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 | |
|---|---|---|---|---|---|---|---|
1301
Royal Gold
RGLD
$21.7B
| – | – |
-234
| Closed | -$14K | – |
|
1302
DELISTED
Regulus Therapeutics
RGLS
| – | – |
-3
| Closed | -$6K | – |
|
1303
RH
RH
$2.45B
| – | – |
-8,592
| Closed | -$824K | – |
|
1304
Transocean
RIG
$6.19B
| – | – |
-42,855
| Closed | -$785K | – |
|
1305
Rambus
RMBS
$8.81B
| – | – |
-21,889
| Closed | -$242K | – |
|
1306
RenaissanceRe
RNR
$14.3B
| – | – |
-1,981
| Closed | -$192K | – |
|
1307
Rockwell Automation
ROK
$44.7B
| – | – |
-7,534
| Closed | -$837K | – |
|
1308
Range Resources
RRC
$12.1B
| – | – |
-3,527
| Closed | -$188K | – |
|
1309
Red Robin
RRGB
$167M
| – | – |
-513
| Closed | -$39K | – |
|
1310
Regal Rexnord
RRX
$11.7B
| – | – |
-434
| Closed | -$32K | – |
|
1311
Ryanair
RYAAY
$29.9B
| – | – |
-4,224
| Closed | -$123K | – |
|
1312
Rayonier Advanced Materials
RYAM
$382M
| – | – |
-1,294
| Closed | -$28K | – |
|
1313
Safehold
SAFE
$690M
| – | – |
-1,433
| Closed | -$95K | – |
|
1314
Boston Beer
SAM
$2.25B
| – | – |
-192
| Closed | -$55K | – |
|
1315
Sanmina
SANM
$8.48B
| – | – |
-7,457
| Closed | -$175K | – |
|
1316
SAP
SAP
$271B
| – | – |
-746
| Closed | -$51K | – |
|
1317
Safe Bulkers
SB
$944M
| – | – |
-300
| Closed | -$1K | – |
|
1318
SEI Investments
SEIC
$12.9B
| – | – |
-3,570
| Closed | -$142K | – |
|
1319
SFL Corp
SFL
$1.72B
| – | – |
-13,567
| Closed | -$191K | – |
|
1320
Steven Madden
SHOO
$3.07B
| – | – |
-11,784
| Closed | -$250K | – |
|
1321
Silicon Motion
SIMO
$5.75B
| – | – |
-4,702
| Closed | -$111K | – |
|
1322
SM Energy
SM
$7.69B
| – | – |
-10,301
| Closed | -$397K | – |
|
1323
Semtech
SMTC
$10.7B
| – | – |
-3,819
| Closed | -$105K | – |
|
1324
DELISTED
Sleep Number
SNBR
| – | – |
-368
| Closed | -$9K | – |
|
1325
DELISTED
Synchronoss Technologies
SNCR
| – | – |
-506
| Closed | -$190K | – |
|
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.