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 | |
|---|---|---|---|---|---|---|---|
|
KKD
601
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
| $104K | 0.03% |
5,228
+112
| +2% | +$2.28K |
2014 Q1
4 quarters
|
|
602
CACI
CACI
$14.2B
| $103K | 0.03% |
1,150
+1,073
| +1,394% | +$93.7K |
2014 Q3
2 quarters
|
|
603
OneMain Financial
OMF
$6.34B
| $103K | 0.03% |
+2,001
| New | +$80.5K |
2015 Q1
0 quarters
|
|
604
Spectrum Brands
SPB
$2.02B
| $103K | 0.03% |
1,158
-1,858
| -62% | -$174K |
2014 Q4
1 quarter
|
|
605
DELISTED
Dynavax Technologies
DVAX
| $102K | 0.03% |
+4,552
| New | +$87.2K |
2015 Q1
0 quarters
|
|
606
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
| $102K | 0.03% |
+2,435
| New | +$69.1K |
2015 Q1
0 quarters
|
|
|
CPN
607
DELISTED
Calpine Corporation
CPN
| $102K | 0.03% |
4,463
-37,800
| -89% | -$815K |
2014 Q2
3 quarters
|
|
608
CNO Financial Group
CNO
$5.25B
| $101K | 0.03% |
5,912
-27,193
| -82% | -$448K |
2014 Q4
1 quarter
|
|
609
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $101K | 0.03% |
+3,582
| New | +$101K |
2015 Q1
0 quarters
|
|
610
DELISTED
Air Lease Corp
AL
| $99K | 0.02% |
2,637
-160
| -6% | -$5.88K |
2014 Q2
3 quarters
|
|
611
Core Laboratories
CLB
$417M
| $99K | 0.02% |
+955
| New | +$102K |
2015 Q1
0 quarters
|
|
612
DELISTED
CyberArk
CYBR
| $99K | 0.02% |
1,799
+1,099
| +157% | +$51.9K |
2014 Q4
1 quarter
|
|
613
DNOW Inc
DNOW
$2.51B
| $99K | 0.02% |
+4,577
| New | +$106K |
2015 Q1
0 quarters
|
|
|
AVP
614
DELISTED
Avon Products, Inc.
AVP
| $99K | 0.02% |
+12,463
| New | +$104K |
2015 Q1
0 quarters
|
|
|
NRF
615
DELISTED
NorthStar Realty Finance Corp.
NRF
| $99K | 0.02% |
+2,752
| New | +$102K |
2015 Q1
0 quarters
|
|
|
CVRR
616
DELISTED
CVR Refining, LP
CVRR
| $98K | 0.02% |
4,752
-6,240
| -57% | -$114K |
2014 Q4
1 quarter
|
|
|
DWRE
617
DELISTED
DEMANDWARE INC COM STK (DE)
DWRE
| $98K | 0.02% |
+1,625
| New | +$94.6K |
2015 Q1
0 quarters
|
|
618
PTC Therapeutics
PTCT
$5.3B
| $97K | 0.02% |
1,600
-657
| -29% | -$40.1K |
2014 Q3
2 quarters
|
|
619
Telecom Argentina
TEO
$4.55B
| $97K | 0.02% |
+4,300
| New | +$92.7K |
2015 Q1
0 quarters
|
|
|
NPBC
620
DELISTED
NATL PENN BANCSHARES INC
NPBC
| $97K | 0.02% |
+9,011
| New | +$94.2K |
2015 Q1
0 quarters
|
|
|
FNFV
621
DELISTED
Fidelity Natl Financial, Inc.
FNFV
| $96K | 0.02% |
+6,876
| New | +$92.8K |
2015 Q1
0 quarters
|
|
622
Western Alliance Bancorporation
WAL
$8.04B
| $95K | 0.02% |
3,212
-2,947
| -48% | -$82.1K |
2014 Q1
4 quarters
|
|
|
NXGN
623
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
| $95K | 0.02% |
+5,970
| New | +$98.7K |
2015 Q1
0 quarters
|
|
|
OKS
624
DELISTED
Oneok Partners LP
OKS
| $95K | 0.02% |
2,327
-10,441
| -82% | -$436K |
2014 Q3
2 quarters
|
|
625
DELISTED
Vital Energy
VTLE
| $94K | 0.02% |
+361
| New | +$82K |
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.