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 | |
|---|---|---|---|---|---|---|---|
401
Wolverine World Wide
WWW
$1.8B
| $294K | 0.05% |
13,603
+9,882
| +266% | +$269K |
2015 Q2
1 quarter
|
|
|
WWAV
402
DELISTED
The WhiteWave Foods Company
WWAV
| $294K | 0.05% |
+7,331
| New | +$350K |
2015 Q3
0 quarters
|
|
403
RLJ Lodging Trust
RLJ
$1.96B
| $292K | 0.05% |
+11,574
| New | +$334K |
2015 Q3
0 quarters
|
|
404
Synopsys
SNPS
$89.5B
| $292K | 0.05% |
+6,341
| New | +$311K |
2015 Q3
0 quarters
|
|
|
XEC
405
DELISTED
CIMAREX ENERGY CO
XEC
| $292K | 0.05% |
2,855
+2,311
| +425% | +$246K |
2015 Q2
1 quarter
|
|
406
Sasol
SSL
$8.84B
| $291K | 0.05% |
+10,465
| New | +$335K |
2015 Q3
0 quarters
|
|
|
TAHO
407
DELISTED
Tahoe Resources Inc
TAHO
| $288K | 0.05% |
37,298
+27,813
| +293% | +$248K |
2015 Q2
1 quarter
|
|
|
TFM
408
DELISTED
THE FRESH MARKET, INC COM STK
TFM
| $287K | 0.05% |
+12,737
| New | +$346K |
2015 Q3
0 quarters
|
|
409
Intel
INTC
$316B
| $286K | 0.05% |
9,501
-21,128
| -69% | -$611K |
2015 Q2
1 quarter
|
|
|
HMHC
410
DELISTED
Houghton Mifflin Harcourt Company
HMHC
| $284K | 0.05% |
14,032
+468
| +3% | +$11.2K |
2015 Q2
1 quarter
|
|
411
Commercial Metals
CMC
$7.1B
| $283K | 0.05% |
20,928
+2,872
| +16% | +$43.9K |
2015 Q1
2 quarters
|
|
412
Essex Property Trust
ESS
$17.7B
| $283K | 0.05% |
+1,267
| New | +$279K |
2015 Q3
0 quarters
|
|
413
Starwood Property Trust
STWD
$4.46B
| $283K | 0.05% |
+13,820
| New | +$299K |
2015 Q3
0 quarters
|
|
|
LHO
414
DELISTED
LaSalle Hotel Properties
LHO
| $283K | 0.05% |
+9,995
| New | +$329K |
2015 Q3
0 quarters
|
|
|
MDRX
415
DELISTED
Veradigm Inc. Common Stock
MDRX
| $282K | 0.05% |
22,804
+19,413
| +572% | +$267K |
2015 Q1
2 quarters
|
|
|
WDR
416
DELISTED
Waddell & Reed Financial, Inc.
WDR
| $282K | 0.05% |
+8,120
| New | +$336K |
2015 Q3
0 quarters
|
|
|
SAFM
417
DELISTED
Sanderson Farms Inc
SAFM
| $281K | 0.05% |
4,099
-4,478
| -52% | -$313K |
2014 Q1
6 quarters
|
|
418
FMC
FMC
$842M
| $280K | 0.05% |
+9,553
| New | +$370K |
2015 Q3
0 quarters
|
|
419
US Bancorp
USB
$95B
| $280K | 0.05% |
6,847
-42,652
| -86% | -$1.85M |
2015 Q1
2 quarters
|
|
420
DELISTED
Elme Communities
ELME
| $279K | 0.05% |
+11,205
| New | +$289K |
2015 Q3
0 quarters
|
|
421
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $279K | 0.05% |
+7,992
| New | +$334K |
2015 Q3
0 quarters
|
|
422
Criteo S.A.
CRTO
$817M
| $278K | 0.05% |
+7,422
| New | +$339K |
2015 Q3
0 quarters
|
|
423
Herbalife
HLF
$1.65B
| $278K | 0.05% |
10,224
-18,348
| -64% | -$503K |
2013 Q2
9 quarters
|
|
424
UGI
UGI
$8.04B
| $277K | 0.05% |
+7,982
| New | +$279K |
2015 Q3
0 quarters
|
|
425
HP
HPQ
$25.5B
| $275K | 0.05% |
+23,685
| New | +$308K |
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.