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 | |
|---|---|---|---|---|---|---|---|
226
Packaging Corp of America
PKG
$22.7B
| $598K | 0.1% |
9,942
-4,495
| -31% | -$300K |
2015 Q1
2 quarters
|
|
227
MSCI
MSCI
$47B
| $596K | 0.1% |
+10,038
| New | +$632K |
2015 Q3
0 quarters
|
|
228
Owens Corning
OC
$9.8B
| $595K | 0.1% |
+14,212
| New | +$626K |
2015 Q3
0 quarters
|
|
|
DNKN
229
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $594K | 0.1% |
+12,135
| New | +$629K |
2015 Q3
0 quarters
|
|
230
United Therapeutics
UTHR
$24.8B
| $591K | 0.1% |
+4,508
| New | +$723K |
2015 Q3
0 quarters
|
|
231
Brixmor Property Group
BRX
$9.3B
| $590K | 0.1% |
+25,137
| New | +$599K |
2015 Q3
0 quarters
|
|
|
STJ
232
DELISTED
St Jude Medical
STJ
| $584K | 0.1% |
+9,259
| New | +$661K |
2015 Q3
0 quarters
|
|
233
Goldman Sachs
GS
$261B
| $582K | 0.1% |
+3,355
| New | +$658K |
2015 Q3
0 quarters
|
|
234
Baxter International
BAX
$13.7B
| $578K | 0.1% |
+17,625
| New | +$667K |
2015 Q3
0 quarters
|
|
235
CBRE Group
CBRE
$39.8B
| $577K | 0.1% |
+18,056
| New | +$641K |
2015 Q3
0 quarters
|
|
|
SCTY
236
DELISTED
SolarCity Corporation
SCTY
| $577K | 0.1% |
+13,524
| New | +$680K |
2015 Q3
0 quarters
|
|
237
DELISTED
Qorvo
QRVO
| $573K | 0.1% |
+12,736
| New | +$768K |
2015 Q3
0 quarters
|
|
|
PPS
238
DELISTED
Post Properties
PPS
| $573K | 0.1% |
+9,842
| New | +$564K |
2015 Q3
0 quarters
|
|
239
Methanex
MEOH
$5.14B
| $571K | 0.1% |
+17,236
| New | +$738K |
2015 Q3
0 quarters
|
|
|
WRI
240
DELISTED
Weingarten Realty Investors
WRI
| $569K | 0.1% |
+17,209
| New | +$576K |
2015 Q3
0 quarters
|
|
|
TWO
241
DELISTED
Two Harbors Investment
TWO
| $566K | 0.1% |
8,030
+6,569
| +450% | +$512K |
2015 Q2
1 quarter
|
|
242
Dana Inc
DAN
$2.34B
| $564K | 0.1% |
+35,572
| New | +$643K |
2015 Q3
0 quarters
|
|
243
Pilgrim's Pride
PPC
$7.04B
| $563K | 0.1% |
27,119
+18,164
| +203% | +$390K |
2014 Q4
3 quarters
|
|
|
WUBA
244
DELISTED
58.com Inc
WUBA
| $562K | 0.1% |
11,953
+10,461
| +701% | +$543K |
2015 Q1
2 quarters
|
|
245
Lennox International
LII
$12B
| $560K | 0.1% |
+4,947
| New | +$580K |
2015 Q3
0 quarters
|
|
|
LPT
246
DELISTED
Liberty Property Trust
LPT
| $559K | 0.1% |
17,755
+1,733
| +11% | +$56.3K |
2015 Q1
2 quarters
|
|
|
TTM
247
DELISTED
Tata Motors Limited
TTM
| $556K | 0.1% |
+24,713
| New | +$679K |
2015 Q3
0 quarters
|
|
248
People Inc
PPLI
$3.26B
| $547K | 0.1% |
+46,973
| New | +$624K |
2015 Q3
0 quarters
|
|
249
Philips
PHG
$30.1B
| $545K | 0.1% |
32,491
+12,611
| +63% | +$235K |
2015 Q2
1 quarter
|
|
|
CAVM
250
DELISTED
Cavium, Inc.
CAVM
| $544K | 0.09% |
+8,867
| New | +$591K |
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.