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 | |
|---|---|---|---|---|---|---|---|
|
EPE
426
DELISTED
EP Energy Corporation
EPE
| $191K | 0.05% |
+18,245
| New | +$192K |
2015 Q1
0 quarters
|
|
427
Digital Realty Trust
DLR
$68.1B
| $189K | 0.05% |
2,872
-12
| -0.4% | -$823 |
2014 Q4
1 quarter
|
|
428
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $188K | 0.05% |
4,896
-1,249
| -20% | -$48K |
2014 Q3
2 quarters
|
|
429
Apogee Enterprises
APOG
$986M
| $186K | 0.05% |
+4,307
| New | +$189K |
2015 Q1
0 quarters
|
|
430
DELISTED
Esperion Therapeutics
ESPR
| $186K | 0.05% |
+2,015
| New | +$130K |
2015 Q1
0 quarters
|
|
431
Jefferies Financial Group
JEF
$10.5B
| $186K | 0.05% |
+9,372
| New | +$194K |
2015 Q1
0 quarters
|
|
432
Texas Capital Bancshares, Inc. Common Stock, par value $0.01 per share
TXCP
$4.35B
| $186K | 0.05% |
3,842
-1,576
| -29% | -$74.3K |
2014 Q4
1 quarter
|
|
|
ISEE
433
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
| $186K | 0.05% |
4,017
-278
| -6% | -$14.4K |
2014 Q4
1 quarter
|
|
434
Octave Specialty Group
OSG
$241M
| $185K | 0.05% |
7,665
+3,876
| +102% | +$98.6K |
2014 Q3
2 quarters
|
|
435
El Pollo Loco
LOCO
$454M
| $184K | 0.05% |
7,201
-8,047
| -53% | -$200K |
2014 Q4
1 quarter
|
|
436
Hyatt Hotels
H
$17.5B
| $183K | 0.05% |
+3,105
| New | +$182K |
2015 Q1
0 quarters
|
|
|
UNT
437
DELISTED
UNIT Corporation
UNT
| $183K | 0.05% |
6,575
+2,496
| +61% | +$74.2K |
2014 Q2
3 quarters
|
|
438
ScottsMiracle-Gro
SMG
$3.72B
| $182K | 0.05% |
2,712
+1,809
| +200% | +$118K |
2014 Q4
1 quarter
|
|
|
VSI
439
DELISTED
Vitamin Shoppe Inc.
VSI
| $182K | 0.05% |
4,439
+4,382
| +7,688% | +$185K |
2014 Q4
1 quarter
|
|
440
DELISTED
Comerica
CMA
| $181K | 0.04% |
4,031
-1,199
| -23% | -$53.5K |
2014 Q4
1 quarter
|
|
441
DELISTED
Trina Solar Limited
TSL
| $180K | 0.04% |
14,963
-19,802
| -57% | -$205K |
2013 Q4
5 quarters
|
|
442
DELISTED
DigitalBridge
DBRG
| $178K | 0.04% |
+1,916
| New | +$174K |
2015 Q1
0 quarters
|
|
443
Axalta
AXTA
$7.83B
| $177K | 0.04% |
+6,409
| New | +$173K |
2015 Q1
0 quarters
|
|
|
CXO
444
DELISTED
CONCHO RESOURCES INC.
CXO
| $177K | 0.04% |
+1,529
| New | +$167K |
2015 Q1
0 quarters
|
|
445
IQVIA
IQV
$43.7B
| $176K | 0.04% |
+2,630
| New | +$166K |
2015 Q1
0 quarters
|
|
446
Xylem
XYL
$21.6B
| $176K | 0.04% |
+5,044
| New | +$178K |
2015 Q1
0 quarters
|
|
447
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
| $176K | 0.04% |
1,249
+432
| +53% | +$66.5K |
2014 Q4
1 quarter
|
|
|
EGN
448
DELISTED
Energen
EGN
| $176K | 0.04% |
+2,670
| New | +$172K |
2015 Q1
0 quarters
|
|
449
Applied Industrial Technologies
AIT
$10.9B
| $175K | 0.04% |
3,867
-3,498
| -47% | -$149K |
2014 Q3
2 quarters
|
|
450
Incyte
INCY
$24.7B
| $174K | 0.04% |
+1,900
| New | +$157K |
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.