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 | |
|---|---|---|---|---|---|---|---|
151
Unilever
UL
$144B
| $728K | 0.18% |
+15,524
| New | +$744K |
2015 Q1
0 quarters
|
|
152
Global Payments
GPN
$25.4B
| $727K | 0.18% |
+15,860
| New | +$707K |
2015 Q1
0 quarters
|
|
153
Alcoa
AA
$10.7B
| $725K | 0.18% |
+23,363
| New | +$839K |
2015 Q1
0 quarters
|
|
154
Regions Financial
RF
$24.7B
| $720K | 0.18% |
+76,211
| New | +$721K |
2015 Q1
0 quarters
|
|
155
DELISTED
Paramount Global Class B
PARA
| $715K | 0.18% |
11,807
-3,673
| -24% | -$215K |
2014 Q1
4 quarters
|
|
156
DELISTED
Nordstrom
JWN
| $713K | 0.18% |
+8,885
| New | +$703K |
2015 Q1
0 quarters
|
|
|
LXP
157
DELISTED
LXP Industrial Trust
LXP
| $710K | 0.18% |
14,453
+12,194
| +540% | +$660K |
2013 Q3
6 quarters
|
|
158
DELISTED
CHUBB CORPORATION
CB
| $707K | 0.18% |
6,994
-1,271
| -15% | -$129K |
2014 Q4
1 quarter
|
|
159
Sherwin-Williams
SHW
$87.8B
| $705K | 0.17% |
+7,443
| New | +$694K |
2015 Q1
0 quarters
|
|
|
WFT
160
DELISTED
Weatherford International plc
WFT
| $705K | 0.17% |
+57,344
| New | +$666K |
2015 Q1
0 quarters
|
|
161
Vertex Pharmaceuticals
VRTX
$139B
| $701K | 0.17% |
+5,947
| New | +$713K |
2015 Q1
0 quarters
|
|
162
Petrobras
PBR
$126B
| $699K | 0.17% |
+116,312
| New | +$741K |
2015 Q1
0 quarters
|
|
|
CY
163
DELISTED
Cypress Semiconductor
CY
| $697K | 0.17% |
+49,468
| New | +$733K |
2015 Q1
0 quarters
|
|
164
Infosys
INFY
$49.6B
| $696K | 0.17% |
79,424
+50,440
| +174% | +$444K |
2014 Q4
1 quarter
|
|
|
LLL
165
DELISTED
L3 Technologies, Inc.
LLL
| $681K | 0.17% |
5,414
-5,349
| -50% | -$680K |
2014 Q4
1 quarter
|
|
|
PNRA
166
DELISTED
Panera Bread Co
PNRA
| $677K | 0.17% |
+4,235
| New | +$702K |
2015 Q1
0 quarters
|
|
167
Bank of America
BAC
$356B
| $676K | 0.17% |
+43,954
| New | +$706K |
2015 Q1
0 quarters
|
|
168
Xerox
XRX
$157M
| $673K | 0.17% |
19,893
-1,457
| -7% | -$51.4K |
2014 Q3
2 quarters
|
|
169
FirstEnergy
FE
$27.3B
| $672K | 0.17% |
+19,179
| New | +$717K |
2015 Q1
0 quarters
|
|
170
Whirlpool
WHR
$2.15B
| $667K | 0.17% |
+3,304
| New | +$671K |
2015 Q1
0 quarters
|
|
171
DELISTED
Skechers
SKX
| $631K | 0.16% |
26,331
+15,837
| +151% | +$341K |
2014 Q3
2 quarters
|
|
|
AET
172
DELISTED
Aetna Inc
AET
| $629K | 0.16% |
5,910
+1,421
| +32% | +$139K |
2014 Q3
2 quarters
|
|
|
LPT
173
DELISTED
Liberty Property Trust
LPT
| $628K | 0.16% |
+17,601
| New | +$670K |
2015 Q1
0 quarters
|
|
174
DELISTED
Allete
ALE
| $624K | 0.15% |
11,843
+11,593
| +4,637% | +$637K |
2014 Q2
3 quarters
|
|
175
Lumen Technologies, Inc. Common Stock
LUMN
$4.61B
| $623K | 0.15% |
+18,058
| New | +$674K |
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.