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 | |
|---|---|---|---|---|---|---|---|
651
Radware
RDWR
$1.32B
| $87K | 0.02% |
+4,200
| New | +$89.3K |
2015 Q1
0 quarters
|
|
652
ESCO Technologies
ESE
$6B
| $86K | 0.02% |
+2,208
| New | +$82.7K |
2015 Q1
0 quarters
|
|
653
MasTec
MTZ
$14.7B
| $86K | 0.02% |
4,462
+3,339
| +297% | +$66.8K |
2014 Q4
1 quarter
|
|
|
HMIN
654
DELISTED
HOMEINNS HOTEL GROUP SPONSORED ADR
HMIN
| $85K | 0.02% |
+3,600
| New | +$93.1K |
2015 Q1
0 quarters
|
|
|
NTT
655
DELISTED
Nippon Telegraph & Telephone
NTT
| $85K | 0.02% |
+2,783
| New | +$82.5K |
2015 Q1
0 quarters
|
|
656
NatWest
NWG
$62.5B
| $84K | 0.02% |
+7,797
| New | +$94.5K |
2015 Q1
0 quarters
|
|
657
Tanger
SKT
$4.54B
| $84K | 0.02% |
2,398
+1,476
| +160% | +$55.1K |
2014 Q3
2 quarters
|
|
|
AAIC
658
DELISTED
Arlington Asset Investment Corp.
AAIC
| $84K | 0.02% |
3,513
+2,194
| +166% | +$55.8K |
2014 Q4
1 quarter
|
|
|
CLD
659
DELISTED
Cloud Peak Energy Inc
CLD
| $84K | 0.02% |
14,600
-9,371
| -39% | -$69.1K |
2014 Q4
1 quarter
|
|
|
TIVO
660
DELISTED
TIVO INC
TIVO
| $84K | 0.02% |
7,970
-9,266
| -54% | -$100K |
2014 Q1
4 quarters
|
|
661
Evertec
EVTC
$1.93B
| $83K | 0.02% |
+3,811
| New | +$80.5K |
2015 Q1
0 quarters
|
|
|
FPRX
662
DELISTED
Five Prime Therapeutics, Inc.
FPRX
| $83K | 0.02% |
+3,674
| New | +$92.7K |
2015 Q1
0 quarters
|
|
|
BAS
663
DELISTED
Basis Energy Services, Inc.
BAS
| $83K | 0.02% |
21
+20
| +2,000% | +$75.1K |
2014 Q4
1 quarter
|
|
664
International Flavors & Fragrances
IFF
$20.3B
| $82K | 0.02% |
702
-3,993
| -85% | -$451K |
2014 Q4
1 quarter
|
|
|
MENT
665
DELISTED
Mentor Graphics Corp
MENT
| $82K | 0.02% |
3,443
-6,207
| -64% | -$145K |
2014 Q3
2 quarters
|
|
666
St. Joe Company
JOE
$3.98B
| $81K | 0.02% |
4,400
+1,400
| +47% | +$24.1K |
2014 Q4
1 quarter
|
|
667
Sunoco
SUN
$12.3B
| $80K | 0.02% |
+1,558
| New | +$78.8K |
2015 Q1
0 quarters
|
|
668
Banco Bradesco
BBD
$28.7B
| $79K | 0.02% |
+18,132
| New | +$88.9K |
2015 Q1
0 quarters
|
|
|
MDRX
669
DELISTED
Veradigm Inc. Common Stock
MDRX
| $79K | 0.02% |
+6,653
| New | +$81.3K |
2015 Q1
0 quarters
|
|
|
PTLA
670
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
| $79K | 0.02% |
2,098
-941
| -31% | -$32.3K |
2014 Q2
3 quarters
|
|
671
DELISTED
Iconix Brand Group, Inc.
ICON
| $79K | 0.02% |
236
-1,136
| -83% | -$390K |
2014 Q3
2 quarters
|
|
672
1-800-Flowers.com
FLWS
$161M
| $78K | 0.02% |
+6,664
| New | +$67.9K |
2015 Q1
0 quarters
|
|
673
MBIA
MBI
$239M
| $78K | 0.02% |
8,474
+249
| +3% | +$2.22K |
2014 Q1
4 quarters
|
|
674
Skywest
SKYW
$3.13B
| $78K | 0.02% |
+5,339
| New | +$74.2K |
2015 Q1
0 quarters
|
|
675
Leidos
LDOS
$15.9B
| $77K | 0.02% |
1,847
-1,077
| -37% | -$46.8K |
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.