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 | |
|---|---|---|---|---|---|---|---|
276
OneSpan
OSPN
$823M
| $357K | 0.09% |
16,602
+12,444
| +299% | +$295K |
2014 Q4
1 quarter
|
|
|
ARRS
277
DELISTED
ARRIS International plc Ordinary Shares
ARRS
| $357K | 0.09% |
+12,384
| New | +$352K |
2015 Q1
0 quarters
|
|
|
ESV
278
DELISTED
Ensco Rowan plc
ESV
| $356K | 0.09% |
4,225
+3,783
| +856% | +$398K |
2014 Q4
1 quarter
|
|
279
Stellantis
STLA
$11.1B
| $355K | 0.09% |
+33,410
| New | +$312K |
2015 Q1
0 quarters
|
|
280
Tetra Tech
TTEK
$9.8B
| $355K | 0.09% |
+73,955
| New | +$366K |
2015 Q1
0 quarters
|
|
|
MMP
281
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $351K | 0.09% |
4,582
-2,846
| -38% | -$227K |
2014 Q4
1 quarter
|
|
282
Raymond James Financial
RJF
$32.4B
| $350K | 0.09% |
+9,251
| New | +$346K |
2015 Q1
0 quarters
|
|
283
Tower Semiconductor
TSEM
$16.7B
| $350K | 0.09% |
20,654
-4,803
| -19% | -$73.7K |
2014 Q3
2 quarters
|
|
284
Gartner
IT
$12.1B
| $348K | 0.09% |
4,158
+2,461
| +145% | +$203K |
2014 Q4
1 quarter
|
|
|
ETP
285
DELISTED
Energy Transfer Partners L.p.
ETP
| $345K | 0.09% |
6,200
-6,927
| -53% | -$411K |
2014 Q4
1 quarter
|
|
286
DELISTED
Hillenbrand
HI
| $341K | 0.08% |
+11,049
| New | +$347K |
2015 Q1
0 quarters
|
|
287
Vistance Networks Inc
VISN
$863M
| $340K | 0.08% |
11,926
+11,464
| +2,481% | +$319K |
2014 Q3
2 quarters
|
|
288
Domino's
DPZ
$11.2B
| $338K | 0.08% |
3,365
+3,353
| +27,942% | +$337K |
2014 Q4
1 quarter
|
|
289
Host Hotels & Resorts
HST
$17.5B
| $336K | 0.08% |
+16,678
| New | +$372K |
2015 Q1
0 quarters
|
|
290
Ross Stores
ROST
$74B
| $336K | 0.08% |
6,390
+4,740
| +287% | +$235K |
2014 Q4
1 quarter
|
|
291
MillerKnoll
MLKN
$1.45B
| $335K | 0.08% |
12,070
+978
| +9% | +$28.6K |
2014 Q4
1 quarter
|
|
|
ARG
292
DELISTED
Airgas Inc
ARG
| $329K | 0.08% |
+3,105
| New | +$352K |
2015 Q1
0 quarters
|
|
293
AerCap
AER
$26.7B
| $328K | 0.08% |
7,535
-2,756
| -27% | -$116K |
2014 Q4
1 quarter
|
|
294
DELISTED
Verifone Systems Inc
PAY
| $326K | 0.08% |
+9,360
| New | +$325K |
2015 Q1
0 quarters
|
|
295
BorgWarner
BWA
$10.2B
| $323K | 0.08% |
6,083
-19,601
| -76% | -$998K |
2014 Q3
2 quarters
|
|
|
SONC
296
DELISTED
Sonic Corp
SONC
| $320K | 0.08% |
10,115
-613
| -6% | -$19.5K |
2014 Q3
2 quarters
|
|
|
TCO
297
DELISTED
Taubman Centers Inc.
TCO
| $319K | 0.08% |
+4,138
| New | +$326K |
2015 Q1
0 quarters
|
|
298
News Corp Class A
NWSA
$14.5B
| $315K | 0.08% |
+19,730
| New | +$319K |
2015 Q1
0 quarters
|
|
299
Travel + Leisure Co
TNL
$4.74B
| $315K | 0.08% |
+7,719
| New | +$307K |
2015 Q1
0 quarters
|
|
300
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $315K | 0.08% |
4,279
+1,441
| +51% | +$145K |
2014 Q4
1 quarter
|
|
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.