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 | |
|---|---|---|---|---|---|---|---|
1076
Caleres
CAL
$455M
| – | – |
-104
| Closed | -$3K | – |
|
1077
Calix
CALX
$1.99B
| – | – |
-500
| Closed | -$5K | – |
|
1078
Cathay General Bancorp
CATY
$4.33B
| – | – |
-3,375
| Closed | -$86K | – |
|
1079
Commerce Bancshares
CBSH
$7.89B
| – | – |
-214
| Closed | -$5K | – |
|
1080
Coca-Cola Europacific Partners
CCEP
$52B
| – | – |
-3,016
| Closed | -$133K | – |
|
1081
Carnival Corporation Ltd
CCL
$39.3B
| – | – |
-7,369
| Closed | -$334K | – |
|
1082
Crown Holdings
CCK
$13.1B
| – | – |
-5,757
| Closed | -$293K | – |
|
1083
Citizens Financial Group
CFG
$27.4B
| – | – |
-18,709
| Closed | -$465K | – |
|
1084
Carlyle Group
CG
$14.1B
| – | – |
-3,402
| Closed | -$93K | – |
|
1085
Cullen/Frost Bankers
CFR
$9.8B
| – | – |
-7,976
| Closed | -$563K | – |
|
1086
Cognex
CGNX
$8.42B
| – | – |
-13,508
| Closed | -$279K | – |
|
1087
Cigna
CI
$78.3B
| – | – |
-14,293
| Closed | -$1.47M | – |
|
1088
Colgate-Palmolive
CL
$79.2B
| – | – |
-8,614
| Closed | -$596K | – |
|
1089
Celldex Therapeutics
CLDX
$2.26B
| – | – |
-27
| Closed | -$7K | – |
|
1090
Cimpress
CMPR
$1.41B
| – | – |
-700
| Closed | -$52K | – |
|
1091
Canadian Natural Resources
CNQ
$101B
| – | – |
-34,547
| Closed | -$515K | – |
|
1092
Capital One
COF
$117B
| – | – |
-5,327
| Closed | -$439K | – |
|
1093
Columbia Banking Systems
COLB
$17.1B
| – | – |
-17,183
| Closed | -$474K | – |
|
1094
Columbia Sportswear
COLM
$3.7B
| – | – |
-3,249
| Closed | -$144K | – |
|
1095
Coty
COTY
$3.56B
| – | – |
-20,439
| Closed | -$422K | – |
|
1096
Costco
COST
$490B
| – | – |
-9,498
| Closed | -$1.35M | – |
|
1097
Camden Property Trust
CPT
$9.9B
| – | – |
-9,153
| Closed | -$675K | – |
|
1098
Cheniere Energy
CQP
$29.9B
| – | – |
-168
| Closed | -$5K | – |
|
1099
CRH
CRH
$62B
| – | – |
-700
| Closed | -$16K | – |
|
1100
Salesforce
CRM
$179B
| – | – |
-10,945
| Closed | -$649K | – |
|
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.