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 | |
|---|---|---|---|---|---|---|---|
|
SFLY
801
DELISTED
Shutterfly, Inc.
SFLY
| $83K | 0.01% |
+2,349
| New | +$98.1K |
2015 Q3
0 quarters
|
|
802
PENN Entertainment
PENN
$2.48B
| $82K | 0.01% |
+4,894
| New | +$89.5K |
2015 Q3
0 quarters
|
|
803
Telefônica Brasil
VIV
$18.5B
| $82K | 0.01% |
+9,021
| New | +$106K |
2015 Q3
0 quarters
|
|
|
DYAX
804
DELISTED
DYAX CORPORATION
DYAX
| $82K | 0.01% |
+4,300
| New | +$103K |
2015 Q3
0 quarters
|
|
805
DELISTED
Beazer Homes USA
BZH
| $81K | 0.01% |
+6,119
| New | +$107K |
2015 Q3
0 quarters
|
|
806
Saia
SAIA
$9.02B
| $81K | 0.01% |
+2,630
| New | +$100K |
2015 Q3
0 quarters
|
|
807
Universal Electronics
UEIC
$71.5M
| $81K | 0.01% |
1,934
-1,170
| -38% | -$55.8K |
2015 Q1
2 quarters
|
|
|
CCMP
808
DELISTED
CMC Materials, Inc. Common Stock
CCMP
| $81K | 0.01% |
2,100
+1,588
| +310% | +$69.3K |
2015 Q2
1 quarter
|
|
809
Strategy Inc
MSTR
$50.7B
| $80K | 0.01% |
4,090
-2,450
| -37% | -$48.6K |
2015 Q1
2 quarters
|
|
810
O'Reilly Automotive
ORLY
$72.1B
| $80K | 0.01% |
+4,800
| New | +$77.5K |
2015 Q3
0 quarters
|
|
811
Red Robin
RRGB
$161M
| $80K | 0.01% |
+1,059
| New | +$89.1K |
2015 Q3
0 quarters
|
|
|
AXLL
812
DELISTED
AXIALL CORP COM STK (DE)
AXLL
| $80K | 0.01% |
+5,135
| New | +$138K |
2015 Q3
0 quarters
|
|
813
DELISTED
Dynavax Technologies
DVAX
| $79K | 0.01% |
3,244
-1,108
| -25% | -$31.4K |
2015 Q1
2 quarters
|
|
814
8x8 Inc
EGHT
$312M
| $79K | 0.01% |
9,586
+5,686
| +146% | +$47.1K |
2015 Q2
1 quarter
|
|
815
Enterprise Products Partners
EPD
$80B
| $79K | 0.01% |
+3,184
| New | +$88.3K |
2015 Q3
0 quarters
|
|
816
Ethan Allen Interiors
ETD
$462M
| $79K | 0.01% |
+2,994
| New | +$87.8K |
2015 Q3
0 quarters
|
|
817
Fossil Group
FOSL
$448M
| $79K | 0.01% |
+1,430
| New | +$90.6K |
2015 Q3
0 quarters
|
|
818
MSC Industrial Direct
MSM
$6.69B
| $79K | 0.01% |
+1,297
| New | +$88.4K |
2015 Q3
0 quarters
|
|
819
MaxLinear
MXL
$4.79B
| $79K | 0.01% |
+6,409
| New | +$70.6K |
2015 Q3
0 quarters
|
|
820
Sun Life Financial
SLF
$41.2B
| $79K | 0.01% |
+2,461
| New | +$79.8K |
2015 Q3
0 quarters
|
|
821
Super Micro Computer
SMCI
$18.1B
| $79K | 0.01% |
29,250
-40,130
| -58% | -$107K |
2015 Q1
2 quarters
|
|
822
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
| $79K | 0.01% |
1,313
-1,518
| -54% | -$101K |
2015 Q1
2 quarters
|
|
823
Plains GP Holdings
PAGP
$5.05B
| $78K | 0.01% |
+1,683
| New | +$94.2K |
2015 Q3
0 quarters
|
|
|
AXE
824
DELISTED
Anixter International Inc
AXE
| $78K | 0.01% |
1,362
-299
| -18% | -$18.7K |
2015 Q1
2 quarters
|
|
|
ISLE
825
DELISTED
Isle of Capri Casinos Inc
ISLE
| $78K | 0.01% |
4,506
+3,606
| +401% | +$66.8K |
2015 Q2
1 quarter
|
|
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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.