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 | |
|---|---|---|---|---|---|---|---|
76
Unum
UNM
$14.4B
| $1.34M | 0.33% |
+39,902
| New | +$1.32M |
2015 Q1
0 quarters
|
|
|
KSU
77
DELISTED
Kansas City Southern
KSU
| $1.33M | 0.33% |
+13,059
| New | +$1.48M |
2015 Q1
0 quarters
|
|
78
Autodesk
ADSK
$52B
| $1.31M | 0.32% |
22,369
+20,014
| +850% | +$1.19M |
2014 Q4
1 quarter
|
|
|
LNKD
79
DELISTED
LinkedIn Corporation
LNKD
| $1.31M | 0.32% |
5,228
+1,928
| +58% | +$479K |
2014 Q3
2 quarters
|
|
|
NLSN
80
DELISTED
Nielsen Holdings plc
NLSN
| $1.3M | 0.32% |
29,150
+9,574
| +49% | +$421K |
2014 Q2
3 quarters
|
|
81
CenterPoint Energy
CNP
$28.2B
| $1.3M | 0.32% |
63,551
+30,048
| +90% | +$657K |
2014 Q4
1 quarter
|
|
82
DELISTED
Newfield Exploration
NFX
| $1.29M | 0.32% |
36,795
+24,195
| +192% | +$733K |
2014 Q3
2 quarters
|
|
83
NXP Semiconductors
NXPI
$64.2B
| $1.29M | 0.32% |
12,856
+1,926
| +18% | +$170K |
2014 Q3
2 quarters
|
|
84
GSK
GSK
$99.3B
| $1.28M | 0.32% |
+22,234
| New | +$1.27M |
2015 Q1
0 quarters
|
|
85
Oracle
ORCL
$394B
| $1.28M | 0.32% |
29,688
-7,917
| -21% | -$343K |
2014 Q4
1 quarter
|
|
86
WEC Energy
WEC
$37.9B
| $1.28M | 0.32% |
+25,894
| New | +$1.35M |
2015 Q1
0 quarters
|
|
87
TechnipFMC
FTI
$26.7B
| $1.28M | 0.32% |
+46,426
| New | +$1.36M |
2015 Q1
0 quarters
|
|
88
Philip Morris
PM
$325B
| $1.22M | 0.3% |
+16,132
| New | +$1.31M |
2015 Q1
0 quarters
|
|
89
Under Armour
UAA
$2.14B
| $1.21M | 0.3% |
29,894
+21,058
| +238% | +$775K |
2014 Q4
1 quarter
|
|
|
YHOO
90
DELISTED
Yahoo Inc
YHOO
| $1.19M | 0.29% |
26,760
-7,506
| -22% | -$339K |
2014 Q4
1 quarter
|
|
91
Gilead Sciences
GILD
$212B
| $1.18M | 0.29% |
11,987
+4,790
| +67% | +$486K |
2013 Q4
5 quarters
|
|
92
Boeing
BA
$135B
| $1.17M | 0.29% |
7,802
+5,943
| +320% | +$865K |
2014 Q4
1 quarter
|
|
93
Mattel
MAT
$4.39B
| $1.16M | 0.29% |
+50,681
| New | +$1.34M |
2015 Q1
0 quarters
|
|
94
Lincoln National
LNC
$7.8B
| $1.16M | 0.29% |
+20,102
| New | +$1.12M |
2015 Q1
0 quarters
|
|
|
AGU
95
DELISTED
Agrium
AGU
| $1.14M | 0.28% |
10,960
+3,923
| +56% | +$419K |
2013 Q3
6 quarters
|
|
|
DNKN
96
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $1.13M | 0.28% |
+23,856
| New | +$1.11M |
2015 Q1
0 quarters
|
|
97
DELISTED
Spectra Energy Corp Wi
SE
| $1.13M | 0.28% |
+31,228
| New | +$1.09M |
2015 Q1
0 quarters
|
|
98
Nabors Industries
NBR
$1.36B
| $1.13M | 0.28% |
+1,652
| New | +$1.01M |
2015 Q1
0 quarters
|
|
99
Ambarella
AMBA
$2.74B
| $1.12M | 0.28% |
14,852
+10,218
| +221% | +$620K |
2014 Q4
1 quarter
|
|
|
BRCM
100
DELISTED
BROADCOM CORP CL-A
BRCM
| $1.12M | 0.28% |
25,820
-943
| -4% | -$41.1K |
2014 Q4
1 quarter
|
|
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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.