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 | |
|---|---|---|---|---|---|---|---|
201
Netflix
NFLX
$269B
| $510K | 0.13% |
+85,750
| New | +$520K |
2015 Q1
0 quarters
|
|
202
Nike
NKE
$58.8B
| $509K | 0.13% |
10,162
-4,540
| -31% | -$217K |
2014 Q4
1 quarter
|
|
203
State Street
STT
$45B
| $508K | 0.13% |
+6,919
| New | +$518K |
2015 Q1
0 quarters
|
|
|
204
General Dynamics
GD
$96.3B
| $505K | 0.13% |
3,723
-12,871
| -78% | -$1.77M |
2014 Q3
2 quarters
|
|
205
Sun Communities
SUI
$14.6B
| $499K | 0.12% |
+7,489
| New | +$503K |
2015 Q1
0 quarters
|
|
|
LM
206
DELISTED
Legg Mason, Inc.
LM
| $498K | 0.12% |
9,035
+5,616
| +164% | +$315K |
2014 Q3
2 quarters
|
|
207
Apollo Global Management
APO
$69.3B
| $497K | 0.12% |
23,043
+19,844
| +620% | +$463K |
2014 Q4
1 quarter
|
|
208
Affiliated Managers Group
AMG
$9.06B
| $495K | 0.12% |
+2,306
| New | +$487K |
2015 Q1
0 quarters
|
|
209
SBA Communications
SBAC
$20.2B
| $493K | 0.12% |
+4,217
| New | +$498K |
2015 Q1
0 quarters
|
|
210
DELISTED
Education Realty Trust Inc
EDR
| $491K | 0.12% |
+13,899
| New | +$499K |
2015 Q1
0 quarters
|
|
211
Manulife Financial
MFC
$72.7B
| $488K | 0.12% |
28,726
+17,108
| +147% | +$294K |
2014 Q3
2 quarters
|
|
212
Robert Half
RHI
$4.4B
| $487K | 0.12% |
+8,048
| New | +$484K |
2015 Q1
0 quarters
|
|
213
NetApp
NTAP
$33.3B
| $484K | 0.12% |
13,661
-7,603
| -36% | -$291K |
2014 Q4
1 quarter
|
|
|
CHS
214
DELISTED
Chicos FAS, Inc.
CHS
| $482K | 0.12% |
+27,287
| New | +$474K |
2015 Q1
0 quarters
|
|
|
OUTR
215
DELISTED
OUTERWALL INC
OUTR
| $480K | 0.12% |
7,262
+4,913
| +209% | +$329K |
2014 Q4
1 quarter
|
|
216
Archer Daniels Midland
ADM
$33.5B
| $479K | 0.12% |
10,119
-1,975
| -16% | -$94K |
2014 Q4
1 quarter
|
|
217
Scotiabank
BNS
$112B
| $479K | 0.12% |
10,083
+6,891
| +216% | +$336K |
2014 Q1
4 quarters
|
|
|
PCP
218
DELISTED
PRECISION CASTPARTS CORP
PCP
| $478K | 0.12% |
+2,279
| New | +$484K |
2015 Q1
0 quarters
|
|
219
Verizon
VZ
$191B
| $477K | 0.12% |
+9,815
| New | +$474K |
2015 Q1
0 quarters
|
|
220
State Street SPDR S&P 500 ETF Trust
SPY
$777B
| $475K | 0.12% |
2,305
-1,360
| -37% | -$281K |
2014 Q2
3 quarters
|
|
221
Garmin
GRMN
$55.2B
| $474K | 0.12% |
9,975
-6,067
| -38% | -$310K |
2013 Q4
5 quarters
|
|
|
LCI
222
DELISTED
Lannett Company, Inc.
LCI
| $470K | 0.12% |
1,736
+579
| +50% | +$131K |
2014 Q4
1 quarter
|
|
223
Essential Utilities
WTRG
$13.2B
| $469K | 0.12% |
17,827
+6,258
| +54% | +$167K |
2013 Q4
5 quarters
|
|
|
VVC
224
DELISTED
Vectren Corporation
VVC
| $469K | 0.12% |
+10,635
| New | +$487K |
2015 Q1
0 quarters
|
|
|
DGI
225
DELISTED
DigitalGlobe Inc.
DGI
| $468K | 0.12% |
13,747
+11,542
| +523% | +$360K |
2014 Q2
3 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.