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 | |
|---|---|---|---|---|---|---|---|
1101
Crocs
CROX
$7.49B
| – | – |
-7,898
| Closed | -$98K | – |
|
1102
Cirrus Logic
CRUS
$5.99B
| – | – |
-3,061
| Closed | -$72K | – |
|
1103
CoStar Group
CSGP
$12.5B
| – | – |
-870
| Closed | -$15K | – |
|
1104
Caesarstone
CSTE
$37M
| – | – |
-222
| Closed | -$13K | – |
|
1105
CSX Corp
CSX
$95.9B
| – | – |
-88,476
| Closed | -$1.07M | – |
|
1106
DELISTED
Coterra Energy
CTRA
| – | – |
-9,356
| Closed | -$277K | – |
|
1107
CVR Energy
CVI
$4.55B
| – | – |
-2,696
| Closed | -$104K | – |
|
1108
CVS Health
CVS
$114B
| – | – |
-3,840
| Closed | -$369K | – |
|
1109
California Water Service
CWT
$3.11B
| – | – |
-11,960
| Closed | -$294K | – |
|
1110
Cemex
CX
$15.2B
| – | – |
-173,780
| Closed | -$1.57M | – |
|
1111
Darling Ingredients
DAR
$8.67B
| – | – |
-2,909
| Closed | -$52K | – |
|
1112
Deutsche Bank
DB
$67.9B
| – | – |
-3,690
| Closed | -$98K | – |
|
1113
Donaldson
DCI
$10B
| – | – |
-3,917
| Closed | -$151K | – |
|
1114
Deere & Co
DE
$182B
| – | – |
-3,388
| Closed | -$299K | – |
|
1115
DELISTED
Denny's
DENN
| – | – |
-15,604
| Closed | -$160K | – |
|
1116
D.R. Horton
DHI
$39.5B
| – | – |
-26,401
| Closed | -$667K | – |
|
1117
Delek US
DK
$4.15B
| – | – |
-22,843
| Closed | -$623K | – |
|
1118
Deluxe
DLX
$1.23B
| – | – |
-292
| Closed | -$18K | – |
|
1119
Healthpeak Properties
DOC
$13.8B
| – | – |
-28,815
| Closed | -$1.16M | – |
|
1120
Dover
DOV
$27.9B
| – | – |
-29,300
| Closed | -$1.7M | – |
|
1121
Amdocs
DOX
$4.68B
| – | – |
-7,882
| Closed | -$367K | – |
|
1122
Diamondrock Hospitality Co
DRH
$2.95B
| – | – |
-69,699
| Closed | -$1.04M | – |
|
1123
Darden Restaurants
DRI
$25.9B
| – | – |
-4,489
| Closed | -$235K | – |
|
1124
Diana Shipping
DSX
$296M
| $0 | ﹤0.01% |
143
-1,746
| -92% | -$8.16K |
2014 Q4
1 quarter
|
|
1125
Duke Energy
DUK
$101B
| – | – |
-1,105
| Closed | -$92K | – |
|
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.