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 | |
|---|---|---|---|---|---|---|---|
126
Herbalife
HLF
$1.6B
| $892K | 0.22% |
41,738
+39,436
| +1,713% | +$673K |
2013 Q2
7 quarters
|
|
127
DELISTED
Pioneer Natural Resource Co.
PXD
| $887K | 0.22% |
+5,430
| New | +$834K |
2015 Q1
0 quarters
|
|
128
Illinois Tool Works
ITW
$79.8B
| $886K | 0.22% |
9,129
+2,169
| +31% | +$209K |
2013 Q2
7 quarters
|
|
129
Viatris
VTRS
$22.8B
| $882K | 0.22% |
14,865
-3,350
| -18% | -$191K |
2014 Q3
2 quarters
|
|
130
HCA Healthcare
HCA
$103B
| $868K | 0.21% |
+11,550
| New | +$829K |
2015 Q1
0 quarters
|
|
|
EVHC
131
DELISTED
Envision Healthcare Holdings Inc
EVHC
| $854K | 0.21% |
7,442
+6,833
| +1,122% | +$743K |
2014 Q4
1 quarter
|
|
132
Equifax
EFX
$22.3B
| $835K | 0.21% |
+8,979
| New | +$797K |
2015 Q1
0 quarters
|
|
|
HAR
133
DELISTED
Harman International Industries
HAR
| $834K | 0.21% |
+6,246
| New | +$777K |
2015 Q1
0 quarters
|
|
134
Masco
MAS
$15.8B
| $826K | 0.2% |
35,244
-3,699
| -9% | -$84K |
2014 Q4
1 quarter
|
|
135
Bausch Health
BHC
$3.06B
| $821K | 0.2% |
+4,135
| New | +$734K |
2015 Q1
0 quarters
|
|
136
OGE Energy
OGE
$10.5B
| $817K | 0.2% |
25,865
+7,812
| +43% | +$262K |
2014 Q4
1 quarter
|
|
137
DELISTED
ARM HOLDINGS PLC ADS
ARMH
| $817K | 0.2% |
+16,579
| New | +$825K |
2015 Q1
0 quarters
|
|
138
The Gap Inc
GAP
$7.55B
| $815K | 0.2% |
+18,828
| New | +$785K |
2015 Q1
0 quarters
|
|
139
Polaris
PII
$3.59B
| $812K | 0.2% |
5,759
-1,362
| -19% | -$201K |
2014 Q4
1 quarter
|
|
140
Genuine Parts
GPC
$16.9B
| $800K | 0.2% |
8,594
+6,628
| +337% | +$639K |
2014 Q4
1 quarter
|
|
141
Pitney Bowes
PBI
$2.11B
| $800K | 0.2% |
+34,334
| New | +$799K |
2015 Q1
0 quarters
|
|
142
Ventas
VTR
$46.9B
| $800K | 0.2% |
9,604
+7,804
| +434% | +$672K |
2014 Q4
1 quarter
|
|
143
Pilgrim's Pride
PPC
$6.79B
| $786K | 0.19% |
34,836
+32,684
| +1,519% | +$929K |
2014 Q4
1 quarter
|
|
144
AT&T
T
$146B
| $782K | 0.19% |
+31,743
| New | +$807K |
2015 Q1
0 quarters
|
|
|
WRI
145
DELISTED
Weingarten Realty Investors
WRI
| $776K | 0.19% |
21,571
+12,770
| +145% | +$465K |
2014 Q3
2 quarters
|
|
146
MetLife
MET
$61.8B
| $768K | 0.19% |
+17,048
| New | +$766K |
2015 Q1
0 quarters
|
|
147
Zimmer Biomet
ZBH
$20B
| $748K | 0.19% |
6,564
+1,255
| +24% | +$143K |
2014 Q4
1 quarter
|
|
148
Halliburton
HAL
$26.3B
| $737K | 0.18% |
+16,813
| New | +$701K |
2015 Q1
0 quarters
|
|
149
SLB Ltd
SLB
$73.7B
| $731K | 0.18% |
8,772
+6,917
| +373% | +$576K |
2014 Q3
2 quarters
|
|
150
Hartford Financial Services
HIG
$35.8B
| $728K | 0.18% |
17,408
+12,547
| +258% | +$514K |
2014 Q3
2 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.