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 | |
|---|---|---|---|---|---|---|---|
|
HNT
476
DELISTED
HEALTH NET INC
HNT
| $178K | 0.03% |
+2,787
| New | +$167K |
2015 Q2
0 quarters
|
|
477
DELISTED
Education Realty Trust Inc
EDR
| $177K | 0.03% |
5,665
-8,234
| -59% | -$274K |
2015 Q1
1 quarter
|
|
478
B&G Foods
BGS
$203M
| $176K | 0.03% |
6,189
+2,654
| +75% | +$79.7K |
2015 Q1
1 quarter
|
|
479
DELISTED
Liberty Broadband Class A
LBRDA
| $176K | 0.03% |
3,472
+2,706
| +353% | +$144K |
2015 Q1
1 quarter
|
|
480
PBF Energy
PBF
$7.97B
| $176K | 0.03% |
+6,207
| New | +$174K |
2015 Q2
0 quarters
|
|
|
IBKC
481
DELISTED
IBERIABANK Corp
IBKC
| $176K | 0.03% |
2,593
+1,499
| +137% | +$98.2K |
2014 Q3
3 quarters
|
|
482
DELISTED
Dun & Bradstreet
DNB
| $176K | 0.03% |
+1,447
| New | +$186K |
2015 Q2
0 quarters
|
|
|
CEMP
483
DELISTED
Cempra, Inc.
CEMP
| $176K | 0.03% |
+5,143
| New | +$182K |
2015 Q2
0 quarters
|
|
|
CIE
484
DELISTED
Cobalt International Energy, Inc
CIE
| $176K | 0.03% |
1,211
+299
| +33% | +$46.3K |
2014 Q2
4 quarters
|
|
485
Wabash National
WNC
$444M
| $173K | 0.03% |
13,810
-3,232
| -19% | -$45K |
2015 Q1
1 quarter
|
|
|
YOKU
486
DELISTED
YOUKU TUDOU INC.(CAYMAN ISLS)
YOKU
| $173K | 0.03% |
+7,083
| New | +$160K |
2015 Q2
0 quarters
|
|
487
DELISTED
Media General, Inc
MEG
| $172K | 0.03% |
+10,451
| New | +$174K |
2015 Q2
0 quarters
|
|
488
Banco Santander Chile
BSAC
$15.2B
| $171K | 0.03% |
+8,490
| New | +$182K |
2015 Q2
0 quarters
|
|
489
Oshkosh
OSK
$8.19B
| $170K | 0.03% |
+4,016
| New | +$201K |
2015 Q2
0 quarters
|
|
490
REX American Resources
REX
$1.31B
| $170K | 0.03% |
+16,074
| New | +$169K |
2015 Q2
0 quarters
|
|
491
DELISTED
Conn's Inc.
CONN
| $168K | 0.03% |
4,252
+1,780
| +72% | +$63.9K |
2015 Q1
1 quarter
|
|
|
CAJ
492
DELISTED
Canon, Inc.
CAJ
| $168K | 0.03% |
+5,200
| New | +$184K |
2015 Q2
0 quarters
|
|
|
KKD
493
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
| $168K | 0.03% |
8,727
+3,499
| +67% | +$64.9K |
2014 Q1
5 quarters
|
|
494
Walmart Inc
WMT
$996B
| $166K | 0.03% |
7,038
-15,024
| -68% | -$383K |
2014 Q3
3 quarters
|
|
495
DELISTED
Spirit Airlines, Inc.
SAVE
| $166K | 0.03% |
+2,674
| New | +$182K |
2015 Q2
0 quarters
|
|
496
Fidelity National Financial
FNF
$11.8B
| $165K | 0.03% |
+6,441
| New | +$166K |
2015 Q2
0 quarters
|
|
497
Huntsman Corp
HUN
$1.66B
| $165K | 0.03% |
+7,521
| New | +$170K |
2015 Q2
0 quarters
|
|
|
WWE
498
DELISTED
World Wrestling Entertainment
WWE
| $165K | 0.03% |
10,011
+9,611
| +2,403% | +$139K |
2015 Q1
1 quarter
|
|
|
FGP
499
DELISTED
Ferrellgas Partners, L.P.
FGP
| $165K | 0.03% |
+7,329
| New | +$174K |
2015 Q2
0 quarters
|
|
500
Sprouts Farmers Market
SFM
$4.53B
| $164K | 0.03% |
+6,115
| New | +$188K |
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.