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 | |
|---|---|---|---|---|---|---|---|
1026
American International
AIG
$43B
| – | – |
-7,573
| Closed | -$424K | – |
|
1027
Aimco
AIV
$212M
| – | – |
-93,978
| Closed | -$465K | – |
|
1028
Allstate
ALL
$66.2B
| – | – |
-2,411
| Closed | -$169K | – |
|
1029
Ally Financial
ALLY
$11.5B
| – | – |
-7,357
| Closed | -$173K | – |
|
1030
Alto Ingredients
ALTO
$284M
| – | – |
-6,555
| Closed | -$67K | – |
|
1031
Amkor Technology
AMKR
$8.95B
| – | – |
-12,818
| Closed | -$91K | – |
|
1032
AutoNation
AN
$5.69B
| – | – |
-2,105
| Closed | -$127K | – |
|
1033
Arista Networks
ANET
$249B
| $0 | ﹤0.01% |
+224
| New | +$928 |
2015 Q1
0 quarters
|
|
1034
Abercrombie & Fitch
ANF
$6.32B
| – | – |
-23,995
| Closed | -$687K | – |
|
1035
A.O. Smith
AOS
$8.63B
| – | – |
-1,892
| Closed | -$53K | – |
|
1036
Artisan Partners
APAM
$2.73B
| – | – |
-537
| Closed | -$27K | – |
|
1037
Air Products & Chemicals
APD
$70.5B
| – | – |
-12,693
| Closed | -$1.69M | – |
|
1038
Aptiv
APTV
$7.84B
| – | – |
-21,374
| Closed | -$1.55M | – |
|
1039
Arrowhead Research
ARWR
$6.75B
| – | – |
-1,400
| Closed | -$10K | – |
|
1040
Arrow Electronics
ARW
$9.8B
| – | – |
-1,415
| Closed | -$81K | – |
|
1041
Associated Banc-Corp
ASB
$5.75B
| – | – |
-35,474
| Closed | -$660K | – |
|
1042
ASML
ASML
$576B
| – | – |
-2,142
| Closed | -$230K | – |
|
1043
AptarGroup
ATR
$9.07B
| – | – |
-2,631
| Closed | -$175K | – |
|
1044
Astronics
ATRO
$2.54B
| – | – |
-7,043
| Closed | -$213K | – |
|
1045
Avnet
AVT
$6.91B
| – | – |
-8,853
| Closed | -$380K | – |
|
1046
Armstrong World Industries
AWI
$7.35B
| – | – |
-2,672
| Closed | -$136K | – |
|
1047
American Water Works
AWK
$29.8B
| – | – |
-7,907
| Closed | -$421K | – |
|
1048
Dauch Corp
DCH
$1.11B
| – | – |
-2,501
| Closed | -$56K | – |
|
1049
AZZ Inc
AZZ
$4B
| – | – |
-1,600
| Closed | -$75K | – |
|
1050
AutoZone
AZO
$52.5B
| – | – |
-134
| Closed | -$82K | – |
|
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.