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 | |
|---|---|---|---|---|---|---|---|
|
BNFT
1101
DELISTED
Benefitfocus, Inc.
BNFT
| $8K | ﹤0.01% |
+266
| New | +$10.2K |
2015 Q3
0 quarters
|
|
|
CDK
1102
DELISTED
CDK Global, Inc.
CDK
| $8K | ﹤0.01% |
+184
| New | +$9.34K |
2015 Q3
0 quarters
|
|
|
VAR
1103
DELISTED
Varian Medical Systems, Inc.
VAR
| $8K | ﹤0.01% |
128
-824
| -87% | -$60.1K |
2015 Q2
1 quarter
|
|
|
MITL
1104
DELISTED
Mitel Networks Corporation
MITL
| $8K | ﹤0.01% |
+1,310
| New | +$10.6K |
2015 Q3
0 quarters
|
|
|
ITC
1105
DELISTED
ITC HOLDINGS CORP
ITC
| $8K | ﹤0.01% |
256
-8,716
| -97% | -$291K |
2015 Q2
1 quarter
|
|
1106
Inovio Pharmaceuticals
INO
$162M
| $7K | ﹤0.01% |
+108
| New | +$9.41K |
2015 Q3
0 quarters
|
|
1107
DELISTED
Leggett & Platt
LEG
| $7K | ﹤0.01% |
+179
| New | +$8.36K |
2015 Q3
0 quarters
|
|
1108
Matrix Service
MTRX
$259M
| $7K | ﹤0.01% |
+353
| New | +$7.15K |
2015 Q3
0 quarters
|
|
1109
Navios Maritime Partners
NMM
$2.48B
| $7K | ﹤0.01% |
+68
| New | +$9.44K |
2015 Q3
0 quarters
|
|
1110
WESCO International
WCC
$15.3B
| $7K | ﹤0.01% |
+165
| New | +$9.5K |
2015 Q3
0 quarters
|
|
|
CUDA
1111
DELISTED
Barracuda Networks, Inc.
CUDA
| $7K | ﹤0.01% |
496
+323
| +187% | +$9.08K |
2015 Q2
1 quarter
|
|
|
PTX
1112
DELISTED
Pernix Therapeutics Holdings, Inc.
PTX
| $7K | ﹤0.01% |
241
-580
| -71% | -$27.7K |
2015 Q2
1 quarter
|
|
|
MBT
1113
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
| $7K | ﹤0.01% |
+1,062
| New | +$8.28K |
2015 Q3
0 quarters
|
|
1114
DELISTED
iRobot
IRBT
| $6K | ﹤0.01% |
206
-3,265
| -94% | -$99.3K |
2015 Q2
1 quarter
|
|
1115
Seabridge Gold
SA
$2.79B
| $6K | ﹤0.01% |
+1,092
| New | +$5.95K |
2015 Q3
0 quarters
|
|
1116
Semtech
SMTC
$10.2B
| $6K | ﹤0.01% |
419
-2,753
| -87% | -$47.3K |
2015 Q2
1 quarter
|
|
1117
DELISTED
LL Flooring Holdings, Inc.
LL
| $6K | ﹤0.01% |
500
+45
| +10% | +$739 |
2015 Q1
2 quarters
|
|
|
GWB
1118
DELISTED
Great Western Bancorp, Inc.
GWB
| $6K | ﹤0.01% |
271
-5,164
| -95% | -$130K |
2015 Q2
1 quarter
|
|
1119
Noah Holdings
NOAH
$463M
| $5K | ﹤0.01% |
+220
| New | +$5.07K |
2015 Q3
0 quarters
|
|
|
STAY
1120
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
| $5K | ﹤0.01% |
+322
| New | +$5.9K |
2015 Q3
0 quarters
|
|
1121
BOK Financial
BOKF
$7.98B
| $4K | ﹤0.01% |
66
-4,633
| -99% | -$301K |
2015 Q2
1 quarter
|
|
1122
Clean Energy Fuels
CLNE
$406M
| $4K | ﹤0.01% |
947
-7,379
| -89% | -$38.3K |
2014 Q4
3 quarters
|
|
1123
Cardiff Oncology
CRDF
$59.1M
| $4K | ﹤0.01% |
11
| – | – |
2015 Q2
1 quarter
|
|
|
SRNE
1124
DELISTED
Sorrento Therapeutics, Inc.
SRNE
| $4K | ﹤0.01% |
563
-5,000
| -90% | -$79.6K |
2015 Q2
1 quarter
|
|
|
KEYW
1125
DELISTED
The KEYW Holding Corporation
KEYW
| $4K | ﹤0.01% |
679
-3,221
| -83% | -$26.1K |
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.