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 | |
|---|---|---|---|---|---|---|---|
926
First Financial Bankshares
FFIN
$4.33B
| $15K | ﹤0.01% |
+1,108
| New | +$14.8K |
2015 Q1
0 quarters
|
|
927
Himax Technologies
HIMX
$1.51B
| $15K | ﹤0.01% |
2,500
-5,536
| -69% | -$42.2K |
2014 Q1
4 quarters
|
|
928
OraSure Technologies
OSUR
$250M
| $15K | ﹤0.01% |
2,421
-11,695
| -83% | -$97.1K |
2014 Q4
1 quarter
|
|
929
Seabridge Gold
SA
$2.68B
| $15K | ﹤0.01% |
2,907
+2,007
| +223% | +$15.7K |
2014 Q1
4 quarters
|
|
|
MR
930
DELISTED
Montage Resources Corporation Common Stock
MR
| $15K | ﹤0.01% |
189
+17
| +10% | +$1.62K |
2014 Q4
1 quarter
|
|
|
NSR
931
DELISTED
Neustar Inc
NSR
| $15K | ﹤0.01% |
649
-2,044
| -76% | -$51.6K |
2013 Q3
6 quarters
|
|
|
MRD
932
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
| $15K | ﹤0.01% |
+901
| New | +$16.8K |
2015 Q1
0 quarters
|
|
|
CMO
933
DELISTED
Capstead Mortgage Corp.
CMO
| $15K | ﹤0.01% |
+1,277
| New | +$15.4K |
2015 Q1
0 quarters
|
|
|
AMCC
934
DELISTED
Applied Micro Circuits Corporation New
AMCC
| $15K | ﹤0.01% |
3,133
+1,433
| +84% | +$7.88K |
2014 Q2
3 quarters
|
|
935
Commercial Metals
CMC
$6.85B
| $14K | ﹤0.01% |
+916
| New | +$13.4K |
2015 Q1
0 quarters
|
|
|
HT
936
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
| $14K | ﹤0.01% |
575
-302
| -34% | -$8.11K |
2014 Q2
3 quarters
|
|
|
HK
937
DELISTED
Halcon Resources Corporation
HK
| $14K | ﹤0.01% |
54
| – | – |
2014 Q2
3 quarters
|
|
938
Entravision Communication
EVC
$874M
| $13K | ﹤0.01% |
2,200
-3,471
| -61% | -$22.9K |
2014 Q4
1 quarter
|
|
939
Kandi Technologies Group
KNDI
$34.6M
| $13K | ﹤0.01% |
111
-578
| -84% | -$75.3K |
2013 Q2
7 quarters
|
|
940
Strategy Inc
MSTR
$47.2B
| $13K | ﹤0.01% |
+780
| New | +$13.2K |
2015 Q1
0 quarters
|
|
941
DELISTED
TrueCar
TRUE
| $13K | ﹤0.01% |
769
-5,594
| -88% | -$104K |
2014 Q4
1 quarter
|
|
942
DELISTED
American Equity Investment Life Holding Company
AEL
| $13K | ﹤0.01% |
+452
| New | +$12.7K |
2015 Q1
0 quarters
|
|
|
AMAG
943
DELISTED
AMAG Pharmaceuticals
AMAG
| $13K | ﹤0.01% |
245
-2,961
| -92% | -$141K |
2014 Q2
3 quarters
|
|
944
Chegg
CHGG
$63.9M
| $12K | ﹤0.01% |
+1,600
| New | +$11.9K |
2015 Q1
0 quarters
|
|
945
Fastenal
FAST
$63.3B
| $12K | ﹤0.01% |
+1,160
| New | +$12.5K |
2015 Q1
0 quarters
|
|
946
Magna International
MGA
$16B
| $12K | ﹤0.01% |
+240
| New | +$12.4K |
2015 Q1
0 quarters
|
|
947
Annaly Capital Management
NLY
$13.9B
| $12K | ﹤0.01% |
+299
| New | +$12.7K |
2015 Q1
0 quarters
|
|
|
LFC
948
DELISTED
China Life Insurance Company Ltd.
LFC
| $12K | ﹤0.01% |
+573
| New | +$11.7K |
2015 Q1
0 quarters
|
|
|
NBL
949
DELISTED
Noble Energy, Inc.
NBL
| $12K | ﹤0.01% |
254
-16,097
| -98% | -$752K |
2014 Q4
1 quarter
|
|
|
FBR
950
DELISTED
Fibria Celulose Sa
FBR
| $12K | ﹤0.01% |
868
-11,005
| -93% | -$138K |
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.