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 | |
|---|---|---|---|---|---|---|---|
826
DELISTED
Trina Solar Limited
TSL
| $78K | 0.01% |
8,700
+3,285
| +61% | +$30.9K |
2013 Q4
7 quarters
|
|
827
Cheetah Mobile
CMCM
$69.8M
| $77K | 0.01% |
1,078
-900
| -46% | -$96.4K |
2014 Q3
4 quarters
|
|
828
InterContinental Hotels
IHG
$26.4B
| $76K | 0.01% |
1,666
-190
| -10% | -$9.7K |
2014 Q4
3 quarters
|
|
829
Oshkosh
OSK
$8.5B
| $76K | 0.01% |
2,119
-1,897
| -47% | -$74.1K |
2015 Q2
1 quarter
|
|
830
PRA Group
PRAA
$456M
| $76K | 0.01% |
1,454
+1,226
| +538% | +$71.2K |
2015 Q2
1 quarter
|
|
831
Sunoco
SUN
$11.9B
| $76K | 0.01% |
2,269
+1,485
| +189% | +$56.8K |
2015 Q1
2 quarters
|
|
832
Tuniu
TOUR
$51.4M
| $76K | 0.01% |
642
+573
| +830% | +$82.1K |
2015 Q2
1 quarter
|
|
|
SYT
833
DELISTED
Syngenta Ag
SYT
| $76K | 0.01% |
1,206
+99
| +9% | +$7.54K |
2015 Q2
1 quarter
|
|
834
BJ's Restaurants
BJRI
$1.22B
| $75K | 0.01% |
1,761
+1,485
| +538% | +$69.7K |
2015 Q2
1 quarter
|
|
835
Tanger
SKT
$4.58B
| $74K | 0.01% |
2,268
-149
| -6% | -$4.85K |
2014 Q3
4 quarters
|
|
836
Vera Bradley
VRA
$228M
| $74K | 0.01% |
+5,927
| New | +$68.8K |
2015 Q3
0 quarters
|
|
|
SGYP
837
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
| $74K | 0.01% |
14,001
+9,121
| +187% | +$70.6K |
2015 Q2
1 quarter
|
|
|
CVRR
838
DELISTED
CVR Refining, LP
CVRR
| $74K | 0.01% |
+3,872
| New | +$74.6K |
2015 Q3
0 quarters
|
|
|
CEB
839
DELISTED
CEB Inc.
CEB
| $74K | 0.01% |
+1,087
| New | +$84K |
2015 Q3
0 quarters
|
|
840
Inogen
INGN
$158M
| $73K | 0.01% |
1,518
+31
| +2% | +$1.47K |
2015 Q1
2 quarters
|
|
841
DELISTED
Light & Wonder
LNW
| $73K | 0.01% |
7,033
+4,871
| +225% | +$63.8K |
2014 Q3
4 quarters
|
|
|
GIMO
842
DELISTED
Gigamon Inc.
GIMO
| $73K | 0.01% |
+3,675
| New | +$96.4K |
2015 Q3
0 quarters
|
|
|
DGI
843
DELISTED
DigitalGlobe Inc.
DGI
| $73K | 0.01% |
3,875
-4,567
| -54% | -$108K |
2014 Q2
5 quarters
|
|
844
Archrock
AROC
$4.92B
| $72K | 0.01% |
4,000
-3,141
| -44% | -$75.2K |
2015 Q2
1 quarter
|
|
845
Provident Financial Services
PFS
$3.03B
| $72K | 0.01% |
3,700
+3,586
| +3,146% | +$68.8K |
2015 Q2
1 quarter
|
|
846
Lesaka Technologies
LSAK
$303M
| $71K | 0.01% |
+4,260
| New | +$80.9K |
2015 Q3
0 quarters
|
|
847
STAG Industrial
STAG
$7.22B
| $70K | 0.01% |
3,898
-550
| -12% | -$10.4K |
2015 Q2
1 quarter
|
|
|
MDCO
848
DELISTED
Medicines Co
MDCO
| $70K | 0.01% |
+1,867
| New | +$65.5K |
2015 Q3
0 quarters
|
|
|
AEGR
849
DELISTED
Aegerion Pharmaceuticals
AEGR
| $70K | 0.01% |
+5,207
| New | +$92.7K |
2015 Q3
0 quarters
|
|
|
AVG
850
DELISTED
AVG Technologies N.V.
AVG
| $70K | 0.01% |
3,221
-4,529
| -58% | -$115K |
2015 Q2
1 quarter
|
|
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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.