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 | |
|---|---|---|---|---|---|---|---|
526
Dine Brands
DIN
$453M
| $135K | 0.03% |
1,262
+893
| +242% | +$95.6K |
2014 Q1
4 quarters
|
|
|
SJI
527
DELISTED
South Jersey Industries, Inc.
SJI
| $135K | 0.03% |
5,010
+2,602
| +108% | +$74.2K |
2013 Q4
5 quarters
|
|
|
QEP
528
DELISTED
QEP RESOURCES, INC.
QEP
| $134K | 0.03% |
+6,453
| New | +$135K |
2015 Q1
0 quarters
|
|
529
Smith & Nephew
SNN
$13.1B
| $133K | 0.03% |
+3,909
| New | +$138K |
2015 Q1
0 quarters
|
|
|
SNR
530
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
| $133K | 0.03% |
8,042
+7,782
| +2,993% | +$131K |
2014 Q4
1 quarter
|
|
|
FEIC
531
DELISTED
FEI COMPANY
FEIC
| $133K | 0.03% |
+1,752
| New | +$140K |
2015 Q1
0 quarters
|
|
|
SGEN
532
DELISTED
Seagen Inc. Common Stock
SGEN
| $132K | 0.03% |
3,737
-879
| -19% | -$30K |
2014 Q1
4 quarters
|
|
533
Lennar Class A
LEN
$19.9B
| $131K | 0.03% |
2,665
-11,106
| -81% | -$506K |
2014 Q4
1 quarter
|
|
534
National Fuel Gas
NFG
$7.29B
| $131K | 0.03% |
+2,180
| New | +$140K |
2015 Q1
0 quarters
|
|
|
SIVB
535
DELISTED
SVB Financial Group
SIVB
| $131K | 0.03% |
+1,039
| New | +$124K |
2015 Q1
0 quarters
|
|
|
SWFT
536
DELISTED
Swift Transportation Company
SWFT
| $131K | 0.03% |
5,052
-7,923
| -61% | -$218K |
2013 Q4
5 quarters
|
|
537
Ameren
AEE
$31.8B
| $130K | 0.03% |
+3,093
| New | +$135K |
2015 Q1
0 quarters
|
|
538
New York Times
NYT
$11.6B
| $130K | 0.03% |
9,483
+5,457
| +136% | +$73.1K |
2014 Q4
1 quarter
|
|
|
CSII
539
DELISTED
Cardiovascular Systems, Inc.
CSII
| $130K | 0.03% |
+3,330
| New | +$115K |
2015 Q1
0 quarters
|
|
|
MFRM
540
DELISTED
MATTRESS FIRM HLDG CORP COM STK (DE)
MFRM
| $130K | 0.03% |
1,870
-1,260
| -40% | -$77.6K |
2013 Q4
5 quarters
|
|
541
DELISTED
MRC Global
MRC
| $129K | 0.03% |
10,947
+2,650
| +32% | +$33.1K |
2014 Q4
1 quarter
|
|
542
Comscore
SCOR
$45.7M
| $129K | 0.03% |
+127
| New | +$120K |
2015 Q1
0 quarters
|
|
|
TUES
543
DELISTED
Tuesday Morning Corp
TUES
| $129K | 0.03% |
8,053
+6,883
| +588% | +$130K |
2014 Q4
1 quarter
|
|
|
CIE
544
DELISTED
Cobalt International Energy, Inc
CIE
| $128K | 0.03% |
912
+242
| +36% | +$32.7K |
2014 Q2
3 quarters
|
|
|
FRGI
545
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
| $127K | 0.03% |
2,089
+224
| +12% | +$14K |
2014 Q4
1 quarter
|
|
|
CRAY
546
DELISTED
Cray, Inc.
CRAY
| $127K | 0.03% |
+4,555
| New | +$144K |
2015 Q1
0 quarters
|
|
547
Copa Holdings
CPA
$5.75B
| $126K | 0.03% |
1,256
+555
| +79% | +$60.2K |
2014 Q4
1 quarter
|
|
548
DELISTED
Steelcase
SCS
| $124K | 0.03% |
6,590
-4,233
| -39% | -$76.6K |
2014 Q4
1 quarter
|
|
549
Take-Two Interactive
TTWO
$42.7B
| $124K | 0.03% |
+4,900
| New | +$133K |
2015 Q1
0 quarters
|
|
550
DELISTED
Nimble Storage, Inc.
NMBL
| $124K | 0.03% |
5,591
+3,285
| +142% | +$80K |
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.