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 | |
|---|---|---|---|---|---|---|---|
101
DELISTED
SUNEDISON, INC COM
SUNE
| $1.11M | 0.28% |
+46,402
| New | +$997K |
2015 Q1
0 quarters
|
|
102
United Parcel Service
UPS
$97.2B
| $1.11M | 0.28% |
+11,471
| New | +$1.18M |
2015 Q1
0 quarters
|
|
103
American Tower
AMT
$89.9B
| $1.11M | 0.27% |
11,788
+11,070
| +1,542% | +$1.08M |
2014 Q3
2 quarters
|
|
|
RDS.A
104
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $1.1M | 0.27% |
19,756
+4,237
| +27% | +$251K |
2014 Q4
1 quarter
|
|
105
Dollar General
DG
$31.1B
| $1.09M | 0.27% |
14,503
+13,649
| +1,598% | +$965K |
2013 Q4
5 quarters
|
|
106
DELISTED
Big Lots, Inc.
BIG
| $1.08M | 0.27% |
22,548
+10,875
| +93% | +$513K |
2014 Q3
2 quarters
|
|
107
Voya Financial
VOYA
$9.44B
| $1.07M | 0.27% |
+24,867
| New | +$1.05M |
2015 Q1
0 quarters
|
|
108
Sysco
SYY
$37.7B
| $1.07M | 0.26% |
28,323
+12,739
| +82% | +$502K |
2014 Q4
1 quarter
|
|
109
Williams-Sonoma
WSM
$31.6B
| $1.04M | 0.26% |
26,078
+13,036
| +100% | +$517K |
2014 Q4
1 quarter
|
|
110
Comcast
CMCSA
$87.3B
| $1.03M | 0.26% |
+36,546
| New | +$1.05M |
2015 Q1
0 quarters
|
|
111
Herc Holdings
HRI
$5.3B
| $1.01M | 0.25% |
15,500
+14,236
| +1,126% | +$951K |
2014 Q3
2 quarters
|
|
112
Vale
VALE
$48.8B
| $998K | 0.25% |
+176,653
| New | +$1.28M |
2015 Q1
0 quarters
|
|
113
Check Point Software Technologies
CHKP
$15.1B
| $995K | 0.25% |
12,140
+1,090
| +10% | +$88.1K |
2014 Q4
1 quarter
|
|
114
Target
TGT
$74B
| $972K | 0.24% |
+11,852
| New | +$915K |
2015 Q1
0 quarters
|
|
115
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $962K | 0.24% |
27,042
+14,756
| +120% | +$431K |
2014 Q4
1 quarter
|
|
116
Merck
MRK
$369B
| $958K | 0.24% |
17,476
+12,635
| +261% | +$715K |
2014 Q2
3 quarters
|
|
117
First Solar
FSLR
$20.9B
| $944K | 0.23% |
+15,803
| New | +$811K |
2015 Q1
0 quarters
|
|
118
Cisco
CSCO
$406B
| $935K | 0.23% |
+33,980
| New | +$957K |
2015 Q1
0 quarters
|
|
119
Republic Services
RSG
$74.8B
| $935K | 0.23% |
+23,070
| New | +$939K |
2015 Q1
0 quarters
|
|
120
Conagra Brands
CAG
$7.26B
| $931K | 0.23% |
+32,768
| New | +$903K |
2015 Q1
0 quarters
|
|
121
Diamondback Energy
FANG
$51B
| $926K | 0.23% |
+12,057
| New | +$837K |
2015 Q1
0 quarters
|
|
122
Williams Companies
WMB
$81.5B
| $924K | 0.23% |
18,279
-7,461
| -29% | -$346K |
2014 Q3
2 quarters
|
|
123
Alphabet (Google) Class C
GOOG
$3.55T
| $915K | 0.23% |
33,151
+29,401
| +784% | +$788K |
2014 Q3
2 quarters
|
|
|
OCR
124
DELISTED
OMNICARE INC
OCR
| $908K | 0.22% |
+11,790
| New | +$896K |
2015 Q1
0 quarters
|
|
125
Blackrock
BLK
$189B
| $892K | 0.22% |
+2,439
| New | +$884K |
2015 Q1
0 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.