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 | |
|---|---|---|---|---|---|---|---|
|
TIVO
551
DELISTED
TIVO INC
TIVO
| $184K | 0.03% |
21,323
-12,468
| -37% | -$118K |
2014 Q1
6 quarters
|
|
552
Acadia Healthcare
ACHC
$3.59B
| $182K | 0.03% |
+2,760
| New | +$212K |
2015 Q3
0 quarters
|
|
|
XLRN
553
DELISTED
Acceleron Pharma
XLRN
| $182K | 0.03% |
7,345
+4,787
| +187% | +$144K |
2015 Q2
1 quarter
|
|
554
DELISTED
VCA Inc.
WOOF
| $182K | 0.03% |
+3,468
| New | +$194K |
2015 Q3
0 quarters
|
|
555
Deluxe
DLX
$1.22B
| $181K | 0.03% |
3,262
-1,286
| -28% | -$77.5K |
2015 Q2
1 quarter
|
|
556
Weibo
WB
$1.56B
| $181K | 0.03% |
+15,493
| New | +$203K |
2015 Q3
0 quarters
|
|
|
BSFT
557
DELISTED
BroadSoft, Inc.
BSFT
| $181K | 0.03% |
+6,058
| New | +$197K |
2015 Q3
0 quarters
|
|
558
Moog Inc Class A
MOG.A
$10.9B
| $180K | 0.03% |
+3,347
| New | +$216K |
2015 Q3
0 quarters
|
|
559
Hancock Whitney
HWC
$5.82B
| $179K | 0.03% |
+6,651
| New | +$189K |
2015 Q3
0 quarters
|
|
|
CAB
560
DELISTED
Cabela's Inc
CAB
| $179K | 0.03% |
3,943
-3,888
| -50% | -$181K |
2014 Q3
4 quarters
|
|
|
KNL
561
DELISTED
Knoll, Inc.
KNL
| $179K | 0.03% |
+8,152
| New | +$195K |
2015 Q3
0 quarters
|
|
|
DWRE
562
DELISTED
DEMANDWARE INC COM STK (DE)
DWRE
| $179K | 0.03% |
+3,469
| New | +$214K |
2015 Q3
0 quarters
|
|
563
DELISTED
SunPower Corporation Common Stock
SPWR
| $178K | 0.03% |
13,587
-4,855
| -26% | -$78.3K |
2015 Q1
2 quarters
|
|
564
USA Today Co
TDAY
$1.03B
| $177K | 0.03% |
+11,463
| New | +$184K |
2015 Q3
0 quarters
|
|
|
BSMX
565
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
| $177K | 0.03% |
24,195
+7,651
| +46% | +$63.5K |
2015 Q2
1 quarter
|
|
|
RDS.B
566
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
| $176K | 0.03% |
3,714
+2,921
| +368% | +$157K |
2015 Q2
1 quarter
|
|
|
ARIA
567
DELISTED
Ariad Pharmaceuticals Inc
ARIA
| $176K | 0.03% |
30,173
+23,569
| +357% | +$182K |
2015 Q1
2 quarters
|
|
|
DRII
568
DELISTED
DIAMOND RESORTS INTL, INC
DRII
| $175K | 0.03% |
7,491
-10
| -0.1% | -$276 |
2015 Q1
2 quarters
|
|
569
The Greenbrier Companies
GBX
$1.3B
| $174K | 0.03% |
5,444
-1,561
| -22% | -$65.5K |
2015 Q2
1 quarter
|
|
570
Pembina Pipeline
PBA
$28.5B
| $174K | 0.03% |
+7,276
| New | +$204K |
2015 Q3
0 quarters
|
|
571
Silicon Laboratories
SLAB
$7.39B
| $173K | 0.03% |
+4,174
| New | +$191K |
2015 Q3
0 quarters
|
|
572
Insmed
INSM
$26.2B
| $172K | 0.03% |
+9,296
| New | +$232K |
2015 Q3
0 quarters
|
|
573
Vail Resorts
MTN
$5.59B
| $172K | 0.03% |
+1,650
| New | +$178K |
2015 Q3
0 quarters
|
|
574
Intercontinental Exchange
ICE
$98.6B
| $171K | 0.03% |
3,645
-42,765
| -92% | -$1.98M |
2015 Q2
1 quarter
|
|
575
MKS Inc
MKSI
$14.4B
| $171K | 0.03% |
+5,118
| New | +$178K |
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.