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 | |
|---|---|---|---|---|---|---|---|
|
TIF
251
DELISTED
Tiffany & Co.
TIF
| $405K | 0.1% |
+4,605
| New | +$412K |
2015 Q1
0 quarters
|
|
252
American Financial Group
AFG
$13.3B
| $404K | 0.1% |
+6,303
| New | +$391K |
2015 Q1
0 quarters
|
|
253
DELISTED
Sealed Air
SEE
| $404K | 0.1% |
+8,883
| New | +$394K |
2015 Q1
0 quarters
|
|
254
Occidental Petroleum
OXY
$58.7B
| $403K | 0.1% |
+5,530
| New | +$428K |
2015 Q1
0 quarters
|
|
|
IDTI
255
DELISTED
Integrated Device Technology I
IDTI
| $403K | 0.1% |
+20,136
| New | +$396K |
2015 Q1
0 quarters
|
|
|
AFSI
256
DELISTED
AmTrust Financial Services, Inc.
AFSI
| $403K | 0.1% |
14,176
+8,276
| +140% | +$224K |
2013 Q4
5 quarters
|
|
257
GoPro
GPRO
$117M
| $397K | 0.1% |
9,155
+7,055
| +336% | +$333K |
2014 Q3
2 quarters
|
|
258
DELISTED
Hess
HES
| $397K | 0.1% |
5,859
+1,923
| +49% | +$137K |
2014 Q3
2 quarters
|
|
|
MIK
259
DELISTED
Michaels Stores, Inc
MIK
| $396K | 0.1% |
+14,651
| New | +$390K |
2015 Q1
0 quarters
|
|
|
CBI
260
DELISTED
Chicago Bridge & Iron Nv
CBI
| $392K | 0.1% |
+7,958
| New | +$335K |
2015 Q1
0 quarters
|
|
261
COPT Defense Properties
CDP
$3.76B
| $388K | 0.1% |
+13,221
| New | +$391K |
2015 Q1
0 quarters
|
|
262
SITE Centers
SITC
$34.5M
| $386K | 0.1% |
16,111
+13,849
| +612% | +$342K |
2014 Q4
1 quarter
|
|
263
Equity Lifestyle Properties
ELS
$12.1B
| $385K | 0.1% |
+14,044
| New | +$385K |
2015 Q1
0 quarters
|
|
264
Bloomin' Brands
BLMN
$889M
| $384K | 0.1% |
15,802
+4,804
| +44% | +$120K |
2014 Q4
1 quarter
|
|
265
Fortune Brands Innovations
FBIN
$5.69B
| $384K | 0.1% |
9,477
-2,595
| -21% | -$101K |
2014 Q4
1 quarter
|
|
266
Lear
LEA
$5.24B
| $384K | 0.1% |
3,472
-124
| -3% | -$13K |
2014 Q2
3 quarters
|
|
267
Martin Marietta Materials
MLM
$36.5B
| $383K | 0.09% |
+2,742
| New | +$352K |
2015 Q1
0 quarters
|
|
268
Canadian Pacific Kansas City
CP
$81.9B
| $381K | 0.09% |
+10,435
| New | +$385K |
2015 Q1
0 quarters
|
|
269
MDU Resources
MDU
$4.18B
| $375K | 0.09% |
+46,249
| New | +$392K |
2015 Q1
0 quarters
|
|
|
WPG
270
DELISTED
Washington Prime Group Inc.
WPG
| $369K | 0.09% |
2,472
+1,020
| +70% | +$158K |
2014 Q4
1 quarter
|
|
271
ITT
ITT
$18.8B
| $368K | 0.09% |
9,240
-6,769
| -42% | -$264K |
2014 Q3
2 quarters
|
|
272
Thomson Reuters
TRI
$47.4B
| $364K | 0.09% |
7,747
+7,685
| +12,395% | +$353K |
2014 Q4
1 quarter
|
|
|
WCG
273
DELISTED
Wellcare Health Plans, Inc.
WCG
| $363K | 0.09% |
+3,969
| New | +$331K |
2015 Q1
0 quarters
|
|
274
Community Health Systems
CYH
$316M
| $361K | 0.09% |
+8,365
| New | +$346K |
2015 Q1
0 quarters
|
|
275
Illumina
ILMN
$31.3B
| $360K | 0.09% |
+1,998
| New | +$376K |
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.