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 | |
|---|---|---|---|---|---|---|---|
351
Green Plains
GPRE
$941M
| $257K | 0.06% |
+9,019
| New | +$225K |
2015 Q1
0 quarters
|
|
352
WPP
WPP
$5.99B
| $254K | 0.06% |
2,240
-1,283
| -36% | -$144K |
2014 Q4
1 quarter
|
|
353
Assurant
AIZ
$15.8B
| $253K | 0.06% |
4,124
-2,969
| -42% | -$188K |
2014 Q4
1 quarter
|
|
354
RLJ Lodging Trust
RLJ
$1.97B
| $252K | 0.06% |
+8,064
| New | +$267K |
2015 Q1
0 quarters
|
|
355
Tidewater
TDW
$3.94B
| $252K | 0.06% |
+409
| New | +$364K |
2015 Q1
0 quarters
|
|
356
Ingredion
INGR
$5.86B
| $251K | 0.06% |
+3,232
| New | +$264K |
2015 Q1
0 quarters
|
|
357
Equinor
EQNR
$102B
| $250K | 0.06% |
14,258
+5,225
| +58% | +$93.1K |
2014 Q4
1 quarter
|
|
358
Integra LifeSciences
IART
$1.12B
| $250K | 0.06% |
+9,938
| New | +$235K |
2015 Q1
0 quarters
|
|
359
Chipotle Mexican Grill
CMG
$44.6B
| $249K | 0.06% |
19,150
+18,750
| +4,688% | +$256K |
2014 Q3
2 quarters
|
|
|
HPY
360
DELISTED
HEARTLAND PAYMENT SYSTEMS, INC. COM STK
HPY
| $249K | 0.06% |
5,335
+4,763
| +833% | +$241K |
2014 Q4
1 quarter
|
|
361
Pearson
PSO
$10.5B
| $248K | 0.06% |
11,513
+1,911
| +20% | +$39.6K |
2014 Q4
1 quarter
|
|
362
TC Energy
TRP
$67.5B
| $248K | 0.06% |
+5,806
| New | +$259K |
2015 Q1
0 quarters
|
|
|
FNSR
363
DELISTED
Finisar Corp
FNSR
| $248K | 0.06% |
+11,658
| New | +$237K |
2015 Q1
0 quarters
|
|
|
MBFI
364
DELISTED
MB Financial Corp
MBFI
| $246K | 0.06% |
+7,870
| New | +$241K |
2015 Q1
0 quarters
|
|
365
DELISTED
Valspar
VAL
| $246K | 0.06% |
2,934
+473
| +19% | +$40.7K |
2014 Q3
2 quarters
|
|
|
CYBX
366
DELISTED
CYBERONICS INC
CYBX
| $246K | 0.06% |
+3,802
| New | +$231K |
2015 Q1
0 quarters
|
|
|
RPAI
367
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
| $245K | 0.06% |
+15,310
| New | +$257K |
2015 Q1
0 quarters
|
|
368
Carpenter Technology
CRS
$14.4B
| $244K | 0.06% |
6,277
+2,293
| +58% | +$92.6K |
2013 Q4
5 quarters
|
|
369
AAR Corp
AIR
$4.36B
| $243K | 0.06% |
7,929
+1,216
| +18% | +$36K |
2014 Q4
1 quarter
|
|
370
Alibaba
BABA
$235B
| $243K | 0.06% |
2,922
-216
| -7% | -$19.5K |
2014 Q4
1 quarter
|
|
371
CME Group
CME
$114B
| $243K | 0.06% |
+2,567
| New | +$238K |
2015 Q1
0 quarters
|
|
372
Prudential
PUK
$31.2B
| $241K | 0.06% |
+4,982
| New | +$237K |
2015 Q1
0 quarters
|
|
373
Sensata Technologies
ST
$5.61B
| $241K | 0.06% |
+4,211
| New | +$224K |
2015 Q1
0 quarters
|
|
374
Wabash National
WNC
$471M
| $240K | 0.06% |
+17,042
| New | +$231K |
2015 Q1
0 quarters
|
|
375
Honda
HMC
$44.5B
| $237K | 0.06% |
7,248
-6,042
| -45% | -$195K |
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.