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 | |
|---|---|---|---|---|---|---|---|
326
YPF Sociedad Anonima ADS
YPF
$14.9B
| $287K | 0.07% |
10,469
+8,484
| +427% | +$219K |
2014 Q4
1 quarter
|
|
327
DELISTED
HCC INSURANCES HOLDINGS INC
HCC
| $282K | 0.07% |
+4,980
| New | +$276K |
2015 Q1
0 quarters
|
|
|
WPZ
328
DELISTED
Williams Partners L.P.
WPZ
| $282K | 0.07% |
5,746
-1,887
| -25% | -$92K |
2014 Q1
4 quarters
|
|
329
Advance Auto Parts
AAP
$2.75B
| $278K | 0.07% |
1,862
+1,236
| +197% | +$191K |
2014 Q4
1 quarter
|
|
330
Cameco
CCJ
$30.8B
| $277K | 0.07% |
19,926
-4,726
| -19% | -$70.6K |
2014 Q4
1 quarter
|
|
331
Power Integrations
POWI
$2.47B
| $276K | 0.07% |
10,630
+5,956
| +127% | +$160K |
2014 Q2
3 quarters
|
|
332
Toll Brothers
TOL
$13.6B
| $275K | 0.07% |
+7,011
| New | +$256K |
2015 Q1
0 quarters
|
|
333
Methanex
MEOH
$5.45B
| $273K | 0.07% |
5,100
-3,545
| -41% | -$178K |
2014 Q2
3 quarters
|
|
334
DELISTED
SunPower Corporation Common Stock
SPWR
| $273K | 0.07% |
+13,331
| New | +$252K |
2015 Q1
0 quarters
|
|
335
Tenet Healthcare
THC
$22.8B
| $272K | 0.07% |
5,514
-14,692
| -73% | -$687K |
2014 Q4
1 quarter
|
|
336
Balchem Corp
BCPC
$5.52B
| $272K | 0.07% |
+4,921
| New | +$282K |
2015 Q1
0 quarters
|
|
337
Navios Maritime Partners
NMM
$2.58B
| $270K | 0.07% |
1,616
+883
| +120% | +$159K |
2014 Q4
1 quarter
|
|
338
DELISTED
LiveRamp
RAMP
| $269K | 0.07% |
14,598
+13,839
| +1,823% | +$266K |
2013 Q4
5 quarters
|
|
339
Sun Life Financial
SLF
$40.5B
| $268K | 0.07% |
+8,704
| New | +$278K |
2015 Q1
0 quarters
|
|
|
VRE
340
DELISTED
Veris Residential
VRE
| $267K | 0.07% |
13,867
+6,742
| +95% | +$130K |
2014 Q4
1 quarter
|
|
341
MFA Financial
MFA
$588M
| $266K | 0.07% |
8,480
+6,019
| +245% | +$191K |
2014 Q4
1 quarter
|
|
342
BCE
BCE
$20B
| $265K | 0.07% |
+6,274
| New | +$280K |
2015 Q1
0 quarters
|
|
|
BRCD
343
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
| $265K | 0.07% |
22,390
-9,755
| -30% | -$116K |
2014 Q4
1 quarter
|
|
344
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $265K | 0.07% |
5,890
+4,490
| +321% | +$205K |
2014 Q2
3 quarters
|
|
345
Olin
OLN
$1.99B
| $264K | 0.07% |
8,261
-5,326
| -39% | -$143K |
2014 Q4
1 quarter
|
|
346
Sonic Automotive
SAH
$1.88B
| $264K | 0.07% |
+10,623
| New | +$268K |
2015 Q1
0 quarters
|
|
347
Timken Company
TKR
$7.48B
| $261K | 0.06% |
6,195
+3,770
| +155% | +$156K |
2014 Q3
2 quarters
|
|
|
PGRE
348
DELISTED
Paramount Group
PGRE
| $259K | 0.06% |
13,447
-3,581
| -21% | -$68.1K |
2014 Q4
1 quarter
|
|
349
PLDT
PHI
$3.54B
| $259K | 0.06% |
+4,148
| New | +$279K |
2015 Q1
0 quarters
|
|
350
DELISTED
LL Flooring Holdings, Inc.
LL
| $259K | 0.06% |
+8,442
| New | +$432K |
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.