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 | |
|---|---|---|---|---|---|---|---|
51
Ralph Lauren
RL
$23.5B
| $1.62M | 0.4% |
+12,299
| New | +$1.82M |
2015 Q1
0 quarters
|
|
52
Suncor Energy
SU
$92.5B
| $1.61M | 0.4% |
55,187
+54,522
| +8,199% | +$1.62M |
2014 Q2
3 quarters
|
|
53
Kimberly-Clark
KMB
$36.4B
| $1.59M | 0.39% |
14,811
+8,396
| +131% | +$928K |
2014 Q3
2 quarters
|
|
54
Zoetis
ZTS
$32.9B
| $1.59M | 0.39% |
+34,278
| New | +$1.55M |
2015 Q1
0 quarters
|
|
55
Northrop Grumman
NOC
$79.4B
| $1.58M | 0.39% |
9,791
+3,836
| +64% | +$613K |
2013 Q2
7 quarters
|
|
|
SCTY
56
DELISTED
SolarCity Corporation
SCTY
| $1.57M | 0.39% |
30,665
+28,201
| +1,145% | +$1.45M |
2013 Q3
6 quarters
|
|
57
JPMorgan Chase
JPM
$892B
| $1.55M | 0.38% |
25,620
-5,064
| -17% | -$300K |
2014 Q1
4 quarters
|
|
58
Marathon Petroleum
MPC
$124B
| $1.55M | 0.38% |
+30,206
| New | +$1.45M |
2015 Q1
0 quarters
|
|
59
Vulcan Materials
VMC
$35.9B
| $1.53M | 0.38% |
+18,166
| New | +$1.4M |
2015 Q1
0 quarters
|
|
60
Invesco
IVZ
$12.1B
| $1.52M | 0.38% |
38,297
-14,069
| -27% | -$549K |
2014 Q3
2 quarters
|
|
61
NVIDIA
NVDA
$4.89T
| $1.51M | 0.37% |
+2,880,840
| New | +$1.53M |
2015 Q1
0 quarters
|
|
62
Norfolk Southern
NSC
$76.7B
| $1.5M | 0.37% |
+14,538
| New | +$1.55M |
2015 Q1
0 quarters
|
|
|
BCR
63
DELISTED
CR Bard Inc.
BCR
| $1.49M | 0.37% |
8,922
+1,568
| +21% | +$269K |
2014 Q4
1 quarter
|
|
64
American Electric Power
AEP
$71.2B
| $1.48M | 0.37% |
+26,405
| New | +$1.57M |
2015 Q1
0 quarters
|
|
65
Edwards Lifesciences
EW
$53.2B
| $1.46M | 0.36% |
61,506
+26,244
| +74% | +$589K |
2013 Q4
5 quarters
|
|
66
Corning
GLW
$105B
| $1.46M | 0.36% |
+64,313
| New | +$1.53M |
2015 Q1
0 quarters
|
|
|
RAI
67
DELISTED
Reynolds American Inc
RAI
| $1.44M | 0.36% |
41,652
+31,116
| +295% | +$1.09M |
2014 Q4
1 quarter
|
|
68
KLA
KLAC
$205B
| $1.42M | 0.35% |
+244,590
| New | +$1.57M |
2015 Q1
0 quarters
|
|
69
HP
HPQ
$25.7B
| $1.42M | 0.35% |
100,378
+25,048
| +33% | +$413K |
2014 Q2
3 quarters
|
|
|
MON
70
DELISTED
Monsanto Co
MON
| $1.42M | 0.35% |
12,600
-5,039
| -29% | -$599K |
2014 Q4
1 quarter
|
|
71
eBay
EBAY
$54.2B
| $1.39M | 0.34% |
57,359
+53,584
| +1,419% | +$1.28M |
2014 Q3
2 quarters
|
|
72
Novartis
NVS
$305B
| $1.38M | 0.34% |
15,662
+10,992
| +235% | +$975K |
2014 Q3
2 quarters
|
|
|
ALXN
73
DELISTED
Alexion Pharmaceuticals
ALXN
| $1.37M | 0.34% |
+7,892
| New | +$1.43M |
2015 Q1
0 quarters
|
|
74
Gen Digital
GEN
$17.2B
| $1.37M | 0.34% |
+58,479
| New | +$1.46M |
2015 Q1
0 quarters
|
|
75
Vivmark Residential
VMRK
$48.1B
| $1.35M | 0.33% |
17,324
+15,433
| +816% | +$1.21M |
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.