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 | |
|---|---|---|---|---|---|---|---|
|
STJ
301
DELISTED
St Jude Medical
STJ
| $313K | 0.08% |
4,797
-5,830
| -55% | -$388K |
2014 Q3
2 quarters
|
|
302
Opko Health
OPK
$1.25B
| $309K | 0.08% |
+21,868
| New | +$285K |
2015 Q1
0 quarters
|
|
303
Essex Property Trust
ESS
$17.6B
| $308K | 0.08% |
+1,343
| New | +$304K |
2015 Q1
0 quarters
|
|
|
GG
304
DELISTED
Goldcorp Inc
GG
| $308K | 0.08% |
+17,010
| New | +$362K |
2015 Q1
0 quarters
|
|
|
WP
305
DELISTED
Worldpay, Inc.
WP
| $305K | 0.08% |
+8,105
| New | +$293K |
2015 Q1
0 quarters
|
|
306
Visteon
VC
$2.03B
| $304K | 0.08% |
+3,162
| New | +$316K |
2015 Q1
0 quarters
|
|
307
Adobe
ADBE
$94.6B
| $303K | 0.08% |
4,111
-14,160
| -77% | -$1.06M |
2014 Q4
1 quarter
|
|
308
UGI
UGI
$8.09B
| $303K | 0.08% |
9,311
-2,600
| -22% | -$91.2K |
2014 Q4
1 quarter
|
|
|
SPIL
309
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
| $303K | 0.08% |
37,061
+35,861
| +2,988% | +$304K |
2014 Q4
1 quarter
|
|
310
KKR & Co
KKR
$87.5B
| $302K | 0.07% |
+13,259
| New | +$313K |
2015 Q1
0 quarters
|
|
311
Nexstar Media Group
NXST
$6.41B
| $302K | 0.07% |
+5,291
| New | +$281K |
2015 Q1
0 quarters
|
|
312
CMS Energy
CMS
$22.1B
| $301K | 0.07% |
8,628
-13,553
| -61% | -$481K |
2014 Q4
1 quarter
|
|
313
Chord Energy
CHRD
$7.97B
| $297K | 0.07% |
+20,904
| New | +$307K |
2015 Q1
0 quarters
|
|
|
RCPT
314
DELISTED
RECEPTOS INC COM STK (DE)
RCPT
| $296K | 0.07% |
+1,800
| New | +$228K |
2015 Q1
0 quarters
|
|
|
EXPR
315
DELISTED
Express, Inc.
EXPR
| $295K | 0.07% |
+893
| New | +$258K |
2015 Q1
0 quarters
|
|
|
SFUN
316
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
| $295K | 0.07% |
983
+187
| +23% | +$62.2K |
2014 Q4
1 quarter
|
|
|
GMCR
317
DELISTED
KEURIG GREEN MTN INC
GMCR
| $293K | 0.07% |
2,631
-1,599
| -38% | -$200K |
2014 Q4
1 quarter
|
|
318
Canadian National Railway
CNI
$76.3B
| $291K | 0.07% |
+4,364
| New | +$297K |
2015 Q1
0 quarters
|
|
319
Royal Bank of Canada
RY
$280B
| $290K | 0.07% |
4,815
+2,186
| +83% | +$134K |
2014 Q4
1 quarter
|
|
320
Kimco Realty
KIM
$17B
| $289K | 0.07% |
10,781
-35,450
| -77% | -$952K |
2013 Q3
6 quarters
|
|
321
Kohl's
KSS
$2.72B
| $289K | 0.07% |
+3,697
| New | +$252K |
2015 Q1
0 quarters
|
|
322
DELISTED
Kennedy-Wilson Holdings
KW
| $288K | 0.07% |
11,040
+2,581
| +31% | +$68.4K |
2014 Q3
2 quarters
|
|
|
HMSY
323
DELISTED
HMS Holdings Corp.
HMSY
| $288K | 0.07% |
18,679
+12,628
| +209% | +$237K |
2014 Q3
2 quarters
|
|
|
AAWW
324
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
| $288K | 0.07% |
+6,710
| New | +$313K |
2015 Q1
0 quarters
|
|
325
Invesco Mortgage Capital
IVR
$550M
| $287K | 0.07% |
1,851
+883
| +91% | +$138K |
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.