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 | |
|---|---|---|---|---|---|---|---|
901
Encore Capital Group
ECPG
$2.27B
| $53K | 0.01% |
1,457
+399
| +38% | +$16.3K |
2014 Q4
3 quarters
|
|
902
DELISTED
Immunogen Inc
IMGN
| $53K | 0.01% |
5,595
+4,332
| +343% | +$63.3K |
2015 Q2
1 quarter
|
|
|
HCR
903
DELISTED
Hi-Crush Inc. Common Stock
HCR
| $53K | 0.01% |
7,090
+6,693
| +1,686% | +$111K |
2015 Q2
1 quarter
|
|
|
MRD
904
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
| $53K | 0.01% |
+3,027
| New | +$54.5K |
2015 Q3
0 quarters
|
|
905
Cognex
CGNX
$8.48B
| $52K | 0.01% |
3,030
-10,742
| -78% | -$213K |
2015 Q2
1 quarter
|
|
906
Sumitomo Mitsui Financial Group, Inc American Depositary Shares (each representing 1.2 shares of Common Stock)
SMFG
$153B
| $52K | 0.01% |
6,827
-267
| -4% | -$2.24K |
2013 Q3
8 quarters
|
|
907
DELISTED
Enerplus Corporation
ERF
| $52K | 0.01% |
+10,900
| New | +$69.1K |
2015 Q3
0 quarters
|
|
908
DELISTED
HFF Inc.
HF
| $52K | 0.01% |
+1,569
| New | +$61.9K |
2015 Q3
0 quarters
|
|
|
SVU
909
DELISTED
SUPERVALU Inc.
SVU
| $52K | 0.01% |
1,036
-5,141
| -83% | -$296K |
2015 Q2
1 quarter
|
|
910
Iridium Communications
IRDM
$4.84B
| $51K | 0.01% |
+8,415
| New | +$61.1K |
2015 Q3
0 quarters
|
|
|
HMSY
911
DELISTED
HMS Holdings Corp.
HMSY
| $51K | 0.01% |
+5,823
| New | +$64.9K |
2015 Q3
0 quarters
|
|
912
Prestige Consumer Healthcare
PBH
$2.09B
| $50K | 0.01% |
+1,110
| New | +$52.4K |
2015 Q3
0 quarters
|
|
|
KITE
913
DELISTED
Kite Pharma, Inc.
KITE
| $50K | 0.01% |
900
+800
| +800% | +$50.3K |
2014 Q4
3 quarters
|
|
|
CEO
914
DELISTED
CNOOC Limited
CEO
| $50K | 0.01% |
489
-2,933
| -86% | -$351K |
2015 Q2
1 quarter
|
|
915
Plexus
PLXS
$5.46B
| $49K | 0.01% |
+1,286
| New | +$49.3K |
2015 Q3
0 quarters
|
|
916
DELISTED
ANTERO MIDSTREAM PARTNERS LP
AM
| $49K | 0.01% |
+2,790
| New | +$66.3K |
2015 Q3
0 quarters
|
|
917
IPG Photonics
IPGP
$2.92B
| $48K | 0.01% |
643
-839
| -57% | -$71.1K |
2015 Q2
1 quarter
|
|
918
PTC Therapeutics
PTCT
$5.34B
| $48K | 0.01% |
+1,800
| New | +$77K |
2015 Q3
0 quarters
|
|
919
Rockwell Medical
RMTI
$29.9M
| $48K | 0.01% |
57
+48
| +533% | +$69.6K |
2015 Q2
1 quarter
|
|
|
KCG
920
DELISTED
KCG Holdings, Inc.
KCG
| $48K | 0.01% |
+4,415
| New | +$49.2K |
2015 Q3
0 quarters
|
|
921
Agenus
AGEN
$312M
| $47K | 0.01% |
527
+420
| +393% | +$62.2K |
2015 Q2
1 quarter
|
|
922
Grupo Aeroportuario del Sureste
ASR
$7.97B
| $47K | 0.01% |
+315
| New | +$47K |
2015 Q3
0 quarters
|
|
923
Cullen/Frost Bankers
CFR
$9.9B
| $47K | 0.01% |
+747
| New | +$50.9K |
2015 Q3
0 quarters
|
|
924
Myriad Genetics
MYGN
$539M
| $47K | 0.01% |
1,268
-1,808
| -59% | -$64.2K |
2015 Q2
1 quarter
|
|
925
Truist Financial
TFC
$60.3B
| $47K | 0.01% |
1,348
-5,422
| -80% | -$209K |
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.