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 | |
|---|---|---|---|---|---|---|---|
|
MJN
251
DELISTED
Mead Johnson Nutrition Company
MJN
| $539K | 0.09% |
+7,665
| New | +$631K |
2015 Q3
0 quarters
|
|
252
NetEase
NTES
$83B
| $537K | 0.09% |
22,360
-19,370
| -46% | -$499K |
2015 Q1
2 quarters
|
|
|
SC
253
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $529K | 0.09% |
+25,915
| New | +$596K |
2015 Q3
0 quarters
|
|
254
Dollar Tree
DLTR
$25.7B
| $526K | 0.09% |
+7,896
| New | +$593K |
2015 Q3
0 quarters
|
|
255
Oracle
ORCL
$373B
| $526K | 0.09% |
14,571
-52,132
| -78% | -$2M |
2014 Q4
3 quarters
|
|
256
Palo Alto Networks
PANW
$271B
| $525K | 0.09% |
18,342
-32,520
| -64% | -$959K |
2015 Q2
1 quarter
|
|
|
ACAS
257
DELISTED
American Capital Ltd
ACAS
| $524K | 0.09% |
+43,133
| New | +$578K |
2015 Q3
0 quarters
|
|
|
LSI
258
DELISTED
Life Storage, Inc.
LSI
| $522K | 0.09% |
8,309
+3,521
| +74% | +$218K |
2015 Q1
2 quarters
|
|
259
Urban Outfitters
URBN
$7.56B
| $520K | 0.09% |
+17,727
| New | +$570K |
2015 Q3
0 quarters
|
|
260
DaVita
DVA
$11.7B
| $519K | 0.09% |
7,177
+6,251
| +675% | +$485K |
2015 Q2
1 quarter
|
|
261
Cal-Maine
CALM
$3.22B
| $518K | 0.09% |
+9,500
| New | +$509K |
2015 Q3
0 quarters
|
|
262
Vistance Networks Inc
VISN
$950M
| $516K | 0.09% |
+17,201
| New | +$533K |
2015 Q3
0 quarters
|
|
263
DELISTED
US Steel
X
| $515K | 0.09% |
+49,480
| New | +$827K |
2015 Q3
0 quarters
|
|
264
Wabtec
WAB
$50B
| $513K | 0.09% |
5,827
+2,880
| +98% | +$275K |
2015 Q2
1 quarter
|
|
|
SWFT
265
DELISTED
Swift Transportation Company
SWFT
| $513K | 0.09% |
+34,215
| New | +$720K |
2015 Q3
0 quarters
|
|
266
Huntsman Corp
HUN
$1.67B
| $511K | 0.09% |
52,805
+45,284
| +602% | +$780K |
2015 Q2
1 quarter
|
|
267
J.M. Smucker
SJM
$14.2B
| $511K | 0.09% |
4,484
-7,475
| -63% | -$833K |
2014 Q3
4 quarters
|
|
268
TC Energy
TRP
$65.5B
| $511K | 0.09% |
+16,185
| New | +$581K |
2015 Q3
0 quarters
|
|
269
EPR Properties
EPR
$4.69B
| $508K | 0.09% |
+9,861
| New | +$534K |
2015 Q3
0 quarters
|
|
270
WEC Energy
WEC
$38.5B
| $503K | 0.09% |
9,637
-28,506
| -75% | -$1.39M |
2015 Q1
2 quarters
|
|
271
Crown Holdings
CCK
$13.3B
| $502K | 0.09% |
+10,974
| New | +$555K |
2015 Q3
0 quarters
|
|
272
ManpowerGroup
MAN
$2.07B
| $502K | 0.09% |
+6,138
| New | +$547K |
2015 Q3
0 quarters
|
|
|
QVCGA
273
DELISTED
QVC Group Inc Series A
QVCGA
| $500K | 0.09% |
393
-373
| -49% | -$511K |
2015 Q2
1 quarter
|
|
|
ABB
274
DELISTED
ABB Ltd
ABB
| $495K | 0.09% |
28,021
+75
| +0.3% | +$1.46K |
2015 Q1
2 quarters
|
|
275
Hyatt Hotels
H
$17.3B
| $493K | 0.09% |
10,477
+8,448
| +416% | +$451K |
2015 Q1
2 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.