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 | |
|---|---|---|---|---|---|---|---|
701
Olin
OLN
$1.88B
| $83K | 0.01% |
3,097
-5,164
| -63% | -$153K |
2014 Q4
2 quarters
|
|
|
ISEE
702
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
| $83K | 0.01% |
1,603
-2,414
| -60% | -$120K |
2014 Q4
2 quarters
|
|
703
DELISTED
Emerge Energy Services LP
EMES
| $83K | 0.01% |
+2,315
| New | +$97K |
2015 Q2
0 quarters
|
|
|
MKTO
704
DELISTED
MARKETO INC COM STK (DE)
MKTO
| $83K | 0.01% |
2,968
-44
| -1% | -$1.26K |
2014 Q3
3 quarters
|
|
705
National Fuel Gas
NFG
$7.62B
| $82K | 0.01% |
1,399
-781
| -36% | -$49.3K |
2015 Q1
1 quarter
|
|
706
TG Therapeutics
TGTX
$8.79B
| $81K | 0.01% |
4,900
+3,700
| +308% | +$58.6K |
2014 Q4
2 quarters
|
|
707
Heartland Express
HTLD
$788M
| $80K | 0.01% |
4,000
+99
| +3% | +$2.12K |
2015 Q1
1 quarter
|
|
708
MannKind Corp
MNKD
$1.1B
| $80K | 0.01% |
2,820
+1,315
| +87% | +$33.6K |
2014 Q2
4 quarters
|
|
709
Nordic American Tanker
NAT
$1.68B
| $80K | 0.01% |
+5,738
| New | +$73.5K |
2015 Q2
0 quarters
|
|
|
PTR
710
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
| $80K | 0.01% |
+723
| New | +$88K |
2015 Q2
0 quarters
|
|
|
XLRN
711
DELISTED
Acceleron Pharma
XLRN
| $80K | 0.01% |
+2,558
| New | +$82.5K |
2015 Q2
0 quarters
|
|
|
TCO
712
DELISTED
Taubman Centers Inc.
TCO
| $80K | 0.01% |
1,159
-2,979
| -72% | -$220K |
2015 Q1
1 quarter
|
|
713
Axalta
AXTA
$7.41B
| $79K | 0.01% |
2,415
-3,994
| -62% | -$132K |
2015 Q1
1 quarter
|
|
714
Monolithic Power Systems
MPWR
$59.5B
| $79K | 0.01% |
+1,574
| New | +$83.3K |
2015 Q2
0 quarters
|
|
|
KING
715
DELISTED
KING DIGITAL ENTMT PLC ORD SHS (IRL)
KING
| $79K | 0.01% |
5,580
-4,900
| -47% | -$76K |
2014 Q2
4 quarters
|
|
716
Progress Software
PRGS
$1.82B
| $78K | 0.01% |
+2,861
| New | +$76.3K |
2015 Q2
0 quarters
|
|
717
DELISTED
PROS Holdings
PRO
| $78K | 0.01% |
+3,707
| New | +$80.8K |
2015 Q2
0 quarters
|
|
718
Walker & Dunlop
WD
$1.17B
| $78K | 0.01% |
+2,920
| New | +$64.8K |
2015 Q2
0 quarters
|
|
719
DELISTED
Sanchez Energy Corporation
SN
| $78K | 0.01% |
8,029
-8,647
| -52% | -$105K |
2015 Q1
1 quarter
|
|
720
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
| $77K | 0.01% |
960
-1,475
| -61% | -$96.1K |
2015 Q1
1 quarter
|
|
|
VWR
721
DELISTED
VWR Corporation
VWR
| $77K | 0.01% |
+2,892
| New | +$77.2K |
2015 Q2
0 quarters
|
|
722
Canadian Solar
CSIQ
$651M
| $76K | 0.01% |
2,681
-3,481
| -56% | -$119K |
2014 Q3
3 quarters
|
|
723
Tanger
SKT
$4.15B
| $76K | 0.01% |
2,417
+19
| +0.8% | +$643 |
2014 Q3
3 quarters
|
|
|
CONE
724
DELISTED
CyrusOne Inc Common Stock
CONE
| $76K | 0.01% |
+2,584
| New | +$80.7K |
2015 Q2
0 quarters
|
|
|
ESL
725
DELISTED
Esterline Technologies
ESL
| $76K | 0.01% |
+803
| New | +$86K |
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.