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 | |
|---|---|---|---|---|---|---|---|
301
Scorpio Tankers
STNG
$4.07B
| $433K | 0.08% |
+4,731
| New | +$474K |
2015 Q3
0 quarters
|
|
302
Assured Guaranty
AGO
$3.24B
| $432K | 0.08% |
17,291
+8,425
| +95% | +$212K |
2015 Q1
2 quarters
|
|
303
State Street
STT
$46.5B
| $432K | 0.08% |
6,438
+3,263
| +103% | +$243K |
2015 Q1
2 quarters
|
|
304
ExxonMobil
XOM
$672B
| $430K | 0.08% |
+5,787
| New | +$446K |
2015 Q3
0 quarters
|
|
305
Centene
CNC
$33.9B
| $423K | 0.07% |
+15,630
| New | +$523K |
2015 Q3
0 quarters
|
|
306
Aramark
ARMK
$14.4B
| $422K | 0.07% |
19,732
+6,552
| +50% | +$150K |
2015 Q2
1 quarter
|
|
307
W.R. Berkley
WRB
$28.2B
| $422K | 0.07% |
+26,197
| New | +$429K |
2015 Q3
0 quarters
|
|
308
ATI
ATI
$25.1B
| $413K | 0.07% |
+29,168
| New | +$604K |
2015 Q3
0 quarters
|
|
309
Comscore
SCOR
$50.5M
| $413K | 0.07% |
+449
| New | +$486K |
2015 Q3
0 quarters
|
|
310
Icon
ICLR
$15.6B
| $412K | 0.07% |
+5,813
| New | +$438K |
2015 Q3
0 quarters
|
|
|
RAD
311
DELISTED
Rite Aid Corporation
RAD
| $412K | 0.07% |
+3,399
| New | +$566K |
2015 Q3
0 quarters
|
|
312
DELISTED
Diamond Offshore Drilling
DO
| $411K | 0.07% |
+23,802
| New | +$531K |
2015 Q3
0 quarters
|
|
313
DELISTED
BRF SA
BRFS
| $409K | 0.07% |
+22,996
| New | +$452K |
2015 Q3
0 quarters
|
|
314
Cousins Properties
CUZ
$4.96B
| $406K | 0.07% |
15,619
+13,569
| +662% | +$374K |
2014 Q2
5 quarters
|
|
315
HNI Corp
HNI
$3.6B
| $401K | 0.07% |
9,365
+7,711
| +466% | +$368K |
2015 Q2
1 quarter
|
|
316
Diversified Healthcare Trust
DHC
$1.78B
| $399K | 0.07% |
24,858
-27,926
| -53% | -$461K |
2014 Q3
4 quarters
|
|
317
DELISTED
TEGNA Inc
TGNA
| $399K | 0.07% |
+27,914
| New | +$473K |
2015 Q3
0 quarters
|
|
318
DELISTED
Verint Systems
VRNT
| $399K | 0.07% |
+18,168
| New | +$503K |
2015 Q3
0 quarters
|
|
319
Arista Networks
ANET
$235B
| $397K | 0.07% |
104,016
+20,944
| +25% | +$100K |
2015 Q1
2 quarters
|
|
320
Carter's
CRI
$1.27B
| $395K | 0.07% |
+4,365
| New | +$437K |
2015 Q3
0 quarters
|
|
321
Sarepta Therapeutics
SRPT
$1.85B
| $395K | 0.07% |
12,326
+9,426
| +325% | +$320K |
2015 Q2
1 quarter
|
|
322
Textron
TXT
$14.5B
| $393K | 0.07% |
10,448
+2,536
| +32% | +$105K |
2015 Q2
1 quarter
|
|
323
Mercado Libre
MELI
$77.7B
| $390K | 0.07% |
+4,285
| New | +$505K |
2015 Q3
0 quarters
|
|
324
Sensient Technologies
SXT
$5.18B
| $388K | 0.07% |
+6,341
| New | +$417K |
2015 Q3
0 quarters
|
|
325
Dentsply Sirona
XRAY
$1.9B
| $387K | 0.07% |
+7,670
| New | +$409K |
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.