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 | |
|---|---|---|---|---|---|---|---|
751
Lindsay Corp
LNN
$1.11B
| $103K | 0.02% |
+1,532
| New | +$121K |
2015 Q3
0 quarters
|
|
752
New York Times
NYT
$11.5B
| $103K | 0.02% |
+8,767
| New | +$111K |
2015 Q3
0 quarters
|
|
|
ASNA
753
DELISTED
Ascena Retail Group, Inc.
ASNA
| $103K | 0.02% |
372
+179
| +93% | +$46.7K |
2015 Q2
1 quarter
|
|
|
ZSPH
754
DELISTED
ZS PHARMA INC COMS TK (DE)
ZSPH
| $103K | 0.02% |
+1,583
| New | +$95K |
2015 Q3
0 quarters
|
|
|
KKD
755
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
| $103K | 0.02% |
7,108
-1,619
| -19% | -$28.4K |
2014 Q1
6 quarters
|
|
756
DELISTED
CIRCOR International, Inc
CIR
| $102K | 0.02% |
+2,551
| New | +$118K |
2015 Q3
0 quarters
|
|
|
SYNH
757
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
| $102K | 0.02% |
2,554
+1,697
| +198% | +$74.1K |
2015 Q2
1 quarter
|
|
758
DELISTED
Vonage Holdings Corporation
VG
| $102K | 0.02% |
17,513
+16,264
| +1,302% | +$92.3K |
2015 Q2
1 quarter
|
|
759
Howard Hughes
HHH
$4.98B
| $101K | 0.02% |
927
+179
| +24% | +$22.3K |
2015 Q2
1 quarter
|
|
760
News Corp Class A
NWSA
$14.2B
| $101K | 0.02% |
+8,017
| New | +$112K |
2015 Q3
0 quarters
|
|
761
LTC Properties
LTC
$2.51B
| $100K | 0.02% |
+2,356
| New | +$100K |
2015 Q3
0 quarters
|
|
762
DELISTED
HORSEHEAD HLDG CORP COM STK (DE)
ZINC
| $100K | 0.02% |
+33,209
| New | +$251K |
2015 Q3
0 quarters
|
|
763
Embraer S.A. ADS
EMBJ
$14.7B
| $99K | 0.02% |
+3,884
| New | +$106K |
2015 Q3
0 quarters
|
|
764
Exelixis
EXEL
$17.3B
| $99K | 0.02% |
+17,800
| New | +$96.9K |
2015 Q3
0 quarters
|
|
765
Clearway Energy Class C
CWEN
$4.22B
| $98K | 0.02% |
+8,516
| New | +$147K |
2015 Q3
0 quarters
|
|
766
Hudson Pacific Properties
HPP
$494M
| $98K | 0.02% |
487
+310
| +175% | +$64.3K |
2014 Q4
3 quarters
|
|
767
Skywest
SKYW
$3.18B
| $98K | 0.02% |
+5,895
| New | +$94.6K |
2015 Q3
0 quarters
|
|
|
ANDX
768
DELISTED
Andeavor Logistics LP
ANDX
| $98K | 0.02% |
+2,187
| New | +$113K |
2015 Q3
0 quarters
|
|
|
LLL
769
DELISTED
L3 Technologies, Inc.
LLL
| $98K | 0.02% |
945
+625
| +195% | +$70.4K |
2014 Q4
3 quarters
|
|
770
Atara Biotherapeutics
ATRA
$79.8M
| $97K | 0.02% |
124
+80
| +182% | +$97.6K |
2015 Q2
1 quarter
|
|
|
MDSO
771
DELISTED
Medidata Solutions, Inc.
MDSO
| $97K | 0.02% |
+2,305
| New | +$117K |
2015 Q3
0 quarters
|
|
|
AMAG
772
DELISTED
AMAG Pharmaceuticals
AMAG
| $96K | 0.02% |
2,424
+2,240
| +1,217% | +$139K |
2014 Q2
5 quarters
|
|
773
OSI Systems
OSIS
$3.1B
| $95K | 0.02% |
1,242
+1,146
| +1,194% | +$82.8K |
2015 Q2
1 quarter
|
|
774
Steel Dynamics
STLD
$33.4B
| $95K | 0.02% |
5,552
-13,355
| -71% | -$259K |
2014 Q3
4 quarters
|
|
|
OA
775
DELISTED
Orbital ATK, Inc.
OA
| $95K | 0.02% |
1,324
-542
| -29% | -$40.2K |
2015 Q1
2 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.