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 | |
|---|---|---|---|---|---|---|---|
726
Brandywine Realty Trust
BDN
$490M
| $75K | 0.01% |
+5,698
| New | +$82.5K |
2015 Q2
0 quarters
|
|
727
Globus Medical
GMED
$10.9B
| $75K | 0.01% |
+2,927
| New | +$74.1K |
2015 Q2
0 quarters
|
|
728
ITT
ITT
$17.5B
| $75K | 0.01% |
1,814
-7,426
| -80% | -$310K |
2014 Q3
3 quarters
|
|
729
Southwest Gas
SWX
$6.7B
| $75K | 0.01% |
1,419
+506
| +55% | +$27.8K |
2015 Q1
1 quarter
|
|
|
AJRD
730
DELISTED
Aerojet Rocketdyne Holdings
AJRD
| $75K | 0.01% |
3,649
+3,278
| +884% | +$68.6K |
2015 Q1
1 quarter
|
|
|
SRCI
731
DELISTED
SRC Energy Inc
SRCI
| $75K | 0.01% |
+6,636
| New | +$79.8K |
2015 Q2
0 quarters
|
|
|
AET
732
DELISTED
Aetna Inc
AET
| $74K | 0.01% |
588
-5,322
| -90% | -$608K |
2014 Q3
3 quarters
|
|
733
DaVita
DVA
$11.7B
| $73K | 0.01% |
+926
| New | +$76K |
2015 Q2
0 quarters
|
|
734
Viavi Solutions
VIAV
$8.47B
| $73K | 0.01% |
+11,227
| New | +$81.9K |
2015 Q2
0 quarters
|
|
735
Waters Corp
WAT
$46.9B
| $73K | 0.01% |
+570
| New | +$74K |
2015 Q2
0 quarters
|
|
|
CPLA
736
DELISTED
Capella Education Company
CPLA
| $73K | 0.01% |
+1,374
| New | +$79.3K |
2015 Q2
0 quarters
|
|
737
ABM Industries
ABM
$3.12B
| $72K | 0.01% |
+2,192
| New | +$71.1K |
2015 Q2
0 quarters
|
|
738
Cleveland-Cliffs
CLF
$7.95B
| $72K | 0.01% |
+16,809
| New | +$89.4K |
2015 Q2
0 quarters
|
|
739
Advanced Energy
AEIS
$9.7B
| $71K | 0.01% |
+2,613
| New | +$70.9K |
2015 Q2
0 quarters
|
|
740
Everforth Inc
EFOR
$1.59B
| $71K | 0.01% |
1,829
+272
| +17% | +$10.4K |
2015 Q1
1 quarter
|
|
741
Casey's General Stores
CASY
$24.8B
| $71K | 0.01% |
746
+255
| +52% | +$22.7K |
2014 Q4
2 quarters
|
|
742
Leidos
LDOS
$17.5B
| $71K | 0.01% |
1,777
-70
| -4% | -$2.94K |
2014 Q4
2 quarters
|
|
743
Toronto Dominion Bank
TD
$207B
| $71K | 0.01% |
+1,672
| New | +$74.9K |
2015 Q2
0 quarters
|
|
|
POLY
744
DELISTED
Plantronics, Inc.
POLY
| $71K | 0.01% |
1,263
+473
| +60% | +$26.4K |
2015 Q1
1 quarter
|
|
|
AKS
745
DELISTED
AK Steel Holding Corp
AKS
| $71K | 0.01% |
+18,600
| New | +$92.3K |
2015 Q2
0 quarters
|
|
|
DPLO
746
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
| $71K | 0.01% |
1,603
+143
| +10% | +$5.38K |
2015 Q1
1 quarter
|
|
|
PHH
747
DELISTED
PHH Corporation
PHH
| $71K | 0.01% |
2,731
+2,495
| +1,057% | +$65.2K |
2014 Q4
2 quarters
|
|
|
SLH
748
DELISTED
SOLERA HOLDINGS, INC. COM
SLH
| $71K | 0.01% |
1,612
+825
| +105% | +$40.6K |
2013 Q4
6 quarters
|
|
749
EnerSys
ENS
$6.18B
| $70K | 0.01% |
1,000
-1,528
| -60% | -$105K |
2014 Q1
5 quarters
|
|
|
VAR
750
DELISTED
Varian Medical Systems, Inc.
VAR
| $70K | 0.01% |
+952
| New | +$74.5K |
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.