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 | |
|---|---|---|---|---|---|---|---|
426
BGC Group
BGC
$5.13B
| $274K | 0.05% |
51,848
+36,096
| +229% | +$210K |
2015 Q2
1 quarter
|
|
427
Veeco
VECO
$2.42B
| $274K | 0.05% |
+13,406
| New | +$324K |
2015 Q3
0 quarters
|
|
428
Arrow Electronics
ARW
$9.7B
| $272K | 0.05% |
4,938
+194
| +4% | +$10.8K |
2015 Q2
1 quarter
|
|
429
MPLX
MPLX
$57.5B
| $272K | 0.05% |
+7,133
| New | +$364K |
2015 Q3
0 quarters
|
|
430
DELISTED
PotlatchDeltic
PCH
| $272K | 0.05% |
9,451
+5,375
| +132% | +$180K |
2015 Q2
1 quarter
|
|
431
Dine Brands
DIN
$458M
| $269K | 0.05% |
2,944
+821
| +39% | +$80.2K |
2014 Q1
6 quarters
|
|
|
ESND
432
DELISTED
Essendant Inc.
ESND
| $269K | 0.05% |
8,321
+314
| +4% | +$11.1K |
2014 Q3
4 quarters
|
|
|
YOKU
433
DELISTED
YOUKU TUDOU INC.(CAYMAN ISLS)
YOKU
| $269K | 0.05% |
15,311
+8,228
| +116% | +$152K |
2015 Q2
1 quarter
|
|
434
DELISTED
DigitalBridge
DBRG
| $268K | 0.05% |
4,670
-1,530
| -25% | -$107K |
2015 Q1
2 quarters
|
|
|
FOE
435
DELISTED
Ferro Corporation
FOE
| $268K | 0.05% |
+24,496
| New | +$332K |
2015 Q3
0 quarters
|
|
436
Markel Group
MKL
$23.9B
| $267K | 0.05% |
333
+287
| +624% | +$243K |
2014 Q3
4 quarters
|
|
|
RDS.A
437
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $267K | 0.05% |
+5,955
| New | +$303K |
2015 Q3
0 quarters
|
|
438
Enbridge
ENB
$106B
| $266K | 0.05% |
+7,173
| New | +$300K |
2015 Q3
0 quarters
|
|
439
SLB Ltd
SLB
$74.4B
| $265K | 0.05% |
3,847
-10,943
| -74% | -$866K |
2014 Q3
4 quarters
|
|
|
QUNR
440
DELISTED
Qunar Cayman Islands Limited
QUNR
| $265K | 0.05% |
8,823
-2,004
| -19% | -$73.2K |
2014 Q2
5 quarters
|
|
441
DELISTED
Exact Sciences
EXAS
| $263K | 0.05% |
14,624
+13,458
| +1,154% | +$309K |
2015 Q2
1 quarter
|
|
442
Federated Hermes
FHI
$4.8B
| $263K | 0.05% |
9,103
+5,122
| +129% | +$164K |
2015 Q2
1 quarter
|
|
|
DFT
443
DELISTED
DuPont Fabros Technology Inc.
DFT
| $263K | 0.05% |
10,171
-6,611
| -39% | -$188K |
2015 Q2
1 quarter
|
|
444
JB Hunt Transport Services
JBHT
$20.9B
| $262K | 0.05% |
3,674
-9,422
| -72% | -$746K |
2015 Q2
1 quarter
|
|
|
JOY
445
DELISTED
Joy Global Inc
JOY
| $262K | 0.05% |
17,597
+11,683
| +198% | +$283K |
2014 Q3
4 quarters
|
|
446
Douglas Emmett
DEI
$1.74B
| $261K | 0.05% |
9,113
-9,583
| -51% | -$278K |
2015 Q2
1 quarter
|
|
447
Ciena
CIEN
$38.2B
| $260K | 0.05% |
12,567
-2,779
| -18% | -$64.6K |
2014 Q2
5 quarters
|
|
448
Nordson
NDSN
$18B
| $260K | 0.05% |
4,140
+230
| +6% | +$16.2K |
2015 Q2
1 quarter
|
|
449
ON Semiconductor
ON
$26.9B
| $259K | 0.05% |
+27,626
| New | +$281K |
2015 Q3
0 quarters
|
|
450
Dave & Buster's
PLAY
$285M
| $259K | 0.05% |
6,858
+5,386
| +366% | +$205K |
2015 Q2
1 quarter
|
|
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.