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 |
CVS Health
CVS
|
+$9.6M |
| 2 |
Teva Pharmaceutical Industries Limited
TEVA
|
+$8.95M |
| 3 |
Sherwin-Williams
SHW
|
+$8.84M |
| 4 |
AB InBev
BUD
|
+$7.79M |
| 5 |
Apple
AAPL
|
+$7.76M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Automatic Data Processing
ADP
|
+$12.4M |
| 2 |
Lowe's Companies
LOW
|
+$9.7M |
| 3 |
Cardinal Health
CAH
|
+$9.29M |
| 4 |
McKesson
MCK
|
+$8.56M |
| 5 |
Coca-Cola
KO
|
+$7.7M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Healthcare | 16.34% |
| 2 | Consumer Discretionary | 14.86% |
| 3 | Industrials | 13.03% |
| 4 | Financials | 11.85% |
| 5 | Technology | 10.67% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
526
Cintas
CTAS
$89.5B
| $201K | 0.04% |
9,416
-13,860
| -60% | -$297K |
2015 Q1
2 quarters
|
|
527
Alaunos Therapeutics
TCRT
$4.34M
| $201K | 0.04% |
149
+134
| +893% | +$221K |
2015 Q1
2 quarters
|
|
528
InterDigital
IDCC
$7.53B
| $200K | 0.03% |
3,954
+3,560
| +904% | +$184K |
2015 Q1
2 quarters
|
|
529
TG Therapeutics
TGTX
$9.8B
| $200K | 0.03% |
19,882
+14,982
| +306% | +$223K |
2014 Q4
3 quarters
|
|
530
California Water Service
CWT
$3.15B
| $196K | 0.03% |
8,890
-458
| -5% | -$10K |
2015 Q2
1 quarter
|
|
|
FEIC
531
DELISTED
FEI COMPANY
FEIC
| $196K | 0.03% |
+2,691
| New | +$212K |
2015 Q3
0 quarters
|
|
532
MFA Financial
MFA
$603M
| $195K | 0.03% |
+7,180
| New | +$211K |
2015 Q3
0 quarters
|
|
533
Tenaris
TS
$30.4B
| $195K | 0.03% |
+8,093
| New | +$205K |
2015 Q3
0 quarters
|
|
|
VR
534
DELISTED
Validus Hold Ltd
VR
| $195K | 0.03% |
4,330
+1,206
| +39% | +$54.5K |
2014 Q1
6 quarters
|
|
535
DELISTED
Adeptus Health Inc
ADPT
| $195K | 0.03% |
+2,417
| New | +$249K |
2015 Q3
0 quarters
|
|
536
America Movil
AMX
$76.9B
| $194K | 0.03% |
+11,755
| New | +$220K |
2015 Q3
0 quarters
|
|
537
Entegris
ENTG
$21.2B
| $193K | 0.03% |
+14,699
| New | +$203K |
2015 Q3
0 quarters
|
|
538
DELISTED
Spirit Airlines, Inc.
SAVE
| $193K | 0.03% |
4,095
+1,421
| +53% | +$79.6K |
2015 Q2
1 quarter
|
|
|
GRA
539
DELISTED
W.R. Grace & Co.
GRA
| $193K | 0.03% |
+2,083
| New | +$207K |
2015 Q3
0 quarters
|
|
540
PLDT
PHI
$3.88B
| $192K | 0.03% |
+4,162
| New | +$236K |
2015 Q3
0 quarters
|
|
541
DELISTED
Ansys
ANSS
| $190K | 0.03% |
+2,161
| New | +$198K |
2015 Q3
0 quarters
|
|
542
Old Republic International
ORI
$9.7B
| $190K | 0.03% |
+12,204
| New | +$196K |
2015 Q3
0 quarters
|
|
543
DBV Technologies S.A. American Depositary Shares
DBVT
$723M
| $189K | 0.03% |
+533
| New | +$210K |
2015 Q3
0 quarters
|
|
544
DELISTED
CyberArk
CYBR
| $187K | 0.03% |
3,731
-508
| -12% | -$27.7K |
2014 Q4
3 quarters
|
|
545
Novavax
NVAX
$1.68B
| $187K | 0.03% |
+1,329
| New | +$298K |
2015 Q3
0 quarters
|
|
546
DELISTED
Echo Global Logistics, Inc.
ECHO
| $187K | 0.03% |
+9,559
| New | +$255K |
2015 Q3
0 quarters
|
|
547
AES
AES
$10.6B
| $186K | 0.03% |
+19,004
| New | +$229K |
2015 Q3
0 quarters
|
|
548
Heritage Insurance Holdings
HRTG
$993M
| $186K | 0.03% |
+9,436
| New | +$201K |
2015 Q3
0 quarters
|
|
|
BPL
549
DELISTED
Buckeye Partners, L.P.
BPL
| $185K | 0.03% |
+3,137
| New | +$218K |
2015 Q3
0 quarters
|
|
|
INSY
550
DELISTED
Insys Therapeutics, Inc.
INSY
| $185K | 0.03% |
6,532
+4,632
| +244% | +$170K |
2015 Q2
1 quarter
|
|
Similar funds
Quantbot Technologies's Q3 2015 Portfolio in Review
As of Q3 2015, Quantbot Technologies held 1,663 positions worth $574M, up 2.8% from $558M the previous quarter. Its ten largest holdings account for 14% of the portfolio.
Quantbot Technologies deployed $92.1M of net new capital in Q3 2015, opening 580 new positions and adding to 342 existing holdings. Its largest new stake was CVS Health: 91,570 shares worth $8.83M.
By sector, the portfolio is most concentrated in Healthcare at 16% of assets, up from 12% a quarter earlier, followed by Consumer Discretionary and Industrials.
On the sell side, the largest reduction was Cardinal Health, an estimated $9.29M trimmed.
- Quantbot Technologies's largest Q3 2015 buy was CVS Health: 91,570 shares worth $8.83M.
- Quantbot Technologies added most to Sherwin-Williams in Q3 2015, an estimated $8.84M increase.
- Quantbot Technologies's biggest Q3 2015 reduction was Cardinal Health, cutting an estimated $9.29M.
- Quantbot Technologies fully exited Automatic Data Processing in Q3 2015, selling an estimated $12.4M.
- Quantbot Technologies's ten largest holdings make up 14% of its $574M portfolio in Q3 2015.
- Quantbot Technologies opened 580 new positions and closed 499 in Q3 2015.
- Quantbot Technologies's portfolio value rose 2.8% quarter-over-quarter to $574M.
Based on Quantbot Technologies's 13F filing for Q3 2015, filed 22 Oct 2015.