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 | |
|---|---|---|---|---|---|---|---|
|
INFI
1076
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
| $11K | ﹤0.01% |
1,400
-4,864
| -78% | -$44.9K |
2014 Q3
4 quarters
|
|
|
UPL
1077
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
| $11K | ﹤0.01% |
1,800
-9,138
| -84% | -$72.3K |
2014 Q1
6 quarters
|
|
1078
DELISTED
Array Biopharma Inc
ARRY
| $11K | ﹤0.01% |
+2,540
| New | +$15.1K |
2015 Q3
0 quarters
|
|
1079
DELISTED
Dun & Bradstreet
DNB
| $11K | ﹤0.01% |
112
-1,335
| -92% | -$152K |
2015 Q2
1 quarter
|
|
|
GXP
1080
DELISTED
Great Plains Energy Incorporated
GXP
| $11K | ﹤0.01% |
440
-5,413
| -92% | -$138K |
2015 Q1
2 quarters
|
|
1081
DELISTED
Vista Outdoor Inc.
VSTO
| $11K | ﹤0.01% |
+260
| New | +$11.9K |
2015 Q3
0 quarters
|
|
1082
Citigroup
C
$202B
| $10K | ﹤0.01% |
+210
| New | +$11.5K |
2015 Q3
0 quarters
|
|
1083
Etsy
ETSY
$7.22B
| $10K | ﹤0.01% |
745
-4,088
| -85% | -$64.3K |
2015 Q2
1 quarter
|
|
1084
Summit Hotel Properties
INN
$784M
| $10K | ﹤0.01% |
+900
| New | +$11.5K |
2015 Q3
0 quarters
|
|
1085
Medifast
MED
$148M
| $10K | ﹤0.01% |
+400
| New | +$11.6K |
2015 Q3
0 quarters
|
|
1086
Turkcell
TKC
$4.22B
| $10K | ﹤0.01% |
+1,200
| New | +$12.4K |
2015 Q3
0 quarters
|
|
1087
Travere Therapeutics
TVTX
$4.92B
| $10K | ﹤0.01% |
500
-400
| -44% | -$11.8K |
2015 Q2
1 quarter
|
|
1088
DELISTED
CalAmp Corp.
CAMP
| $10K | ﹤0.01% |
30
+17
| +131% | +$6.69K |
2014 Q4
3 quarters
|
|
|
HT
1089
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
| $10K | ﹤0.01% |
481
-1,312
| -73% | -$33.5K |
2014 Q2
5 quarters
|
|
|
ATVI
1090
DELISTED
Activision Blizzard
ATVI
| $10K | ﹤0.01% |
353
-45,485
| -99% | -$1.27M |
2015 Q2
1 quarter
|
|
1091
DELISTED
Caesars Entertainment Corporation
CZR
| $10K | ﹤0.01% |
1,742
-1,958
| -53% | -$14.4K |
2014 Q4
3 quarters
|
|
1092
Knowles
KN
$2.75B
| $9K | ﹤0.01% |
+505
| New | +$8.64K |
2015 Q3
0 quarters
|
|
1093
Nomura Holdings
NMR
$27.6B
| $9K | ﹤0.01% |
+1,660
| New | +$11K |
2015 Q3
0 quarters
|
|
1094
Insulet
PODD
$10.3B
| $9K | ﹤0.01% |
+371
| New | +$11.3K |
2015 Q3
0 quarters
|
|
|
SALE
1095
DELISTED
RetailMeNot, Inc. Series 1
SALE
| $9K | ﹤0.01% |
1,196
-191
| -14% | -$2.22K |
2015 Q1
2 quarters
|
|
|
AMCC
1096
DELISTED
Applied Micro Circuits Corporation New
AMCC
| $9K | ﹤0.01% |
1,753
-1,667
| -49% | -$9.8K |
2014 Q2
5 quarters
|
|
1097
Cerus
CERS
$412M
| $8K | ﹤0.01% |
1,800
+500
| +38% | +$2.59K |
2014 Q4
3 quarters
|
|
1098
Boston Beer
SAM
$2.21B
| $8K | ﹤0.01% |
39
-155
| -80% | -$34.3K |
2015 Q2
1 quarter
|
|
1099
Titan International
TWI
$319M
| $8K | ﹤0.01% |
+1,343
| New | +$11.7K |
2015 Q3
0 quarters
|
|
1100
Viasat
VSAT
$10.2B
| $8K | ﹤0.01% |
+129
| New | +$7.87K |
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.