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 | |
|---|---|---|---|---|---|---|---|
276
SAP
SAP
$274B
| $487K | 0.08% |
7,532
+1,197
| +19% | +$82.6K |
2015 Q2
1 quarter
|
|
277
DELISTED
Verifone Systems Inc
PAY
| $482K | 0.08% |
17,383
+12,114
| +230% | +$378K |
2015 Q1
2 quarters
|
|
|
BRS
278
DELISTED
Bristow Group, Inc.
BRS
| $477K | 0.08% |
18,245
+13,588
| +292% | +$543K |
2015 Q2
1 quarter
|
|
279
AGNC Investment
AGNC
$11.4B
| $476K | 0.08% |
25,500
+14,042
| +123% | +$270K |
2015 Q1
2 quarters
|
|
280
ArcelorMittal
MT
$48.3B
| $475K | 0.08% |
40,340
+30,060
| +292% | +$558K |
2014 Q1
6 quarters
|
|
281
Ryder
R
$10.7B
| $475K | 0.08% |
6,420
+3,055
| +91% | +$261K |
2014 Q4
3 quarters
|
|
282
lululemon athletica
LULU
$13B
| $472K | 0.08% |
+9,323
| New | +$568K |
2015 Q3
0 quarters
|
|
283
Axon Enterprise
AXON
$24.6B
| $464K | 0.08% |
21,090
+10,900
| +107% | +$288K |
2015 Q2
1 quarter
|
|
284
Element Solutions
ESI
$8B
| $464K | 0.08% |
36,714
+36,285
| +8,458% | +$747K |
2015 Q1
2 quarters
|
|
|
PNRA
285
DELISTED
Panera Bread Co
PNRA
| $464K | 0.08% |
2,402
+44
| +2% | +$8.2K |
2015 Q1
2 quarters
|
|
286
Transocean
RIG
$5.77B
| $460K | 0.08% |
35,643
+18,420
| +107% | +$256K |
2015 Q2
1 quarter
|
|
287
Canadian Solar
CSIQ
$735M
| $459K | 0.08% |
27,631
+24,950
| +931% | +$555K |
2014 Q3
4 quarters
|
|
288
Flex
FLEX
$28.9B
| $459K | 0.08% |
+57,904
| New | +$470K |
2015 Q3
0 quarters
|
|
289
D.R. Horton
DHI
$42.2B
| $458K | 0.08% |
15,625
+5,479
| +54% | +$161K |
2015 Q2
1 quarter
|
|
|
BEAV
290
DELISTED
B/E Aerospace Inc
BEAV
| $458K | 0.08% |
10,433
+3,933
| +61% | +$196K |
2015 Q2
1 quarter
|
|
291
LKQ Corp
LKQ
$5.15B
| $453K | 0.08% |
+15,997
| New | +$487K |
2015 Q3
0 quarters
|
|
|
NLSN
292
DELISTED
Nielsen Holdings plc
NLSN
| $453K | 0.08% |
+10,192
| New | +$471K |
2015 Q3
0 quarters
|
|
293
Manhattan Associates
MANH
$14.6B
| $451K | 0.08% |
+7,247
| New | +$452K |
2015 Q3
0 quarters
|
|
294
Targa Resources
TRGP
$58.7B
| $450K | 0.08% |
+8,749
| New | +$640K |
2015 Q3
0 quarters
|
|
|
GWR
295
DELISTED
Genesee & Wyoming Inc.
GWR
| $448K | 0.08% |
+7,590
| New | +$523K |
2015 Q3
0 quarters
|
|
296
Brookfield
BN
$95.9B
| $440K | 0.08% |
+39,897
| New | +$465K |
2015 Q3
0 quarters
|
|
|
PGRE
297
DELISTED
Paramount Group
PGRE
| $440K | 0.08% |
+26,230
| New | +$453K |
2015 Q3
0 quarters
|
|
298
Wayfair
W
$16B
| $439K | 0.08% |
+12,531
| New | +$481K |
2015 Q3
0 quarters
|
|
299
Healthpeak Properties
DOC
$14.2B
| $435K | 0.08% |
12,825
-7,196
| -36% | -$249K |
2015 Q2
1 quarter
|
|
300
Pediatrix Medical
MD
$2.46B
| $434K | 0.08% |
+5,656
| New | +$456K |
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.