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 | |
|---|---|---|---|---|---|---|---|
1251
Kroger
KR
$39.4B
| $0 | ﹤0.01% |
+24
| New | +$873 |
2015 Q2
0 quarters
|
|
1252
Lazard
LAZ
$3.75B
| – | – |
-67
| Closed | -$3K | – |
|
1253
Happen Inc
HAPN
$1.79B
| – | – |
-229
| Closed | -$22K | – |
|
1254
Lear
LEA
$5.84B
| – | – |
-3,472
| Closed | -$384K | – |
|
1255
DELISTED
Leggett & Platt
LEG
| – | – |
-1,421
| Closed | -$65K | – |
|
1256
Lennar Class A
LEN
$20.7B
| – | – |
-2,665
| Closed | -$131K | – |
|
1257
Eli Lilly
LLY
$1.26T
| – | – |
-30,705
| Closed | -$2.23M | – |
|
1258
Lincoln National
LNC
$7.85B
| – | – |
-20,102
| Closed | -$1.16M | – |
|
|
1259
Lam Research
LRCX
$299B
| – | – |
-638,890
| Closed | -$4.49M | – |
|
1260
Larimar Therapeutics
LRMR
$257M
| – | – |
-153
| Closed | -$72K | – |
|
1261
Mastercard
MA
$556B
| – | – |
-46,297
| Closed | -$4M | – |
|
1262
Main Street Capital
MAIN
$5.17B
| – | – |
-5,351
| Closed | -$165K | – |
|
1263
Masco
MAS
$15.5B
| – | – |
-35,244
| Closed | -$826K | – |
|
1264
Mattel
MAT
$4.41B
| – | – |
-50,681
| Closed | -$1.16M | – |
|
1265
Matsons
MATX
$6.69B
| – | – |
-1,720
| Closed | -$72K | – |
|
1266
MDU Resources
MDU
$4.15B
| – | – |
-46,249
| Closed | -$375K | – |
|
1267
MiMedx Group
MDXG
$566M
| – | – |
-200
| Closed | -$2K | – |
|
1268
Lite Strategy Inc
LITS
$34.1M
| – | – |
-5
| Closed | – | – |
|
1269
Methanex
MEOH
$5.54B
| – | – |
-5,100
| Closed | -$273K | – |
|
1270
Mercer International
MERC
$8.04M
| – | – |
-2,439
| Closed | -$37K | – |
|
1271
MetLife
MET
$63.6B
| – | – |
-17,048
| Closed | -$768K | – |
|
1272
MFA Financial
MFA
$673M
| – | – |
-8,480
| Closed | -$266K | – |
|
1273
Magna International
MGA
$17.1B
| – | – |
-240
| Closed | -$12K | – |
|
1274
Middleby
MIDD
$5.38B
| – | – |
-1,199
| Closed | -$123K | – |
|
1275
MKS Inc
MKSI
$13.7B
| – | – |
-895
| Closed | -$30K | – |
|
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.