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 | |
|---|---|---|---|---|---|---|---|
626
Saic
SAIC
$6.39B
| $146K | 0.03% |
+3,649
| New | +$177K |
2015 Q3
0 quarters
|
|
627
Brunswick
BC
$5.05B
| $145K | 0.03% |
3,028
-17,654
| -85% | -$898K |
2015 Q1
2 quarters
|
|
628
WIX.com
WIX
$2.77B
| $145K | 0.03% |
+8,368
| New | +$187K |
2015 Q3
0 quarters
|
|
|
CYNO
629
DELISTED
Cynosure, Inc. Class A
CYNO
| $145K | 0.03% |
4,830
+4,121
| +581% | +$148K |
2015 Q1
2 quarters
|
|
630
Black Hills Corp
BKH
$6.66B
| $144K | 0.03% |
3,501
-1,525
| -30% | -$62.6K |
2015 Q2
1 quarter
|
|
|
MINI
631
DELISTED
Mobile Mini Inc
MINI
| $144K | 0.03% |
4,686
+1,715
| +58% | +$60.6K |
2015 Q2
1 quarter
|
|
|
IBKC
632
DELISTED
IBERIABANK Corp
IBKC
| $144K | 0.03% |
2,478
-115
| -4% | -$7.25K |
2014 Q3
4 quarters
|
|
633
Enviri
NVRI
$705M
| $143K | 0.02% |
15,861
+10,629
| +203% | +$134K |
2015 Q2
1 quarter
|
|
|
CSII
634
DELISTED
Cardiovascular Systems, Inc.
CSII
| $142K | 0.02% |
8,988
+4,977
| +124% | +$125K |
2015 Q1
2 quarters
|
|
635
DELISTED
Tri Pointe Homes
TPH
| $141K | 0.02% |
10,826
-2,608
| -19% | -$37.8K |
2015 Q2
1 quarter
|
|
|
HIFR
636
DELISTED
InfraREIT, Inc.
HIFR
| $141K | 0.02% |
5,980
+4,123
| +222% | +$121K |
2015 Q2
1 quarter
|
|
|
WEB
637
DELISTED
Web.com Group, Inc.
WEB
| $141K | 0.02% |
+6,695
| New | +$154K |
2015 Q3
0 quarters
|
|
638
Flotek Industries
FTK
$922M
| $140K | 0.02% |
+1,404
| New | +$142K |
2015 Q3
0 quarters
|
|
639
Hilltop Holdings
HTH
$2.1B
| $140K | 0.02% |
7,101
+689
| +11% | +$14.7K |
2015 Q1
2 quarters
|
|
640
Enpro
NPO
$5.84B
| $140K | 0.02% |
3,580
+1,153
| +48% | +$55.9K |
2015 Q2
1 quarter
|
|
641
Rambus
RMBS
$8.62B
| $139K | 0.02% |
+11,841
| New | +$154K |
2015 Q3
0 quarters
|
|
642
Brookfield Infrastructure Partners
BIP
$18.1B
| $138K | 0.02% |
+9,468
| New | +$153K |
2015 Q3
0 quarters
|
|
643
DELISTED
Webster Financial
WBS
| $138K | 0.02% |
3,874
-2,657
| -41% | -$99K |
2015 Q2
1 quarter
|
|
644
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
| $138K | 0.02% |
+9,228
| New | +$149K |
2015 Q3
0 quarters
|
|
|
HTWR
645
DELISTED
HEARTWARE INTERNATIONAL INC COM STK (DE)
HTWR
| $138K | 0.02% |
2,642
+749
| +40% | +$56.9K |
2014 Q2
5 quarters
|
|
646
Monolithic Power Systems
MPWR
$66B
| $137K | 0.02% |
2,683
+1,109
| +70% | +$55K |
2015 Q2
1 quarter
|
|
647
DELISTED
Beacon Roofing Supply, Inc.
BECN
| $137K | 0.02% |
+4,230
| New | +$144K |
2015 Q3
0 quarters
|
|
648
Prospect Capital
PSEC
$841M
| $136K | 0.02% |
19,182
+13,592
| +243% | +$101K |
2014 Q2
5 quarters
|
|
|
EPZM
649
DELISTED
Epizyme, Inc
EPZM
| $136K | 0.02% |
+10,648
| New | +$215K |
2015 Q3
0 quarters
|
|
|
JMEI
650
DELISTED
Jumei International Holding Limited American depositary shares, each representing ten Class A ordina
JMEI
| $136K | 0.02% |
1,380
+878
| +175% | +$129K |
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.