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 | |
|---|---|---|---|---|---|---|---|
676
Sarepta Therapeutics
SRPT
$2.05B
| $88K | 0.02% |
+2,900
| New | +$59.3K |
2015 Q2
0 quarters
|
|
677
STAG Industrial
STAG
$7.06B
| $88K | 0.02% |
+4,448
| New | +$96.7K |
2015 Q2
0 quarters
|
|
|
NAV
678
DELISTED
Navistar International
NAV
| $88K | 0.02% |
3,921
+2,159
| +123% | +$59K |
2014 Q2
4 quarters
|
|
|
MTGE
679
DELISTED
MTGE Investment Corp. Common Stock
MTGE
| $88K | 0.02% |
+5,532
| New | +$97K |
2015 Q2
0 quarters
|
|
680
Fulton Financial
FULT
$4.52B
| $87K | 0.02% |
+6,709
| New | +$85.1K |
2015 Q2
0 quarters
|
|
681
DELISTED
TrueCar
TRUE
| $87K | 0.02% |
7,296
+6,527
| +849% | +$94K |
2014 Q4
2 quarters
|
|
682
Urban Edge Properties
UE
$2.43B
| $87K | 0.02% |
+4,197
| New | +$94.5K |
2015 Q2
0 quarters
|
|
|
XENT
683
DELISTED
Intersect ENT, Inc
XENT
| $87K | 0.02% |
+3,069
| New | +$80.4K |
2015 Q2
0 quarters
|
|
|
PIR
684
DELISTED
Pier 1 Imports, Inc.
PIR
| $87K | 0.02% |
+345
| New | +$88.2K |
2015 Q2
0 quarters
|
|
|
LTXB
685
DELISTED
LegacyTexas Financial Group Inc
LTXB
| $87K | 0.02% |
+2,900
| New | +$76.2K |
2015 Q2
0 quarters
|
|
|
OAK
686
DELISTED
OAKTREE CAPITAL GROUP, LLC
OAK
| $87K | 0.02% |
+1,648
| New | +$87.4K |
2015 Q2
0 quarters
|
|
687
Enviri
NVRI
$547M
| $86K | 0.02% |
+5,232
| New | +$86.4K |
2015 Q2
0 quarters
|
|
|
CPE
688
DELISTED
Callon Petroleum Company
CPE
| $86K | 0.02% |
1,044
+624
| +149% | +$51.8K |
2014 Q3
3 quarters
|
|
|
NUVA
689
DELISTED
NuVasive, Inc.
NUVA
| $86K | 0.02% |
1,820
+1,787
| +5,415% | +$83.5K |
2015 Q1
1 quarter
|
|
|
SFS
690
DELISTED
Smart & Final Stores, Inc.
SFS
| $86K | 0.02% |
+4,824
| New | +$85.6K |
2015 Q2
0 quarters
|
|
|
CBPO
691
DELISTED
China Biologic Products Holdings, Inc.
CBPO
| $86K | 0.02% |
+754
| New | +$79.2K |
2015 Q2
0 quarters
|
|
692
BlackBerry
BB
$5.39B
| $85K | 0.02% |
+10,467
| New | +$101K |
2015 Q2
0 quarters
|
|
693
Revvity
RVTY
$18.5B
| $85K | 0.02% |
+1,628
| New | +$84.9K |
2015 Q2
0 quarters
|
|
694
Southern Copper
SCCO
$159B
| $85K | 0.02% |
3,169
-812
| -20% | -$22.9K |
2015 Q1
1 quarter
|
|
695
HNI Corp
HNI
$3.43B
| $84K | 0.02% |
+1,654
| New | +$85.4K |
2015 Q2
0 quarters
|
|
696
Grand Canyon Education
LOPE
$4.02B
| $84K | 0.02% |
2,004
+1,182
| +144% | +$51.2K |
2014 Q3
3 quarters
|
|
697
DELISTED
Coresite Realty Corporation
COR
| $84K | 0.02% |
+1,857
| New | +$88.6K |
2015 Q2
0 quarters
|
|
|
PMCS
698
DELISTED
P M C SIERRA INC
PMCS
| $84K | 0.02% |
+9,842
| New | +$87.9K |
2015 Q2
0 quarters
|
|
|
YELL
699
DELISTED
Yellow Corporation Common Stock
YELL
| $84K | 0.02% |
+6,532
| New | +$97.3K |
2015 Q2
0 quarters
|
|
700
Adtran
ADTN
$560M
| $83K | 0.01% |
+5,159
| New | +$88.5K |
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.