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 | |
|---|---|---|---|---|---|---|---|
651
BCE
BCE
$18.6B
| $96K | 0.02% |
2,270
-4,004
| -64% | -$176K |
2015 Q1
1 quarter
|
|
652
Vivmark Residential
VMRK
$47.3B
| $95K | 0.02% |
1,361
-15,963
| -92% | -$1.18M |
2014 Q3
3 quarters
|
|
653
Grupo Aeroportuario del Pacifico
PAC
$13.2B
| $95K | 0.02% |
+1,400
| New | +$98.4K |
2015 Q2
0 quarters
|
|
|
WUBA
654
DELISTED
58.com Inc
WUBA
| $95K | 0.02% |
1,492
+1,336
| +856% | +$97K |
2015 Q1
1 quarter
|
|
655
Stellantis
STLA
$13.8B
| $94K | 0.02% |
9,937
-23,473
| -70% | -$241K |
2015 Q1
1 quarter
|
|
656
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $94K | 0.02% |
3,713
+3,279
| +756% | +$86.6K |
2014 Q4
2 quarters
|
|
657
Puma Biotechnology
PBYI
$549M
| $93K | 0.02% |
+800
| New | +$145K |
2015 Q2
0 quarters
|
|
658
DELISTED
2U Inc
TWOU
| $93K | 0.02% |
+96
| New | +$79.7K |
2015 Q2
0 quarters
|
|
659
Eagle Materials
EXP
$5.6B
| $92K | 0.02% |
+1,218
| New | +$101K |
2015 Q2
0 quarters
|
|
660
Regis Corp
RGS
| $92K | 0.02% |
+295
| New | +$98.5K |
2015 Q2
0 quarters
|
|
661
Benchmark Electronics
BHE
$2.65B
| $91K | 0.02% |
4,186
+1,545
| +59% | +$36.6K |
2015 Q1
1 quarter
|
|
662
Box
BOX
$5.75B
| $91K | 0.02% |
+4,900
| New | +$86K |
2015 Q2
0 quarters
|
|
663
NatWest
NWG
$67.4B
| $91K | 0.02% |
7,669
-128
| -2% | -$1.49K |
2015 Q1
1 quarter
|
|
|
MENT
664
DELISTED
Mentor Graphics Corp
MENT
| $91K | 0.02% |
3,450
+7
| +0.2% | +$178 |
2014 Q3
3 quarters
|
|
665
Calumet Specialty Products
CLMT
$4.34B
| $90K | 0.02% |
3,544
-5,895
| -62% | -$156K |
2014 Q3
3 quarters
|
|
666
Hercules Capital
HTGC
$3.15B
| $90K | 0.02% |
7,800
| – | – |
2015 Q1
1 quarter
|
|
667
Polaris
PII
$3.4B
| $90K | 0.02% |
612
-5,147
| -89% | -$741K |
2014 Q4
2 quarters
|
|
|
HRC
668
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
| $90K | 0.02% |
+1,670
| New | +$86.7K |
2015 Q2
0 quarters
|
|
|
SYT
669
DELISTED
Syngenta Ag
SYT
| $90K | 0.02% |
+1,107
| New | +$89K |
2015 Q2
0 quarters
|
|
|
WBMD
670
DELISTED
WebMD Health Corp.
WBMD
| $90K | 0.02% |
2,049
+1,820
| +795% | +$83.1K |
2015 Q1
1 quarter
|
|
|
CY
671
DELISTED
Cypress Semiconductor
CY
| $90K | 0.02% |
7,681
-41,787
| -84% | -$550K |
2015 Q1
1 quarter
|
|
|
BBEP
672
DELISTED
BREITBURN ENERGY PARTNERS LP COM UNITS RPTNG LTD PRTNRSHIP
BBEP
| $89K | 0.02% |
18,731
-2,840
| -13% | -$16.4K |
2014 Q4
2 quarters
|
|
673
BGC Group
BGC
$5.39B
| $88K | 0.02% |
+15,752
| New | +$95.3K |
2015 Q2
0 quarters
|
|
674
GATX Corp
GATX
$6.47B
| $88K | 0.02% |
1,673
+111
| +7% | +$6.3K |
2013 Q4
6 quarters
|
|
675
Repligen
RGEN
$12.1B
| $88K | 0.02% |
2,153
+1,072
| +99% | +$39.3K |
2014 Q4
2 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.