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 | |
|---|---|---|---|---|---|---|---|
551
Ternium
TX
$10.6B
| $135K | 0.02% |
7,823
-1,419
| -15% | -$28K |
2014 Q4
2 quarters
|
|
552
Zebra Technologies
ZBRA
$17.9B
| $135K | 0.02% |
+1,219
| New | +$127K |
2015 Q2
0 quarters
|
|
553
Integer Holdings
ITGR
$4.3B
| $134K | 0.02% |
+2,741
| New | +$134K |
2015 Q2
0 quarters
|
|
554
News Corp Class B
NWS
$17.3B
| $134K | 0.02% |
9,419
+2,466
| +35% | +$37.3K |
2014 Q4
2 quarters
|
|
555
Sonoco
SON
$4.93B
| $134K | 0.02% |
+3,141
| New | +$141K |
2015 Q2
0 quarters
|
|
556
Wynn Resorts
WYNN
$7.64B
| $134K | 0.02% |
1,361
-11,518
| -89% | -$1.3M |
2014 Q4
2 quarters
|
|
557
DELISTED
Regal Entertainment Group
RGC
| $134K | 0.02% |
6,424
-17,837
| -74% | -$384K |
2015 Q1
1 quarter
|
|
558
DELISTED
TAL INTERNATIONAL GROUP, INC.
TAL
| $134K | 0.02% |
+4,252
| New | +$161K |
2015 Q2
0 quarters
|
|
559
Federated Hermes
FHI
$4.33B
| $133K | 0.02% |
+3,981
| New | +$137K |
2015 Q2
0 quarters
|
|
560
RenaissanceRe
RNR
$13.8B
| $133K | 0.02% |
+1,313
| New | +$135K |
2015 Q2
0 quarters
|
|
|
SNR
561
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
| $133K | 0.02% |
9,974
+1,932
| +24% | +$30.7K |
2014 Q4
2 quarters
|
|
|
WAGE
562
DELISTED
WageWorks, Inc.
WAGE
| $133K | 0.02% |
3,297
+484
| +17% | +$22.5K |
2015 Q1
1 quarter
|
|
|
NTT
563
DELISTED
Nippon Telegraph & Telephone
NTT
| $132K | 0.02% |
3,644
+861
| +31% | +$29.7K |
2015 Q1
1 quarter
|
|
564
Liberty Media Corporation Series C Common Stock
FWONK
$23.2B
| $131K | 0.02% |
+5,167
| New | +$139K |
2015 Q2
0 quarters
|
|
565
Neurocrine Biosciences
NBIX
$14.9B
| $131K | 0.02% |
+2,751
| New | +$117K |
2015 Q2
0 quarters
|
|
|
AVID
566
DELISTED
Avid Technology Inc
AVID
| $131K | 0.02% |
+9,888
| New | +$158K |
2015 Q2
0 quarters
|
|
|
GWB
567
DELISTED
Great Western Bancorp, Inc.
GWB
| $131K | 0.02% |
+5,435
| New | +$127K |
2015 Q2
0 quarters
|
|
568
OFG Bancorp
OFG
$2.14B
| $130K | 0.02% |
12,256
-635
| -5% | -$9.11K |
2014 Q4
2 quarters
|
|
|
SJI
569
DELISTED
South Jersey Industries, Inc.
SJI
| $130K | 0.02% |
5,261
+251
| +5% | +$6.56K |
2013 Q4
6 quarters
|
|
570
BioMarin Pharmaceuticals
BMRN
$11.1B
| $129K | 0.02% |
+950
| New | +$118K |
2015 Q2
0 quarters
|
|
571
CMS Energy
CMS
$21.8B
| $129K | 0.02% |
4,081
-4,547
| -53% | -$153K |
2014 Q4
2 quarters
|
|
|
WSTC
572
DELISTED
West Corporation
WSTC
| $129K | 0.02% |
4,312
+4,280
| +13,375% | +$135K |
2015 Q1
1 quarter
|
|
573
FerroAtlántica
GSM
$749M
| $128K | 0.02% |
+7,261
| New | +$145K |
2015 Q2
0 quarters
|
|
|
SPNC
574
DELISTED
Spectranetics Corp
SPNC
| $128K | 0.02% |
+5,598
| New | +$156K |
2015 Q2
0 quarters
|
|
575
DELISTED
ProAssurance
PRA
| $127K | 0.02% |
2,765
-232
| -8% | -$10.5K |
2013 Q4
6 quarters
|
|
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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.