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 | |
|---|---|---|---|---|---|---|---|
451
Kite Realty
KRG
$5.06B
| $173K | 0.04% |
+6,147
| New | +$178K |
2015 Q1
0 quarters
|
|
452
Axos Financial
AX
$5.17B
| $172K | 0.04% |
7,408
-680
| -8% | -$14.9K |
2014 Q2
3 quarters
|
|
453
DELISTED
Juniper Networks
JNPR
| $172K | 0.04% |
+7,655
| New | +$177K |
2015 Q1
0 quarters
|
|
454
Redwood Trust
RWT
$339M
| $172K | 0.04% |
9,648
+6,460
| +203% | +$125K |
2013 Q4
5 quarters
|
|
|
CMCSK
455
DELISTED
COMCAST CORP SPL A (NEW)
CMCSK
| $172K | 0.04% |
3,079
+52
| +2% | +$2.9K |
2014 Q3
2 quarters
|
|
|
TSS
456
DELISTED
Total System Services, Inc.
TSS
| $171K | 0.04% |
+4,498
| New | +$165K |
2015 Q1
0 quarters
|
|
|
ZU
457
DELISTED
ZULILY INC CLASS A COMMON STOCK
ZU
| $170K | 0.04% |
13,159
+11,157
| +557% | +$185K |
2014 Q4
1 quarter
|
|
458
DELISTED
Gramercy Property Trust
GPT
| $169K | 0.04% |
+2,015
| New | +$170K |
2015 Q1
0 quarters
|
|
|
ATHN
459
DELISTED
Athenahealth, Inc.
ATHN
| $168K | 0.04% |
+1,414
| New | +$188K |
2015 Q1
0 quarters
|
|
|
KING
460
DELISTED
KING DIGITAL ENTMT PLC ORD SHS (IRL)
KING
| $168K | 0.04% |
10,480
+4,055
| +63% | +$58.6K |
2014 Q2
3 quarters
|
|
461
Prospect Capital
PSEC
$813M
| $167K | 0.04% |
19,787
+2,940
| +17% | +$25.1K |
2014 Q2
3 quarters
|
|
462
Ternium
TX
$9.8B
| $167K | 0.04% |
9,242
+3,508
| +61% | +$61.1K |
2014 Q4
1 quarter
|
|
463
Telefônica Brasil
VIV
$19.2B
| $167K | 0.04% |
10,967
+5,824
| +113% | +$103K |
2014 Q4
1 quarter
|
|
464
Bank of Montreal
BMO
$120B
| $166K | 0.04% |
+2,771
| New | +$172K |
2015 Q1
0 quarters
|
|
465
GameStop
GME
$13B
| $165K | 0.04% |
17,400
-21,624
| -55% | -$203K |
2014 Q3
2 quarters
|
|
466
Main Street Capital
MAIN
$5.29B
| $165K | 0.04% |
+5,351
| New | +$161K |
2015 Q1
0 quarters
|
|
467
Ovintiv
OVV
$17.6B
| $165K | 0.04% |
+2,964
| New | +$186K |
2015 Q1
0 quarters
|
|
468
Alliance Resource Partners
ARLP
$3.25B
| $164K | 0.04% |
+4,922
| New | +$186K |
2015 Q1
0 quarters
|
|
469
Sasol
SSL
$9.17B
| $164K | 0.04% |
4,837
+2,030
| +72% | +$73K |
2014 Q4
1 quarter
|
|
470
EnerSys
ENS
$5.09B
| $162K | 0.04% |
2,528
+638
| +34% | +$39.8K |
2014 Q1
4 quarters
|
|
471
Lowe's Companies
LOW
$128B
| $162K | 0.04% |
2,184
-4,608
| -68% | -$330K |
2014 Q2
3 quarters
|
|
472
Belden
BDC
$3.98B
| $161K | 0.04% |
1,723
-477
| -22% | -$41.1K |
2014 Q2
3 quarters
|
|
|
BPFH
473
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
| $161K | 0.04% |
+13,286
| New | +$163K |
2015 Q1
0 quarters
|
|
474
Telkom Indonesia
TLK
$11.5B
| $159K | 0.04% |
+7,314
| New | +$164K |
2015 Q1
0 quarters
|
|
475
Tutor Perini Cor
TPC
$5.19B
| $159K | 0.04% |
6,823
+2,106
| +45% | +$49.5K |
2013 Q4
5 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.