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 | |
|---|---|---|---|---|---|---|---|
|
MXIM
626
DELISTED
Maxim Integrated Products
MXIM
| $94K | 0.02% |
+2,705
| New | +$92.4K |
2015 Q1
0 quarters
|
|
|
ESND
627
DELISTED
Essendant Inc.
ESND
| $94K | 0.02% |
2,299
-1,544
| -40% | -$62.8K |
2014 Q3
2 quarters
|
|
628
DELISTED
Assertio
ASRT
| $93K | 0.02% |
+69
| New | +$85K |
2015 Q1
0 quarters
|
|
629
Avery Dennison
AVY
$14.2B
| $93K | 0.02% |
1,764
-5,224
| -75% | -$276K |
2014 Q3
2 quarters
|
|
630
Primerica
PRI
$8.9B
| $93K | 0.02% |
1,831
+1,069
| +140% | +$55.5K |
2014 Q4
1 quarter
|
|
631
Flagstar Bank National Association
FLG
$4.17B
| $93K | 0.02% |
+1,856
| New | +$90.3K |
2015 Q1
0 quarters
|
|
|
ANDX
632
DELISTED
Andeavor Logistics LP
ANDX
| $93K | 0.02% |
1,739
+25
| +1% | +$1.38K |
2013 Q4
5 quarters
|
|
|
MDVN
633
DELISTED
MEDIVATION, INC.
MDVN
| $93K | 0.02% |
1,442
-1,330
| -48% | -$76.2K |
2014 Q1
4 quarters
|
|
634
Allison Transmission
ALSN
$10.4B
| $92K | 0.02% |
2,883
+1,345
| +87% | +$43.1K |
2014 Q1
4 quarters
|
|
635
Heartland Express
HTLD
$806M
| $92K | 0.02% |
+3,901
| New | +$98.9K |
2015 Q1
0 quarters
|
|
636
Monro
MNRO
$328M
| $92K | 0.02% |
+1,421
| New | +$87K |
2015 Q1
0 quarters
|
|
637
GATX Corp
GATX
$6.68B
| $90K | 0.02% |
1,562
+613
| +65% | +$35.7K |
2013 Q4
5 quarters
|
|
|
RCAP
638
DELISTED
RCS CAPITAL CORPORATION CLASS A COM
RCAP
| $90K | 0.02% |
8,476
-3,966
| -32% | -$42.4K |
2014 Q4
1 quarter
|
|
|
SBNY
639
DELISTED
Signature Bank
SBNY
| $90K | 0.02% |
700
+329
| +89% | +$40.9K |
2013 Q4
5 quarters
|
|
640
Blackstone Mortgage Trust
BXMT
$1.77B
| $89K | 0.02% |
3,151
+659
| +26% | +$19K |
2014 Q4
1 quarter
|
|
|
DWA
641
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
| $89K | 0.02% |
+3,679
| New | +$78.2K |
2015 Q1
0 quarters
|
|
642
DELISTED
Adverum Biotechnologies
ADVM
| $88K | 0.02% |
+218
| New | +$92.2K |
2015 Q1
0 quarters
|
|
643
Boston Scientific
BSX
$64.3B
| $88K | 0.02% |
+4,975
| New | +$78.6K |
2015 Q1
0 quarters
|
|
644
Lincoln Electric
LECO
$15.3B
| $88K | 0.02% |
1,359
-1,507
| -53% | -$102K |
2014 Q3
2 quarters
|
|
|
TFCF
645
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
| $88K | 0.02% |
2,698
+218
| +9% | +$7.32K |
2013 Q4
5 quarters
|
|
|
ALOG
646
DELISTED
Analogic Corp
ALOG
| $88K | 0.02% |
+975
| New | +$83.9K |
2015 Q1
0 quarters
|
|
|
ABCO
647
DELISTED
Advisory Board Co
ABCO
| $88K | 0.02% |
1,655
+413
| +33% | +$21.1K |
2014 Q2
3 quarters
|
|
|
RLYP
648
DELISTED
RELYPSA INC COM
RLYP
| $88K | 0.02% |
2,465
-3,393
| -58% | -$122K |
2014 Q4
1 quarter
|
|
|
SPN
649
DELISTED
Superior Energy Services, Inc.
SPN
| $88K | 0.02% |
395
-2,928
| -88% | -$608K |
2014 Q4
1 quarter
|
|
650
Halozyme
HALO
$11.4B
| $87K | 0.02% |
+6,124
| New | +$88.3K |
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.