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 | |
|---|---|---|---|---|---|---|---|
926
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
| $47K | 0.01% |
+2,710
| New | +$52.6K |
2015 Q3
0 quarters
|
|
|
MEMP
927
DELISTED
Memorial Production Partners LP Common Units
MEMP
| $47K | 0.01% |
+9,883
| New | +$86.2K |
2015 Q3
0 quarters
|
|
928
The Ensign Group
ENSG
$10.8B
| $46K | 0.01% |
+2,324
| New | +$53.3K |
2015 Q3
0 quarters
|
|
|
MANT
929
DELISTED
Mantech International Corp
MANT
| $46K | 0.01% |
+1,800
| New | +$50.7K |
2015 Q3
0 quarters
|
|
930
First American
FAF
$6.97B
| $45K | 0.01% |
+1,160
| New | +$45.8K |
2015 Q3
0 quarters
|
|
931
Icahn Enterprises
IEP
$3.82B
| $45K | 0.01% |
+674
| New | +$50.8K |
2015 Q3
0 quarters
|
|
932
Steven Madden
SHOO
$3.14B
| $45K | 0.01% |
+1,883
| New | +$50.7K |
2015 Q3
0 quarters
|
|
|
FPRX
933
DELISTED
Five Prime Therapeutics, Inc.
FPRX
| $45K | 0.01% |
+2,956
| New | +$63.5K |
2015 Q3
0 quarters
|
|
|
TOO
934
DELISTED
Teekay Offshore Partners L.P.
TOO
| $45K | 0.01% |
+3,144
| New | +$53.7K |
2015 Q3
0 quarters
|
|
|
CRR
935
DELISTED
Carbo Ceramics Inc.
CRR
| $45K | 0.01% |
2,402
-2,360
| -50% | -$68.6K |
2014 Q3
4 quarters
|
|
936
Innoviva
INVA
$1.37B
| $44K | 0.01% |
+6,183
| New | +$84K |
2015 Q3
0 quarters
|
|
|
MIK
937
DELISTED
Michaels Stores, Inc
MIK
| $44K | 0.01% |
1,916
+1,816
| +1,816% | +$46.3K |
2015 Q1
2 quarters
|
|
|
NGLS
938
DELISTED
TARGA RESOURCES PARTNERS LP COM UTS REPTG LTD PARTERSHIP INT
NGLS
| $44K | 0.01% |
+1,532
| New | +$51.7K |
2015 Q3
0 quarters
|
|
939
Apollo Commercial Real Estate
ARI
| $43K | 0.01% |
+2,745
| New | +$45.7K |
2015 Q3
0 quarters
|
|
940
Uniti Group
UNIT
$976M
| $43K | 0.01% |
2,413
+1,113
| +86% | +$23.9K |
2015 Q2
1 quarter
|
|
|
LXK
941
DELISTED
Lexmark Intl Inc
LXK
| $43K | 0.01% |
+1,484
| New | +$50.1K |
2015 Q3
0 quarters
|
|
942
Agios Pharmaceuticals
AGIO
$1.86B
| $42K | 0.01% |
+600
| New | +$58.6K |
2015 Q3
0 quarters
|
|
943
Allegiant Air
ALGT
$2.55B
| $42K | 0.01% |
+195
| New | +$40.9K |
2015 Q3
0 quarters
|
|
944
Gildan
GIL
$6.53B
| $42K | 0.01% |
1,422
+631
| +80% | +$20.2K |
2015 Q2
1 quarter
|
|
945
Molina Healthcare
MOH
$10.7B
| $42K | 0.01% |
+611
| New | +$45.3K |
2015 Q3
0 quarters
|
|
946
Pebblebrook Hotel Trust
PEB
$2.46B
| $42K | 0.01% |
+1,187
| New | +$47.7K |
2015 Q3
0 quarters
|
|
|
ENLK
947
DELISTED
EnLink Midstream Partners, LP
ENLK
| $42K | 0.01% |
2,704
-3,055
| -53% | -$56.9K |
2015 Q1
2 quarters
|
|
948
Arrowhead Research
ARWR
$6.85B
| $41K | 0.01% |
7,279
+4,979
| +216% | +$31.3K |
2015 Q2
1 quarter
|
|
949
Blackstone Mortgage Trust
BXMT
$1.82B
| $41K | 0.01% |
+1,516
| New | +$43.3K |
2015 Q3
0 quarters
|
|
|
LTRPA
950
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
| $41K | 0.01% |
1,865
-1,531
| -45% | -$42.4K |
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.