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 | |
|---|---|---|---|---|---|---|---|
|
STL
726
DELISTED
Sterling Bancorp
STL
| $113K | 0.02% |
+7,611
| New | +$110K |
2015 Q3
0 quarters
|
|
727
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
| $112K | 0.02% |
787
-480
| -38% | -$67.1K |
2014 Q4
3 quarters
|
|
|
CATM
728
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $112K | 0.02% |
3,455
+2,521
| +270% | +$87.1K |
2014 Q4
3 quarters
|
|
729
Belden
BDC
$4.13B
| $111K | 0.02% |
2,387
+2,339
| +4,873% | +$138K |
2014 Q2
5 quarters
|
|
730
Meritage Homes
MTH
$4.33B
| $111K | 0.02% |
+6,116
| New | +$132K |
2015 Q3
0 quarters
|
|
731
National Grid
NGG
$84B
| $111K | 0.02% |
+1,658
| New | +$106K |
2015 Q3
0 quarters
|
|
732
STMicroelectronics
STM
$39.8B
| $111K | 0.02% |
+16,402
| New | +$121K |
2015 Q3
0 quarters
|
|
|
KATE
733
DELISTED
Kate Spade & Company
KATE
| $111K | 0.02% |
5,825
-39,025
| -87% | -$779K |
2015 Q2
1 quarter
|
|
734
Kirby Corp
KEX
$6.45B
| $110K | 0.02% |
+1,788
| New | +$126K |
2015 Q3
0 quarters
|
|
735
DELISTED
Sleep Number
SNBR
| $110K | 0.02% |
5,034
+3,977
| +376% | +$102K |
2015 Q2
1 quarter
|
|
|
ZLTQ
736
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
| $110K | 0.02% |
3,456
+143
| +4% | +$4.74K |
2015 Q1
2 quarters
|
|
737
Genuine Parts
GPC
$17.3B
| $109K | 0.02% |
+1,321
| New | +$114K |
2015 Q3
0 quarters
|
|
738
FS KKR Capital
FSK
$3.28B
| $108K | 0.02% |
2,917
+2,642
| +961% | +$106K |
2015 Q1
2 quarters
|
|
|
CLVS
739
DELISTED
Clovis Oncology, Inc.
CLVS
| $108K | 0.02% |
+1,180
| New | +$102K |
2015 Q3
0 quarters
|
|
740
BlackBerry
BB
$5.3B
| $107K | 0.02% |
17,601
+7,134
| +68% | +$53.2K |
2015 Q2
1 quarter
|
|
741
Brinker International
EAT
$8.21B
| $107K | 0.02% |
+2,039
| New | +$114K |
2015 Q3
0 quarters
|
|
|
HABT
742
DELISTED
The Habit Restaurants, Inc. - Class A
HABT
| $107K | 0.02% |
+5,000
| New | +$134K |
2015 Q3
0 quarters
|
|
743
DELISTED
LDR HOLDINGS CORP COM STK
LDRH
| $107K | 0.02% |
+3,108
| New | +$127K |
2015 Q3
0 quarters
|
|
|
SBNY
744
DELISTED
Signature Bank
SBNY
| $107K | 0.02% |
780
+316
| +68% | +$44.6K |
2013 Q4
7 quarters
|
|
745
Penske Automotive Group
PAG
$14B
| $106K | 0.02% |
+2,205
| New | +$113K |
2015 Q3
0 quarters
|
|
746
Signet Jewelers
SIG
$4.62B
| $106K | 0.02% |
785
-8,173
| -91% | -$1.05M |
2015 Q2
1 quarter
|
|
747
Akebia Therapeutics
AKBA
$148M
| $105K | 0.02% |
+10,970
| New | +$101K |
2015 Q3
0 quarters
|
|
748
NGL Energy Partners
NGL
$1.97B
| $105K | 0.02% |
5,307
+4,531
| +584% | +$115K |
2015 Q1
2 quarters
|
|
|
AFAM
749
DELISTED
Almost Family Inc
AFAM
| $105K | 0.02% |
2,636
+2,598
| +6,837% | +$116K |
2015 Q2
1 quarter
|
|
750
Mativ Holdings
MATV
$665M
| $104K | 0.02% |
+3,043
| New | +$111K |
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.