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 | |
|---|---|---|---|---|---|---|---|
1001
Markel Group
MKL
$24.2B
| $3K | ﹤0.01% |
4
-225
| -98% | -$163K |
2014 Q3
2 quarters
|
|
1002
Array Digital Infrastructure
AD
$2.41B
| $3K | ﹤0.01% |
+100
| New | +$3.66K |
2015 Q1
0 quarters
|
|
|
HNGR
1003
DELISTED
Hanger Inc.
HNGR
| $3K | ﹤0.01% |
172
-4,721
| -96% | -$111K |
2014 Q4
1 quarter
|
|
1004
MiMedx Group
MDXG
$468M
| $2K | ﹤0.01% |
+200
| New | +$1.87K |
2015 Q1
0 quarters
|
|
1005
New Jersey Resources
NJR
$5.64B
| $2K | ﹤0.01% |
+68
| New | +$2.13K |
2015 Q1
0 quarters
|
|
1006
Saia
SAIA
$9.13B
| $2K | ﹤0.01% |
+60
| New | +$2.76K |
2015 Q1
0 quarters
|
|
1007
Strategic Education
STRA
$1.2B
| $2K | ﹤0.01% |
+41
| New | +$2.64K |
2015 Q1
0 quarters
|
|
|
AREX
1008
DELISTED
Approach Resources Inc.
AREX
| $2K | ﹤0.01% |
+400
| New | +$2.75K |
2015 Q1
0 quarters
|
|
|
LF
1009
DELISTED
LEAPFROG ENTERPRISES INC.
LF
| $2K | ﹤0.01% |
1,200
| – | – |
2014 Q3
2 quarters
|
|
1010
Alnylam Pharmaceuticals
ALNY
$22.1B
| $1K | ﹤0.01% |
15
-1,104
| -99% | -$112K |
2014 Q4
1 quarter
|
|
1011
Clean Energy Fuels
CLNE
$406M
| $1K | ﹤0.01% |
200
-700
| -78% | -$3.48K |
2014 Q4
1 quarter
|
|
1012
Option Care Health
OPCH
$4.74B
| $1K | ﹤0.01% |
+70
| New | +$1.53K |
2015 Q1
0 quarters
|
|
1013
Virtus Investment Partners
VRTS
$803M
| $1K | ﹤0.01% |
+12
| New | +$1.7K |
2015 Q1
0 quarters
|
|
1014
Vishay Intertechnology
VSH
$4.08B
| $1K | ﹤0.01% |
+104
| New | +$1.43K |
2015 Q1
0 quarters
|
|
1015
DELISTED
M.D.C. Holdings, Inc.
MDC
| $1K | ﹤0.01% |
86
-2,757
| -97% | -$52.8K |
2014 Q4
1 quarter
|
|
|
NUVA
1016
DELISTED
NuVasive, Inc.
NUVA
| $1K | ﹤0.01% |
+33
| New | +$1.53K |
2015 Q1
0 quarters
|
|
|
EPZM
1017
DELISTED
Epizyme, Inc
EPZM
| $1K | ﹤0.01% |
+100
| New | +$2.06K |
2015 Q1
0 quarters
|
|
|
WSTC
1018
DELISTED
West Corporation
WSTC
| $1K | ﹤0.01% |
+32
| New | +$1.06K |
2015 Q1
0 quarters
|
|
1019
American Airlines Group
AAL
$8.73B
| – | – |
-22,306
| Closed | -$1.2M | – |
|
1020
AbbVie
ABBV
$521B
| – | – |
-13,480
| Closed | -$882K | – |
|
1021
Acadia Pharmaceuticals
ACAD
$3.24B
| – | – |
-1,553
| Closed | -$49K | – |
|
1022
Aecom
ACM
$9.07B
| – | – |
-10,350
| Closed | -$314K | – |
|
1023
Adeia
ADEA
$1.79B
| – | – |
-38,393
| Closed | -$363K | – |
|
1024
American Eagle Outfitters
AEO
$3.64B
| – | – |
-3,537
| Closed | -$49K | – |
|
1025
AES
AES
$10.6B
| – | – |
-25,189
| Closed | -$346K | – |
|
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.