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 | |
|---|---|---|---|---|---|---|---|
1226
Southwest Airlines
LUV
$22B
| – | – |
-33,778
| Closed | -$1.43M | – |
|
1227
Live Nation Entertainment
LYV
$42.1B
| – | – |
-4,975
| Closed | -$129K | – |
|
1228
La-Z-Boy
LZB
$1.31B
| – | – |
-50
| Closed | -$1K | – |
|
1229
Macy's
M
$6.45B
| – | – |
-20,267
| Closed | -$1.33M | – |
|
1230
ManpowerGroup
MAN
$2.17B
| – | – |
-864
| Closed | -$58K | – |
|
1231
Manhattan Associates
MANH
$14.9B
| – | – |
-1,507
| Closed | -$61K | – |
|
1232
DELISTED
Masimo
MASI
| – | – |
-6,653
| Closed | -$175K | – |
|
1233
Moody's
MCO
$87.6B
| – | – |
-1,567
| Closed | -$150K | – |
|
1234
Mondelez International
MDLZ
$85.5B
| – | – |
-39,093
| Closed | -$1.42M | – |
|
1235
Lite Strategy Inc
LITS
$25.3M
| $0 | ﹤0.01% |
+5
| New | +$448 |
2015 Q1
0 quarters
|
|
1236
Mercado Libre
MELI
$75.6B
| – | – |
-296
| Closed | -$37K | – |
|
1237
MidCap Financial Investment
MFIC
$839M
| – | – |
-20,560
| Closed | -$457K | – |
|
1238
MacroGenics
MGNX
$140M
| – | – |
-1,930
| Closed | -$67K | – |
|
1239
Martin Midstream Partners
MMLP
$87.6M
| – | – |
-7,262
| Closed | -$195K | – |
|
1240
Monster Beverage
MNST
$90.9B
| – | – |
-30,084
| Closed | -$271K | – |
|
1241
Moog Inc Class A
MOG.A
$10.8B
| – | – |
-16
| Closed | -$1K | – |
|
1242
The Mosaic Company
MOS
$6.97B
| – | – |
-2,560
| Closed | -$116K | – |
|
1243
Medical Properties Trust
MPT
$983M
| – | – |
-33,963
| Closed | -$468K | – |
|
1244
MSCI
MSCI
$47.1B
| – | – |
-4,910
| Closed | -$232K | – |
|
1245
Motorola Solutions
MSI
$87.8B
| – | – |
-8,313
| Closed | -$557K | – |
|
1246
M&T Bank
MTB
$31.7B
| – | – |
-618
| Closed | -$77K | – |
|
1247
MGIC Investment
MTG
$5.52B
| – | – |
-24,992
| Closed | -$232K | – |
|
1248
Meritage Homes
MTH
$4.15B
| – | – |
-2,816
| Closed | -$50K | – |
|
1249
Vail Resorts
MTN
$5.45B
| – | – |
-278
| Closed | -$25K | – |
|
1250
Matrix Service
MTRX
$258M
| – | – |
-3,105
| Closed | -$69K | – |
|
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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.