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 | |
|---|---|---|---|---|---|---|---|
|
OUTR
326
DELISTED
OUTERWALL INC
OUTR
| $387K | 0.07% |
6,810
+6,279
| +1,182% | +$431K |
2014 Q4
3 quarters
|
|
327
Zebra Technologies
ZBRA
$15.4B
| $386K | 0.07% |
5,043
+3,824
| +314% | +$361K |
2015 Q2
1 quarter
|
|
328
Hexcel
HXL
$6.15B
| $385K | 0.07% |
+8,583
| New | +$424K |
2015 Q3
0 quarters
|
|
329
Builders FirstSource
BLDR
$7.1B
| $383K | 0.07% |
+30,282
| New | +$430K |
2015 Q3
0 quarters
|
|
330
Liberty Global Class A
LBTYA
$3.32B
| $381K | 0.07% |
10,187
-3,162
| -24% | -$137K |
2015 Q2
1 quarter
|
|
331
Woodward
WWD
$19.7B
| $381K | 0.07% |
+9,374
| New | +$443K |
2015 Q3
0 quarters
|
|
332
3D Systems Corp
DDD
$319M
| $380K | 0.07% |
32,968
+32,371
| +5,422% | +$449K |
2014 Q1
6 quarters
|
|
333
EQT Corp
EQT
$31.2B
| $380K | 0.07% |
+10,787
| New | +$440K |
2015 Q3
0 quarters
|
|
334
Jack Henry & Associates
JKHY
$12B
| $380K | 0.07% |
5,462
+3,280
| +150% | +$226K |
2015 Q2
1 quarter
|
|
335
Murphy Oil
MUR
$4.95B
| $380K | 0.07% |
+15,717
| New | +$502K |
2015 Q3
0 quarters
|
|
|
RLYP
336
DELISTED
RELYPSA INC COM
RLYP
| $380K | 0.07% |
20,534
+19,467
| +1,824% | +$535K |
2014 Q4
3 quarters
|
|
337
DELISTED
HOMEAWAY INC COM
AWAY
| $380K | 0.07% |
+14,346
| New | +$422K |
2015 Q3
0 quarters
|
|
338
DELISTED
Retail Opportunity Investments Corp.
ROIC
| $379K | 0.07% |
22,960
+11,132
| +94% | +$184K |
2015 Q1
2 quarters
|
|
339
Cinemark Holdings
CNK
$4.74B
| $377K | 0.07% |
11,630
+1,890
| +19% | +$70.4K |
2015 Q2
1 quarter
|
|
340
YPF Sociedad Anonima ADS
YPF
$14.9B
| $375K | 0.07% |
+24,659
| New | +$552K |
2015 Q3
0 quarters
|
|
341
Pinnacle West Capital
PNW
$12.8B
| $373K | 0.07% |
+5,826
| New | +$356K |
2015 Q3
0 quarters
|
|
342
XPO
XPO
$21.9B
| $373K | 0.07% |
45,372
+29,365
| +183% | +$385K |
2015 Q2
1 quarter
|
|
|
BID
343
DELISTED
Sotheby's
BID
| $371K | 0.06% |
11,617
+8,205
| +240% | +$314K |
2015 Q2
1 quarter
|
|
|
GHL
344
DELISTED
Greenhill & Co., Inc.
GHL
| $369K | 0.06% |
12,981
+12,831
| +8,554% | +$471K |
2015 Q2
1 quarter
|
|
|
DCP
345
DELISTED
DCP Midstream, LP
DCP
| $369K | 0.06% |
+15,295
| New | +$443K |
2015 Q3
0 quarters
|
|
|
BMS
346
DELISTED
Bemis
BMS
| $367K | 0.06% |
9,279
+4,727
| +104% | +$207K |
2015 Q1
2 quarters
|
|
|
PRXL
347
DELISTED
Parexel International Corp
PRXL
| $367K | 0.06% |
5,936
-3,189
| -35% | -$214K |
2015 Q2
1 quarter
|
|
348
Adeia
ADEA
$1.8B
| $363K | 0.06% |
42,393
+26,921
| +174% | +$247K |
2015 Q2
1 quarter
|
|
349
DELISTED
Kennedy-Wilson Holdings
KW
| $363K | 0.06% |
16,416
+16,189
| +7,132% | +$399K |
2014 Q3
4 quarters
|
|
350
AMN Healthcare
AMN
$1.46B
| $361K | 0.06% |
12,038
+8,061
| +203% | +$266K |
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.