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 | |
|---|---|---|---|---|---|---|---|
626
DELISTED
ENVESTNET, INC.
ENV
| $108K | 0.02% |
+2,679
| New | +$129K |
2015 Q2
0 quarters
|
|
627
PTC
PTC
$21.2B
| $107K | 0.02% |
+2,616
| New | +$103K |
2015 Q2
0 quarters
|
|
628
DELISTED
American Equity Investment Life Holding Company
AEL
| $107K | 0.02% |
3,979
+3,527
| +780% | +$96.5K |
2015 Q1
1 quarter
|
|
629
DELISTED
Investment Technology Group Inc
ITG
| $107K | 0.02% |
+4,341
| New | +$123K |
2015 Q2
0 quarters
|
|
|
DCT
630
DELISTED
DCT Industrial Trust Inc.
DCT
| $107K | 0.02% |
3,415
-13,093
| -79% | -$435K |
2015 Q1
1 quarter
|
|
|
CSII
631
DELISTED
Cardiovascular Systems, Inc.
CSII
| $106K | 0.02% |
4,011
+681
| +20% | +$22K |
2015 Q1
1 quarter
|
|
632
Wolverine World Wide
WWW
$1.69B
| $105K | 0.02% |
+3,721
| New | +$114K |
2015 Q2
0 quarters
|
|
633
Acadia Realty Trust
AKR
$2.62B
| $104K | 0.02% |
+3,578
| New | +$113K |
2015 Q2
0 quarters
|
|
634
Myriad Genetics
MYGN
$638M
| $104K | 0.02% |
+3,076
| New | +$105K |
2015 Q2
0 quarters
|
|
635
Core Laboratories
CLB
$477M
| $103K | 0.02% |
906
-49
| -5% | -$5.94K |
2015 Q1
1 quarter
|
|
636
Pitney Bowes
PBI
$2.26B
| $103K | 0.02% |
4,973
-29,361
| -86% | -$662K |
2015 Q1
1 quarter
|
|
637
Howard Hughes
HHH
$4.51B
| $102K | 0.02% |
+748
| New | +$106K |
2015 Q2
0 quarters
|
|
|
ADXS
638
DELISTED
Advaxis Inc
ADXS
| $102K | 0.02% |
+335
| New | +$106K |
2015 Q2
0 quarters
|
|
|
CTB
639
DELISTED
Cooper Tire & Rubber Co.
CTB
| $102K | 0.02% |
+3,018
| New | +$116K |
2015 Q2
0 quarters
|
|
640
DELISTED
Dynavax Technologies
DVAX
| $101K | 0.02% |
4,352
-200
| -4% | -$4.36K |
2015 Q1
1 quarter
|
|
641
BioCryst Pharmaceuticals
BCRX
$2.18B
| $100K | 0.02% |
+6,759
| New | +$76.8K |
2015 Q2
0 quarters
|
|
642
DELISTED
Veren
VRN
| $100K | 0.02% |
4,965
-150
| -3% | -$3.51K |
2015 Q1
1 quarter
|
|
643
InterContinental Hotels
IHG
$24.7B
| $99K | 0.02% |
1,856
-803
| -30% | -$44.5K |
2014 Q4
2 quarters
|
|
644
MidCap Financial Investment
MFIC
$857M
| $99K | 0.02% |
+4,700
| New | +$109K |
2015 Q2
0 quarters
|
|
645
Magnite
MGNI
$3.22B
| $99K | 0.02% |
+6,627
| New | +$114K |
2015 Q2
0 quarters
|
|
646
UFP Industries
UFPI
$4.5B
| $98K | 0.02% |
5,700
+2,100
| +58% | +$38.4K |
2015 Q1
1 quarter
|
|
647
VisionSys AI
VSA
$4.89M
| $98K | 0.02% |
+3
| New | +$92.3K |
2015 Q2
0 quarters
|
|
|
SRNE
648
DELISTED
Sorrento Therapeutics, Inc.
SRNE
| $98K | 0.02% |
+5,563
| New | +$71.5K |
2015 Q2
0 quarters
|
|
|
EEP
649
DELISTED
Enbridge Energy Partners
EEP
| $98K | 0.02% |
2,941
-2,682
| -48% | -$98.8K |
2015 Q1
1 quarter
|
|
|
ZLTQ
650
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
| $97K | 0.02% |
3,313
+3,019
| +1,027% | +$91.2K |
2015 Q1
1 quarter
|
|
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.