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 | |
|---|---|---|---|---|---|---|---|
|
GMLP
876
DELISTED
Golar LNG Partners LP
GMLP
| $28K | 0.01% |
+1,054
| New | +$28.3K |
2015 Q1
0 quarters
|
|
877
J&J Snack Foods
JJSF
$1.65B
| $27K | 0.01% |
+258
| New | +$26.8K |
2015 Q1
0 quarters
|
|
878
PennyMac Mortgage Investment
PMT
$650M
| $27K | 0.01% |
1,298
-4,534
| -78% | -$97.9K |
2014 Q2
3 quarters
|
|
|
SNP
879
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
| $27K | 0.01% |
+351
| New | +$28.2K |
2015 Q1
0 quarters
|
|
|
COWN
880
DELISTED
Cowen Inc. Class A Common Stock
COWN
| $27K | 0.01% |
+1,309
| New | +$25.4K |
2015 Q1
0 quarters
|
|
|
MWE
881
DELISTED
MARKWEST ENERGY PARTNERS, LP
MWE
| $27K | 0.01% |
+411
| New | +$25.2K |
2015 Q1
0 quarters
|
|
882
Vivani Medical
VANI
$91.1M
| $26K | 0.01% |
+86
| New | +$23.9K |
2015 Q1
0 quarters
|
|
883
United Parks & Resorts
PRKS
$1.82B
| $26K | 0.01% |
+1,392
| New | +$25.6K |
2015 Q1
0 quarters
|
|
|
FMSA
884
DELISTED
Fairmount Santrol Holdings Inc.
FMSA
| $26K | 0.01% |
+3,691
| New | +$22.7K |
2015 Q1
0 quarters
|
|
885
Copart
CPRT
$29.5B
| $25K | 0.01% |
+5,520
| New | +$25.6K |
2015 Q1
0 quarters
|
|
886
Elevance Health
ELV
$92.8B
| $25K | 0.01% |
167
-10,246
| -98% | -$1.46M |
2014 Q1
4 quarters
|
|
887
ICU Medical
ICUI
$4.48B
| $25K | 0.01% |
273
+63
| +30% | +$5.51K |
2014 Q3
2 quarters
|
|
888
Sensient Technologies
SXT
$4.97B
| $25K | 0.01% |
+374
| New | +$23.3K |
2015 Q1
0 quarters
|
|
|
CDK
889
DELISTED
CDK Global, Inc.
CDK
| $25K | 0.01% |
+544
| New | +$24.8K |
2015 Q1
0 quarters
|
|
890
Inovio Pharmaceuticals
INO
$257M
| $24K | 0.01% |
246
+121
| +97% | +$11.7K |
2014 Q4
1 quarter
|
|
891
KT
KT
$8.98B
| $24K | 0.01% |
1,874
+674
| +56% | +$9.14K |
2014 Q4
1 quarter
|
|
892
Packaging Corp of America
PKG
$22.4B
| $24K | 0.01% |
+309
| New | +$24.5K |
2015 Q1
0 quarters
|
|
893
DELISTED
Everi Holdings
EVRI
| $23K | 0.01% |
+3,088
| New | +$22K |
2015 Q1
0 quarters
|
|
894
Noah Holdings
NOAH
$448M
| $23K | 0.01% |
1,000
-300
| -23% | -$6.29K |
2014 Q3
2 quarters
|
|
895
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
| $23K | 0.01% |
+2,916
| New | +$29.7K |
2015 Q1
0 quarters
|
|
|
DANG
896
DELISTED
E-COMMERCE CHINA DANGDANG INC SPNSRD ADS REP COM CL A (CYM)
DANG
| $23K | 0.01% |
2,449
-18,949
| -89% | -$166K |
2014 Q3
2 quarters
|
|
|
CHL
897
DELISTED
China Mobile Limited
CHL
| $23K | 0.01% |
357
-4,058
| -92% | -$265K |
2014 Q3
2 quarters
|
|
898
Chatham Lodging
CLDT
$757M
| $22K | 0.01% |
780
-262
| -25% | -$7.86K |
2014 Q4
1 quarter
|
|
899
Korea Electric Power
KEP
$13B
| $22K | 0.01% |
1,100
-400
| -27% | -$7.91K |
2014 Q4
1 quarter
|
|
900
Happen Inc
HAPN
$1.79B
| $22K | 0.01% |
+229
| New | +$23.8K |
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.