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 | |
|---|---|---|---|---|---|---|---|
701
NorthWestern Energy
NWE
$5.22B
| $118K | 0.02% |
2,203
-858
| -28% | -$44.7K |
2015 Q2
1 quarter
|
|
702
Unifirst Corp
UNF
$4.29B
| $118K | 0.02% |
1,111
-488
| -31% | -$54.4K |
2015 Q2
1 quarter
|
|
|
SGEN
703
DELISTED
Seagen Inc. Common Stock
SGEN
| $118K | 0.02% |
+3,082
| New | +$139K |
2015 Q3
0 quarters
|
|
|
SNR
704
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
| $118K | 0.02% |
11,331
+1,357
| +14% | +$16.5K |
2014 Q4
3 quarters
|
|
|
CRAY
705
DELISTED
Cray, Inc.
CRAY
| $118K | 0.02% |
5,969
+5,352
| +867% | +$124K |
2015 Q1
2 quarters
|
|
706
G-III Apparel Group
GIII
$1.38B
| $117K | 0.02% |
+1,908
| New | +$131K |
2015 Q3
0 quarters
|
|
707
DELISTED
Synovus
SNV
| $117K | 0.02% |
+3,985
| New | +$122K |
2015 Q3
0 quarters
|
|
|
GOV
708
DELISTED
Government Properties Income Trust
GOV
| $117K | 0.02% |
+7,370
| New | +$125K |
2015 Q3
0 quarters
|
|
|
MENT
709
DELISTED
Mentor Graphics Corp
MENT
| $117K | 0.02% |
4,751
+1,301
| +38% | +$33.2K |
2014 Q3
4 quarters
|
|
710
Allison Transmission
ALSN
$10.3B
| $116K | 0.02% |
4,376
-3,820
| -47% | -$109K |
2014 Q1
6 quarters
|
|
711
Omeros
OMER
$1.24B
| $116K | 0.02% |
10,623
+10,410
| +4,887% | +$162K |
2015 Q2
1 quarter
|
|
|
ISEE
712
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
| $116K | 0.02% |
2,872
+1,269
| +79% | +$67.2K |
2014 Q4
3 quarters
|
|
|
CPPL
713
DELISTED
Columbia Pipeline Partners LP
CPPL
| $116K | 0.02% |
+9,177
| New | +$186K |
2015 Q3
0 quarters
|
|
714
Alliance Resource Partners
ARLP
$3.22B
| $115K | 0.02% |
5,198
-2,332
| -31% | -$56.9K |
2015 Q1
2 quarters
|
|
715
Jack in the Box
JACK
$280M
| $115K | 0.02% |
+1,501
| New | +$128K |
2015 Q3
0 quarters
|
|
|
CLGX
716
DELISTED
Corelogic, Inc.
CLGX
| $115K | 0.02% |
+3,093
| New | +$120K |
2015 Q3
0 quarters
|
|
|
ELNK
717
DELISTED
EarthLink Holdings Corp.
ELNK
| $115K | 0.02% |
+14,824
| New | +$121K |
2015 Q3
0 quarters
|
|
718
Astec Industries
ASTE
$852M
| $114K | 0.02% |
+3,402
| New | +$129K |
2015 Q3
0 quarters
|
|
719
Willis Towers Watson
WTW
$30.7B
| $114K | 0.02% |
1,053
-1,181
| -53% | -$140K |
2015 Q2
1 quarter
|
|
|
SHLX
720
DELISTED
Shell Midstream Partners, L.P.
SHLX
| $114K | 0.02% |
+3,906
| New | +$153K |
2015 Q3
0 quarters
|
|
721
DELISTED
BIOMED REALTY TRUST INC
BMR
| $114K | 0.02% |
+5,752
| New | +$115K |
2015 Q3
0 quarters
|
|
722
Pan American Silver
PAAS
$16.4B
| $113K | 0.02% |
17,828
+9,681
| +119% | +$66.2K |
2015 Q2
1 quarter
|
|
723
DELISTED
Coherent Inc
COHR
| $113K | 0.02% |
+2,067
| New | +$121K |
2015 Q3
0 quarters
|
|
|
ANTH
724
DELISTED
Anthera Pharmaceuticals, Inc.
ANTH
| $113K | 0.02% |
+2,323
| New | +$162K |
2015 Q3
0 quarters
|
|
|
N
725
DELISTED
Netsuite Inc
N
| $113K | 0.02% |
+1,353
| New | +$124K |
2015 Q3
0 quarters
|
|
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.