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 | |
|---|---|---|---|---|---|---|---|
1151
Franco-Nevada
FNV
$47.7B
| – | – |
-10,339
| Closed | -$508K | – |
|
1152
FormFactor
FORM
$6.85B
| – | – |
-4,200
| Closed | -$36K | – |
|
1153
First Industrial Realty Trust
FR
$7.32B
| – | – |
-2,187
| Closed | -$44K | – |
|
1154
H.B. Fuller
FUL
$2.65B
| – | – |
-3,763
| Closed | -$167K | – |
|
1155
Liberty Media Corporation Series A Common Stock
FWONA
$26.6B
| – | – |
-6,986
| Closed | -$165K | – |
|
1156
Liberty Media Corporation Series C Common Stock
FWONK
$27.8B
| – | – |
-1,834
| Closed | -$45K | – |
|
1157
Forward Air
FWRD
$587M
| – | – |
-607
| Closed | -$30K | – |
|
1158
Genpact
G
$7.29B
| – | – |
-5,638
| Closed | -$106K | – |
|
1159
Green Dot
GDOT
$659M
| – | – |
-7,653
| Closed | -$156K | – |
|
1160
Globe Life
GL
$12.1B
| – | – |
-5,625
| Closed | -$304K | – |
|
1161
Gogo Inc
GOGO
$444M
| – | – |
-7,341
| Closed | -$121K | – |
|
1162
Barrick Mining
B
$61.2B
| – | – |
-29,185
| Closed | -$313K | – |
|
1163
Group 1 Automotive
GPI
$3.11B
| – | – |
-424
| Closed | -$37K | – |
|
1164
Grifois
GRFS
$5.91B
| – | – |
-5,302
| Closed | -$90K | – |
|
1165
Groupon
GRPN
$496M
| $0 | ﹤0.01% |
2
-39
| -95% | -$5.98K |
2014 Q4
1 quarter
|
|
|
1166
Goldman Sachs
GS
$264B
| – | – |
-11,808
| Closed | -$2.29M | – |
|
1167
FerroAtlántica
GSM
$561M
| – | – |
-4,672
| Closed | -$80K | – |
|
1168
Goodyear
GT
$1.19B
| – | – |
-12,276
| Closed | -$350K | – |
|
1169
Hasbro
HAS
$16.9B
| – | – |
-1,982
| Closed | -$108K | – |
|
1170
DELISTED
Hanesbrands
HBI
| – | – |
-11,256
| Closed | -$314K | – |
|
1171
HCI Group
HCI
$2.38B
| – | – |
-4,346
| Closed | -$187K | – |
|
1172
Helen of Troy
HELE
$873M
| – | – |
-647
| Closed | -$42K | – |
|
1173
Howard Hughes
HHH
$4.96B
| – | – |
-826
| Closed | -$102K | – |
|
1174
Highwoods Properties
HIW
$3.43B
| – | – |
-1,978
| Closed | -$87K | – |
|
1175
Harley-Davidson
HOG
$3.27B
| – | – |
-17,107
| Closed | -$1.13M | – |
|
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.