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 |
Automatic Data Processing
ADP
|
+$10.7M |
| 2 |
Lowe's Companies
LOW
|
+$10.2M |
| 3 |
Cardinal Health
CAH
|
+$10.2M |
| 4 |
Costco
COST
|
+$8.16M |
| 5 |
Coca-Cola
KO
|
+$7.99M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Du Pont De Nemours E I
DD
|
+$6M |
| 2 |
Lam Research
LRCX
|
+$4.49M |
| 3 |
Abbott
ABT
|
+$4.36M |
| 4 |
Altria Group
MO
|
+$4.2M |
| 5 |
Walt Disney
DIS
|
+$4.1M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 17.15% |
| 2 | Financials | 15.2% |
| 3 | Healthcare | 12.15% |
| 4 | Consumer Discretionary | 10.69% |
| 5 | Consumer Staples | 9.2% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
501
CF Industries
CF
$17.5B
| $163K | 0.03% |
+2,543
| New | +$155K |
2015 Q2
0 quarters
|
|
|
MNK
502
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $163K | 0.03% |
+1,390
| New | +$171K |
2015 Q2
0 quarters
|
|
503
Vanda Pharmaceuticals
VNDA
$231M
| $161K | 0.03% |
+12,713
| New | +$137K |
2015 Q2
0 quarters
|
|
|
TIVO
504
DELISTED
Tivo Inc
TIVO
| $160K | 0.03% |
10,068
-19,260
| -66% | -$338K |
2014 Q3
3 quarters
|
|
|
ABAX
505
DELISTED
Abaxis Inc
ABAX
| $160K | 0.03% |
+3,123
| New | +$176K |
2015 Q2
0 quarters
|
|
|
CORE
506
DELISTED
Core Mark Holding Co., Inc.
CORE
| $159K | 0.03% |
+5,394
| New | +$153K |
2015 Q2
0 quarters
|
|
|
BT
507
DELISTED
BT Group plc (ADR)
BT
| $159K | 0.03% |
4,498
-1,456
| -24% | -$50.9K |
2014 Q4
2 quarters
|
|
508
Prosperity Bancshares
PB
$8.6B
| $158K | 0.03% |
+2,744
| New | +$149K |
2015 Q2
0 quarters
|
|
509
Primerica
PRI
$8.82B
| $157K | 0.03% |
3,442
+1,611
| +88% | +$75.2K |
2014 Q4
2 quarters
|
|
510
Newell Brands
NWL
$2.33B
| $156K | 0.03% |
3,810
-1,518
| -28% | -$60.8K |
2015 Q1
1 quarter
|
|
|
TYC
511
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
| $156K | 0.03% |
+3,878
| New | +$165K |
2015 Q2
0 quarters
|
|
512
Adeia
ADEA
$1.71B
| $155K | 0.03% |
+15,472
| New | +$159K |
2015 Q2
0 quarters
|
|
|
NPBC
513
DELISTED
NATL PENN BANCSHARES INC
NPBC
| $155K | 0.03% |
13,812
+4,801
| +53% | +$52K |
2015 Q1
1 quarter
|
|
514
Hilltop Holdings
HTH
$2.07B
| $154K | 0.03% |
6,412
+5,894
| +1,138% | +$127K |
2015 Q1
1 quarter
|
|
515
Universal Electronics
UEIC
$71.1M
| $154K | 0.03% |
3,104
+2,222
| +252% | +$120K |
2015 Q1
1 quarter
|
|
|
BID
516
DELISTED
Sotheby's
BID
| $154K | 0.03% |
+3,412
| New | +$151K |
2015 Q2
0 quarters
|
|
|
CKEC
517
DELISTED
Carmike Cinemas Inc
CKEC
| $154K | 0.03% |
5,809
+2,129
| +58% | +$63.1K |
2014 Q4
2 quarters
|
|
|
ANAC
518
DELISTED
ANACOR PHARMACEUTICALS INC COM
ANAC
| $154K | 0.03% |
+1,996
| New | +$131K |
2015 Q2
0 quarters
|
|
|
TCF
519
DELISTED
TCF Financial Corporation
TCF
| $154K | 0.03% |
9,310
+311
| +3% | +$5K |
2013 Q2
8 quarters
|
|
520
DELISTED
Everbank Financial Corp
EVER
| $153K | 0.03% |
+7,837
| New | +$147K |
2015 Q2
0 quarters
|
|
521
Loews
L
$22.2B
| $152K | 0.03% |
+3,951
| New | +$161K |
2015 Q2
0 quarters
|
|
|
FCS
522
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
| $152K | 0.03% |
+8,755
| New | +$168K |
2015 Q2
0 quarters
|
|
523
CNX Resources
CNX
$4.99B
| $151K | 0.03% |
+8,378
| New | +$200K |
2015 Q2
0 quarters
|
|
|
BSMX
524
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
| $151K | 0.03% |
+16,544
| New | +$166K |
2015 Q2
0 quarters
|
|
|
FRC
525
DELISTED
First Republic Bank
FRC
| $151K | 0.03% |
+2,399
| New | +$145K |
2015 Q2
0 quarters
|
|
Similar funds
Quantbot Technologies's Q2 2015 Portfolio in Review
As of Q2 2015, Quantbot Technologies held 1,591 positions worth $558M, up 38% from $404M the previous quarter. Its ten largest holdings account for 16% of the portfolio.
Quantbot Technologies deployed $179M of net new capital in Q2 2015, opening 566 new positions and adding to 276 existing holdings. Its largest new stake was Cardinal Health: 115,558 shares worth $9.7M.
By sector, the portfolio is most concentrated in Technology at 17% of assets, up from 14% a quarter earlier, followed by Financials and Healthcare.
On the sell side, the largest reduction was Crown Castle, an estimated $3.01M trimmed.
- Quantbot Technologies's largest Q2 2015 buy was Cardinal Health: 115,558 shares worth $9.7M.
- Quantbot Technologies added most to Automatic Data Processing in Q2 2015, an estimated $10.7M increase.
- Quantbot Technologies's biggest Q2 2015 reduction was Crown Castle, cutting an estimated $3.01M.
- Quantbot Technologies fully exited Du Pont De Nemours E I in Q2 2015, selling an estimated $6M.
- Quantbot Technologies's ten largest holdings make up 16% of its $558M portfolio in Q2 2015.
- Quantbot Technologies opened 566 new positions and closed 508 in Q2 2015.
- Quantbot Technologies's portfolio value rose 38% quarter-over-quarter to $558M.
Based on Quantbot Technologies's 13F filing for Q2 2015, filed 27 Jul 2015.