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 | |
|---|---|---|---|---|---|---|---|
176
Everest Group
EG
$15.5B
| $621K | 0.15% |
3,571
-4,291
| -55% | -$754K |
2014 Q3
2 quarters
|
|
177
Aon
AON
$73.1B
| $613K | 0.15% |
6,383
-10,293
| -62% | -$996K |
2014 Q4
1 quarter
|
|
178
Fifth Third Bancorp
FITB
$48.5B
| $607K | 0.15% |
32,223
-32,415
| -50% | -$611K |
2014 Q4
1 quarter
|
|
179
Crane NXT
CXT
$3.41B
| $604K | 0.15% |
+27,863
| New | +$608K |
2015 Q1
0 quarters
|
|
180
Walmart Inc
WMT
$1.01T
| $604K | 0.15% |
22,062
+20,859
| +1,734% | +$592K |
2014 Q3
2 quarters
|
|
181
Cognizant
CTSH
$29.7B
| $594K | 0.15% |
+9,529
| New | +$562K |
2015 Q1
0 quarters
|
|
|
GGP
182
DELISTED
GGP Inc.
GGP
| $594K | 0.15% |
+20,109
| New | +$600K |
2015 Q1
0 quarters
|
|
183
VeriSign
VRSN
$28B
| $593K | 0.15% |
8,864
+1,521
| +21% | +$92.5K |
2014 Q2
3 quarters
|
|
|
OA
184
DELISTED
Orbital ATK, Inc.
OA
| $588K | 0.15% |
+7,686
| New | +$727K |
2015 Q1
0 quarters
|
|
185
Ionis Pharmaceuticals
IONS
$6.45B
| $580K | 0.14% |
+9,124
| New | +$619K |
2015 Q1
0 quarters
|
|
186
Deckers Outdoor
DECK
$11.7B
| $579K | 0.14% |
47,754
+28,152
| +144% | +$362K |
2014 Q3
2 quarters
|
|
187
AB InBev
BUD
$168B
| $574K | 0.14% |
+4,715
| New | +$570K |
2015 Q1
0 quarters
|
|
|
EQY
188
DELISTED
Equity One
EQY
| $572K | 0.14% |
+21,436
| New | +$577K |
2015 Q1
0 quarters
|
|
|
DCT
189
DELISTED
DCT Industrial Trust Inc.
DCT
| $572K | 0.14% |
+16,508
| New | +$596K |
2015 Q1
0 quarters
|
|
190
DELISTED
EMC CORPORATION
EMC
| $571K | 0.14% |
+22,351
| New | +$616K |
2015 Q1
0 quarters
|
|
191
Hershey
HSY
$35.7B
| $570K | 0.14% |
+5,655
| New | +$590K |
2015 Q1
0 quarters
|
|
192
Arthur J. Gallagher & Co
AJG
$73.9B
| $565K | 0.14% |
12,089
-3,056
| -20% | -$143K |
2014 Q4
1 quarter
|
|
193
DELISTED
Regal Entertainment Group
RGC
| $554K | 0.14% |
+24,261
| New | +$538K |
2015 Q1
0 quarters
|
|
|
LSI
194
DELISTED
Life Storage, Inc.
LSI
| $547K | 0.14% |
+8,742
| New | +$543K |
2015 Q1
0 quarters
|
|
195
Medtronic
MDT
$134B
| $544K | 0.13% |
+6,979
| New | +$529K |
2015 Q1
0 quarters
|
|
|
TIVO
196
DELISTED
Tivo Inc
TIVO
| $534K | 0.13% |
29,328
+26,624
| +985% | +$596K |
2014 Q3
2 quarters
|
|
197
DELISTED
SunTrust Banks, Inc.
STI
| $531K | 0.13% |
+12,943
| New | +$524K |
2015 Q1
0 quarters
|
|
198
Graphic Packaging
GPK
$3.42B
| $525K | 0.13% |
+36,147
| New | +$529K |
2015 Q1
0 quarters
|
|
199
Devon Energy
DVN
$47.2B
| $516K | 0.13% |
+8,565
| New | +$522K |
2015 Q1
0 quarters
|
|
200
Marriott International
MAR
$109B
| $515K | 0.13% |
6,412
+3,113
| +94% | +$248K |
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.