SNV
| $225K | 0.06% |
+8,060
| New | +$219K |
2015 Q1
0 quarters
|
|
391
ATI
ATI
$24.9B
| $223K | 0.06% |
+7,444
| New | +$231K |
2015 Q1
0 quarters
|
|
392
Cintas
CTAS
$89.8B
| $223K | 0.06% |
+10,964
| New | +$222K |
2015 Q1
0 quarters
|
|
|
CSC
393
DELISTED
Computer Sciences
CSC
| $223K | 0.06% |
+8,109
| New | +$224K |
2015 Q1
0 quarters
|
|
|
AOL
394
DELISTED
AOL INC COMMON STOCK
AOL
| $222K | 0.06% |
+5,613
| New | +$241K |
2015 Q1
0 quarters
|
|
395
Henry Schein
HSIC
$9.5B
| $221K | 0.05% |
4,039
+3,470
| +610% | +$190K |
2014 Q4
1 quarter
|
|
396
Credicorp
BAP
$29.3B
| $220K | 0.05% |
+1,568
| New | +$230K |
2015 Q1
0 quarters
|
|
397
DELISTED
Beazer Homes USA
BZH
| $219K | 0.05% |
12,386
+10,727
| +647% | +$183K |
2014 Q2
3 quarters
|
|
398
SunCoke Energy
SXC
$895M
| $218K | 0.05% |
14,594
+10,597
| +265% | +$181K |
2013 Q4
5 quarters
|
|
|
N
399
DELISTED
Netsuite Inc
N
| $218K | 0.05% |
+2,358
| New | +$234K |
2015 Q1
0 quarters
|
|
400
Gaming and Leisure Properties
GLPI
$11.4B
| $216K | 0.05% |
5,871
+491
| +9% | +$16.6K |
2014 Q3
2 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.