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 | |
|---|---|---|---|---|---|---|---|
526
Ionis Pharmaceuticals
IONS
$7.38B
| $150K | 0.03% |
2,618
-6,506
| -71% | -$414K |
2015 Q1
1 quarter
|
|
527
Apogee Enterprises
APOG
$957M
| $149K | 0.03% |
2,849
-1,458
| -34% | -$78.7K |
2015 Q1
1 quarter
|
|
528
NorthWestern Energy
NWE
$4.87B
| $149K | 0.03% |
+3,061
| New | +$158K |
2015 Q2
0 quarters
|
|
529
Emerson Electric
EMR
$95.2B
| $148K | 0.03% |
+2,684
| New | +$158K |
2015 Q2
0 quarters
|
|
530
DELISTED
Nimble Storage, Inc.
NMBL
| $148K | 0.03% |
5,310
-281
| -5% | -$7.33K |
2014 Q4
2 quarters
|
|
531
Brookdale Senior Living
BKD
$2.45B
| $147K | 0.03% |
+4,247
| New | +$157K |
2015 Q2
0 quarters
|
|
532
Precigen
PGEN
$2.38B
| $146K | 0.03% |
3,027
+2,302
| +318% | +$97K |
2015 Q1
1 quarter
|
|
533
DELISTED
H&E Equipment Services
HEES
| $145K | 0.03% |
7,264
+5,366
| +283% | +$128K |
2014 Q4
2 quarters
|
|
534
DELISTED
PotlatchDeltic
PCH
| $143K | 0.03% |
+4,076
| New | +$150K |
2015 Q2
0 quarters
|
|
535
DELISTED
Patterson Companies, Inc.
PDCO
| $143K | 0.03% |
2,941
-65
| -2% | -$3.1K |
2015 Q1
1 quarter
|
|
536
Zurn Elkay Water Solutions
ZWS
$7.38B
| $142K | 0.03% |
+12,375
| New | +$155K |
2015 Q2
0 quarters
|
|
|
VER
537
DELISTED
VEREIT, Inc.
VER
| $142K | 0.03% |
+3,508
| New | +$158K |
2015 Q2
0 quarters
|
|
538
Jack Henry & Associates
JKHY
$11.2B
| $141K | 0.03% |
+2,182
| New | +$145K |
2015 Q2
0 quarters
|
|
|
ALXN
539
DELISTED
Alexion Pharmaceuticals
ALXN
| $141K | 0.03% |
783
-7,109
| -90% | -$1.23M |
2015 Q1
1 quarter
|
|
|
GXP
540
DELISTED
Great Plains Energy Incorporated
GXP
| $141K | 0.03% |
5,853
-1,969
| -25% | -$50.9K |
2015 Q1
1 quarter
|
|
|
DNY
541
DELISTED
DONNELLEY R R & SONS CO
DNY
| $141K | 0.03% |
+8,146
| New | +$141K |
2015 Q2
0 quarters
|
|
542
Unilever
UL
$138B
| $139K | 0.02% |
2,886
-12,638
| -81% | -$625K |
2015 Q1
1 quarter
|
|
543
DELISTED
Revance Therapeutics, Inc.
RVNC
| $139K | 0.02% |
+4,367
| New | +$112K |
2015 Q2
0 quarters
|
|
544
Churchill Downs
CHDN
$6.35B
| $138K | 0.02% |
+6,654
| New | +$134K |
2015 Q2
0 quarters
|
|
545
Enpro
NPO
$6.02B
| $138K | 0.02% |
+2,427
| New | +$153K |
2015 Q2
0 quarters
|
|
|
VR
546
DELISTED
Validus Hold Ltd
VR
| $137K | 0.02% |
3,124
+2,391
| +326% | +$103K |
2014 Q1
5 quarters
|
|
|
HTWR
547
DELISTED
HEARTWARE INTERNATIONAL INC COM STK (DE)
HTWR
| $137K | 0.02% |
1,893
+1,559
| +467% | +$122K |
2014 Q2
4 quarters
|
|
548
Ironwood Pharmaceuticals
IRWD
$598M
| $136K | 0.02% |
13,499
+12,066
| +842% | +$140K |
2014 Q4
2 quarters
|
|
|
UPL
549
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
| $136K | 0.02% |
10,938
+8,538
| +356% | +$130K |
2014 Q1
5 quarters
|
|
|
OA
550
DELISTED
Orbital ATK, Inc.
OA
| $136K | 0.02% |
1,866
-5,820
| -76% | -$437K |
2015 Q1
1 quarter
|
|
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.