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 | |
|---|---|---|---|---|---|---|---|
576
Novavax
NVAX
$1.41B
| $111K | 0.03% |
672
+662
| +6,620% | +$107K |
2014 Q4
1 quarter
|
|
577
Pultegroup
PHM
$23.4B
| $111K | 0.03% |
+4,995
| New | +$109K |
2015 Q1
0 quarters
|
|
578
Seagate
STX
$121B
| $111K | 0.03% |
+2,139
| New | +$127K |
2015 Q1
0 quarters
|
|
|
CHMT
579
DELISTED
Chemtura Corporation
CHMT
| $111K | 0.03% |
+4,070
| New | +$101K |
2015 Q1
0 quarters
|
|
580
DELISTED
Team Health Holdings Inc
TMH
| $111K | 0.03% |
1,899
-2,845
| -60% | -$161K |
2014 Q2
3 quarters
|
|
581
Commault Systems
CVLT
$6.22B
| $110K | 0.03% |
+2,528
| New | +$116K |
2015 Q1
0 quarters
|
|
582
News Corp Class B
NWS
$16B
| $110K | 0.03% |
6,953
-33
| -0.5% | -$520 |
2014 Q4
1 quarter
|
|
583
Rithm Capital
RITM
$5.01B
| $110K | 0.03% |
7,349
-7,334
| -50% | -$101K |
2014 Q2
3 quarters
|
|
584
DELISTED
Veren
VRN
| $110K | 0.03% |
+5,115
| New | +$117K |
2015 Q1
0 quarters
|
|
585
The GEO Group
GEO
$4.28B
| $109K | 0.03% |
3,747
-3,077
| -45% | -$87.7K |
2014 Q4
1 quarter
|
|
586
NGL Energy Partners
NGL
$1.89B
| $109K | 0.03% |
+4,167
| New | +$118K |
2015 Q1
0 quarters
|
|
587
Sally Beauty Holdings
SBH
$1.72B
| $109K | 0.03% |
3,179
-1,479
| -32% | -$47.8K |
2014 Q1
4 quarters
|
|
588
Boot Barn
BOOT
$4.12B
| $108K | 0.03% |
+4,552
| New | +$102K |
2015 Q1
0 quarters
|
|
589
Jinko Holdings Limited
JKS
$492M
| $108K | 0.03% |
4,221
+3,221
| +322% | +$68.4K |
2014 Q3
2 quarters
|
|
590
Southern Copper
SCCO
$140B
| $106K | 0.03% |
+4,023
| New | +$105K |
2015 Q1
0 quarters
|
|
|
MTOR
591
DELISTED
MERITOR, Inc.
MTOR
| $106K | 0.03% |
+8,478
| New | +$118K |
2015 Q1
0 quarters
|
|
|
ANDV
592
DELISTED
Andeavor
ANDV
| $106K | 0.03% |
+1,164
| New | +$97.6K |
2015 Q1
0 quarters
|
|
593
Hercules Capital
HTGC
$3.01B
| $105K | 0.03% |
+7,800
| New | +$114K |
2015 Q1
0 quarters
|
|
594
Vipshop
VIPS
$6.31B
| $105K | 0.03% |
3,574
-34,285
| -91% | -$832K |
2014 Q3
2 quarters
|
|
|
FMBI
595
DELISTED
First Midwest Bancorp Inc/IL
FMBI
| $105K | 0.03% |
6,060
-5,796
| -49% | -$96.9K |
2014 Q3
2 quarters
|
|
596
B&G Foods
BGS
$284M
| $104K | 0.03% |
+3,535
| New | +$104K |
2015 Q1
0 quarters
|
|
597
Galicia Financial Group
GGAL
$4.78B
| $104K | 0.03% |
+4,520
| New | +$89.2K |
2015 Q1
0 quarters
|
|
598
Nu Skin
NUS
$196M
| $104K | 0.03% |
+1,731
| New | +$88.1K |
2015 Q1
0 quarters
|
|
599
JOYY Inc
JOYY
$3.95B
| $104K | 0.03% |
1,911
-7,918
| -81% | -$493K |
2013 Q3
6 quarters
|
|
|
WLL
600
DELISTED
Whiting Petroleum Corporation
WLL
| $104K | 0.03% |
11
-157
| -93% | -$1.59M |
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.