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 | |
|---|---|---|---|---|---|---|---|
|
HTS
751
DELISTED
HATTERAS FINANCIAL CORP
HTS
| $70K | 0.01% |
+4,351
| New | +$78K |
2015 Q2
0 quarters
|
|
752
Methode Electronics
MEI
$531M
| $69K | 0.01% |
+2,542
| New | +$114K |
2015 Q2
0 quarters
|
|
753
Pan American Silver
PAAS
$17.4B
| $69K | 0.01% |
+8,147
| New | +$76.7K |
2015 Q2
0 quarters
|
|
754
DELISTED
Steelcase
SCS
| $69K | 0.01% |
3,649
-2,941
| -45% | -$53.8K |
2014 Q4
2 quarters
|
|
755
Unum
UNM
$14.3B
| $68K | 0.01% |
1,916
-37,986
| -95% | -$1.33M |
2015 Q1
1 quarter
|
|
|
INFI
756
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
| $68K | 0.01% |
6,264
-7,451
| -54% | -$95.6K |
2014 Q3
3 quarters
|
|
|
INSY
757
DELISTED
Insys Therapeutics, Inc.
INSY
| $68K | 0.01% |
+1,900
| New | +$59.2K |
2015 Q2
0 quarters
|
|
758
DELISTED
Dynegy, Inc.
DYN
| $68K | 0.01% |
+2,342
| New | +$76.1K |
2015 Q2
0 quarters
|
|
759
DELISTED
Dominion Diamond Corporation
DDC
| $68K | 0.01% |
4,885
+1,894
| +63% | +$34.3K |
2015 Q1
1 quarter
|
|
760
Central Pacific Financial
CPF
$976M
| $67K | 0.01% |
+2,825
| New | +$65.8K |
2015 Q2
0 quarters
|
|
761
Etsy
ETSY
$8.48B
| $67K | 0.01% |
+4,833
| New | +$92.9K |
2015 Q2
0 quarters
|
|
762
LendingTree
TREE
$372M
| $67K | 0.01% |
854
+5
| +0.6% | +$308 |
2014 Q4
2 quarters
|
|
|
SBNY
763
DELISTED
Signature Bank
SBNY
| $67K | 0.01% |
464
-236
| -34% | -$32.8K |
2013 Q4
6 quarters
|
|
|
KNGT
764
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
| $67K | 0.01% |
+2,517
| New | +$67K |
2015 Q2
0 quarters
|
|
765
Inogen
INGN
$192M
| $66K | 0.01% |
1,487
-453
| -23% | -$17.4K |
2015 Q1
1 quarter
|
|
|
RAX
766
DELISTED
Rackspace Hosting Inc
RAX
| $66K | 0.01% |
1,796
+905
| +102% | +$41.6K |
2015 Q1
1 quarter
|
|
767
Carlyle Group
CG
$13.9B
| $65K | 0.01% |
+2,314
| New | +$67.8K |
2015 Q2
0 quarters
|
|
768
Coca-Cola Femsa
KOF
$24.2B
| $65K | 0.01% |
819
-2,080
| -72% | -$170K |
2014 Q3
3 quarters
|
|
|
LGF
769
DELISTED
Lions Gate Entertainment
LGF
| $65K | 0.01% |
+1,757
| New | +$58.6K |
2015 Q2
0 quarters
|
|
|
NTI
770
DELISTED
NORTHERN TIER ENERGY LP CLASS A
NTI
| $65K | 0.01% |
+2,754
| New | +$68.7K |
2015 Q2
0 quarters
|
|
771
DELISTED
LINN ENERGY LLC COM UTS REP LTD LIABILITY CO INTS
LINE
| $65K | 0.01% |
7,400
-10,557
| -59% | -$123K |
2013 Q4
6 quarters
|
|
772
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $64K | 0.01% |
+775
| New | +$65.5K |
2015 Q2
0 quarters
|
|
|
ASNA
773
DELISTED
Ascena Retail Group, Inc.
ASNA
| $64K | 0.01% |
+193
| New | +$59K |
2015 Q2
0 quarters
|
|
|
EFII
774
DELISTED
Electronics for Imaging
EFII
| $64K | 0.01% |
1,488
-290
| -16% | -$12.5K |
2014 Q4
2 quarters
|
|
775
Sumitomo Mitsui Financial Group, Inc American Depositary Shares (each representing 1.2 shares of Common Stock)
SMFG
$151B
| $63K | 0.01% |
7,094
+3,106
| +78% | +$27K |
2013 Q3
7 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.