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 | |
|---|---|---|---|---|---|---|---|
701
Stratasys
SSYS
$512M
| $71K | 0.02% |
1,353
-6,664
| -83% | -$441K |
2014 Q4
1 quarter
|
|
|
CRZO
702
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $71K | 0.02% |
+1,445
| New | +$67.6K |
2015 Q1
0 quarters
|
|
|
PDLI
703
DELISTED
PDL BioPharma, Inc.
PDLI
| $70K | 0.02% |
10,022
+2,262
| +29% | +$16.4K |
2014 Q2
3 quarters
|
|
704
National Health Investors
NHI
$3.09B
| $69K | 0.02% |
+979
| New | +$70.7K |
2015 Q1
0 quarters
|
|
705
Plains GP Holdings
PAGP
$5.22B
| $68K | 0.02% |
906
-1,169
| -56% | -$84.9K |
2014 Q4
1 quarter
|
|
706
United Therapeutics
UTHR
$25.2B
| $68K | 0.02% |
400
+200
| +100% | +$30.5K |
2014 Q3
2 quarters
|
|
|
BNFT
707
DELISTED
Benefitfocus, Inc.
BNFT
| $68K | 0.02% |
+1,862
| New | +$55.7K |
2015 Q1
0 quarters
|
|
|
IBKC
708
DELISTED
IBERIABANK Corp
IBKC
| $68K | 0.02% |
1,094
-600
| -35% | -$36.7K |
2014 Q3
2 quarters
|
|
|
STL
709
DELISTED
Sterling Bancorp
STL
| $68K | 0.02% |
+5,125
| New | +$69.7K |
2015 Q1
0 quarters
|
|
710
DELISTED
Cadence Bank
CADE
| $67K | 0.02% |
2,911
-172
| -6% | -$3.75K |
2014 Q3
2 quarters
|
|
711
NVR
NVR
$15.5B
| $67K | 0.02% |
+51
| New | +$66.7K |
2015 Q1
0 quarters
|
|
|
BBBY
712
DELISTED
Bed Bath & Beyond Inc
BBBY
| $67K | 0.02% |
877
-1,836
| -68% | -$139K |
2014 Q4
1 quarter
|
|
713
GE Aerospace
GE
$344B
| $66K | 0.02% |
+563
| New | +$67K |
2015 Q1
0 quarters
|
|
714
UFP Industries
UFPI
$4.34B
| $66K | 0.02% |
+3,600
| New | +$62.6K |
2015 Q1
0 quarters
|
|
|
CYNO
715
DELISTED
Cynosure, Inc. Class A
CYNO
| $66K | 0.02% |
+2,154
| New | +$65K |
2015 Q1
0 quarters
|
|
716
DELISTED
Leggett & Platt
LEG
| $65K | 0.02% |
+1,421
| New | +$63.4K |
2015 Q1
0 quarters
|
|
717
Pegasystems
PEGA
$5.31B
| $65K | 0.02% |
6,000
-200
| -3% | -$2.07K |
2014 Q3
2 quarters
|
|
718
DELISTED
Chesapeake Energy Corporation
CHK
| $65K | 0.02% |
23
-46
| -67% | -$162K |
2014 Q4
1 quarter
|
|
|
EQM
719
DELISTED
EQM Midstream Partners, LP
EQM
| $65K | 0.02% |
848
+419
| +98% | +$34.4K |
2014 Q3
2 quarters
|
|
|
GLOG
720
DELISTED
GASLOG LTD
GLOG
| $64K | 0.02% |
+3,297
| New | +$61.9K |
2015 Q1
0 quarters
|
|
|
ACHN
721
DELISTED
Achillion Pharmaceuticals
ACHN
| $64K | 0.02% |
6,500
-836
| -11% | -$10.4K |
2014 Q3
2 quarters
|
|
|
HSNI
722
DELISTED
HSN, Inc.
HSNI
| $64K | 0.02% |
+949
| New | +$66.8K |
2015 Q1
0 quarters
|
|
723
DELISTED
Randgold Resources Ltd
GOLD
| $64K | 0.02% |
+940
| New | +$70.6K |
2015 Q1
0 quarters
|
|
724
Benchmark Electronics
BHE
$2.25B
| $63K | 0.02% |
+2,641
| New | +$63K |
2015 Q1
0 quarters
|
|
725
Clearway Energy Class C
CWEN
$4.05B
| $63K | 0.02% |
2,522
-1,108
| -31% | -$28.8K |
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.