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 | |
|---|---|---|---|---|---|---|---|
|
KS
351
DELISTED
KapStone Paper and Pack Corp.
KS
| $361K | 0.06% |
21,916
+7,481
| +52% | +$164K |
2015 Q2
1 quarter
|
|
352
Granite Construction
GVA
$5.51B
| $355K | 0.06% |
11,979
+10,605
| +772% | +$357K |
2015 Q2
1 quarter
|
|
|
DISCK
353
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
| $350K | 0.06% |
+14,421
| New | +$400K |
2015 Q3
0 quarters
|
|
354
DELISTED
SunTrust Banks, Inc.
STI
| $350K | 0.06% |
9,165
-2,785
| -23% | -$117K |
2015 Q1
2 quarters
|
|
355
Designer Brands
DBI
$345M
| $348K | 0.06% |
13,766
+13,628
| +9,875% | +$424K |
2015 Q2
1 quarter
|
|
356
Toronto Dominion Bank
TD
$203B
| $347K | 0.06% |
8,807
+7,135
| +427% | +$284K |
2015 Q2
1 quarter
|
|
357
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $347K | 0.06% |
+7,752
| New | +$378K |
2015 Q3
0 quarters
|
|
358
Precigen
PGEN
$1.7B
| $344K | 0.06% |
10,929
+7,902
| +261% | +$386K |
2015 Q1
2 quarters
|
|
359
Sprouts Farmers Market
SFM
$4.57B
| $343K | 0.06% |
16,298
+10,183
| +167% | +$234K |
2015 Q2
1 quarter
|
|
360
Shutterstock
SSTK
$110M
| $341K | 0.06% |
11,304
+9,285
| +460% | +$373K |
2015 Q2
1 quarter
|
|
361
Timken Company
TKR
$7.47B
| $341K | 0.06% |
12,406
+4,685
| +61% | +$149K |
2014 Q3
4 quarters
|
|
362
MidCap Financial Investment
MFIC
$846M
| $339K | 0.06% |
20,658
+15,958
| +340% | +$316K |
2015 Q2
1 quarter
|
|
363
Globus Medical
GMED
$10.1B
| $338K | 0.06% |
16,397
+13,470
| +460% | +$341K |
2015 Q2
1 quarter
|
|
|
TERP
364
DELISTED
TerraForm Power, Inc
TERP
| $338K | 0.06% |
+23,824
| New | +$638K |
2015 Q3
0 quarters
|
|
365
ABM Industries
ABM
$3.15B
| $336K | 0.06% |
12,328
+10,136
| +462% | +$320K |
2015 Q2
1 quarter
|
|
|
VVC
366
DELISTED
Vectren Corporation
VVC
| $336K | 0.06% |
8,017
-7,361
| -48% | -$300K |
2015 Q1
2 quarters
|
|
|
367
Cardinal Health
CAH
$63.4B
| $333K | 0.06% |
4,340
-111,218
| -96% | -$9.29M |
2015 Q2
1 quarter
|
|
368
Deckers Outdoor
DECK
$12.1B
| $333K | 0.06% |
34,500
-35,160
| -50% | -$392K |
2014 Q3
4 quarters
|
|
369
Globe Life
GL
$12.2B
| $332K | 0.06% |
+5,902
| New | +$350K |
2015 Q3
0 quarters
|
|
|
JNS
370
DELISTED
Janus Capital Group Inc
JNS
| $332K | 0.06% |
24,471
+2,973
| +14% | +$46.3K |
2015 Q2
1 quarter
|
|
371
Western Alliance Bancorporation
WAL
$8.3B
| $330K | 0.06% |
+10,766
| New | +$348K |
2015 Q3
0 quarters
|
|
372
Werner Enterprises
WERN
$1.67B
| $328K | 0.06% |
13,092
+2,112
| +19% | +$57.7K |
2015 Q2
1 quarter
|
|
|
CSOD
373
DELISTED
Cornerstone OnDemand, Inc.
CSOD
| $328K | 0.06% |
+9,944
| New | +$363K |
2015 Q3
0 quarters
|
|
374
Broadridge
BR
$21.8B
| $327K | 0.06% |
5,919
-18,146
| -75% | -$975K |
2015 Q2
1 quarter
|
|
375
Wintrust Financial
WTFC
$10.5B
| $325K | 0.06% |
6,086
+5,741
| +1,664% | +$304K |
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.