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 | |
|---|---|---|---|---|---|---|---|
|
JAH
676
DELISTED
JARDEN CORPORATION
JAH
| $128K | 0.02% |
2,631
-13,699
| -84% | -$725K |
2015 Q2
1 quarter
|
|
677
Green Dot
GDOT
$646M
| $126K | 0.02% |
7,161
+4,993
| +230% | +$92.8K |
2015 Q2
1 quarter
|
|
678
Thomson Reuters
TRI
$46.7B
| $126K | 0.02% |
2,699
-16,820
| -86% | -$767K |
2014 Q4
3 quarters
|
|
|
AERI
679
DELISTED
Aerie Pharmaceuticals
AERI
| $126K | 0.02% |
7,110
+3,975
| +127% | +$72K |
2015 Q1
2 quarters
|
|
|
STRP
680
DELISTED
Straight Path Communications Inc.
STRP
| $126K | 0.02% |
+3,137
| New | +$90.5K |
2015 Q3
0 quarters
|
|
681
Ubiquiti
UI
$41.4B
| $125K | 0.02% |
+3,695
| New | +$124K |
2015 Q3
0 quarters
|
|
|
HSNI
682
DELISTED
HSN, Inc.
HSNI
| $125K | 0.02% |
+2,190
| New | +$142K |
2015 Q3
0 quarters
|
|
|
RAX
683
DELISTED
Rackspace Hosting Inc
RAX
| $125K | 0.02% |
5,065
+3,269
| +182% | +$105K |
2015 Q1
2 quarters
|
|
|
EBIX
684
DELISTED
Ebix Inc
EBIX
| $125K | 0.02% |
+5,009
| New | +$148K |
2015 Q3
0 quarters
|
|
685
Cogent Communications
CCOI
$228M
| $124K | 0.02% |
+4,602
| New | +$136K |
2015 Q3
0 quarters
|
|
686
ITT
ITT
$19.3B
| $124K | 0.02% |
3,737
+1,923
| +106% | +$71.3K |
2014 Q3
4 quarters
|
|
687
The Marzetti Company
MZTI
$2.98B
| $123K | 0.02% |
1,269
+1,087
| +597% | +$103K |
2015 Q2
1 quarter
|
|
|
SIGM
688
DELISTED
Sigma Designs Inc
SIGM
| $123K | 0.02% |
+17,887
| New | +$173K |
2015 Q3
0 quarters
|
|
689
Celestica
CLS
$28.3B
| $122K | 0.02% |
+9,465
| New | +$117K |
2015 Q3
0 quarters
|
|
690
DELISTED
Primo Water Corporation
PRMW
| $122K | 0.02% |
11,288
+5,382
| +91% | +$58.2K |
2015 Q2
1 quarter
|
|
|
WPG
691
DELISTED
Washington Prime Group Inc.
WPG
| $122K | 0.02% |
+1,168
| New | +$136K |
2015 Q3
0 quarters
|
|
692
Mid-America Apartment Communities
MAA
$13.8B
| $121K | 0.02% |
1,486
-1,344
| -47% | -$106K |
2015 Q2
1 quarter
|
|
|
NSM
693
DELISTED
Nationstar Mortgage Holdings
NSM
| $121K | 0.02% |
+8,726
| New | +$147K |
2015 Q3
0 quarters
|
|
|
WSTC
694
DELISTED
West Corporation
WSTC
| $121K | 0.02% |
5,445
+1,133
| +26% | +$29.8K |
2015 Q1
2 quarters
|
|
|
ALEX
695
DELISTED
Alexander & Baldwin
ALEX
| $120K | 0.02% |
3,500
-1,340
| -28% | -$49K |
2015 Q1
2 quarters
|
|
696
Baidu
BIDU
$27B
| $120K | 0.02% |
+880
| New | +$145K |
2015 Q3
0 quarters
|
|
|
WPZ
697
DELISTED
Williams Partners L.P.
WPZ
| $120K | 0.02% |
+3,777
| New | +$158K |
2015 Q3
0 quarters
|
|
698
DELISTED
Denny's
DENN
| $119K | 0.02% |
+10,796
| New | +$126K |
2015 Q3
0 quarters
|
|
699
MasTec
MTZ
$14.5B
| $119K | 0.02% |
+7,550
| New | +$132K |
2015 Q3
0 quarters
|
|
|
CHS
700
DELISTED
Chicos FAS, Inc.
CHS
| $119K | 0.02% |
+7,597
| New | +$118K |
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.