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 | |
|---|---|---|---|---|---|---|---|
976
Petrobras
PBR
$117B
| $33K | 0.01% |
7,784
-53,381
| -87% | -$326K |
2015 Q1
2 quarters
|
|
977
RB Global
RBA
$17.5B
| $33K | 0.01% |
1,282
-6
| -0.5% | -$164 |
2015 Q2
1 quarter
|
|
978
Bruker
BRKR
$9.6B
| $32K | 0.01% |
+1,997
| New | +$38.8K |
2015 Q3
0 quarters
|
|
979
UMB Financial
UMBF
$10.3B
| $32K | 0.01% |
+647
| New | +$34.1K |
2015 Q3
0 quarters
|
|
980
Waters Corp
WAT
$46.7B
| $32K | 0.01% |
279
-291
| -51% | -$36.8K |
2015 Q2
1 quarter
|
|
981
Nebius Group N.V.
NBIS
$36.1B
| $32K | 0.01% |
+3,061
| New | +$40K |
2015 Q3
0 quarters
|
|
|
EIGI
982
DELISTED
Endurance International Group Holdings, Inc.
EIGI
| $31K | 0.01% |
2,382
+644
| +37% | +$11.1K |
2015 Q2
1 quarter
|
|
|
ABCO
983
DELISTED
Advisory Board Co
ABCO
| $31K | 0.01% |
683
-328
| -32% | -$17K |
2014 Q2
5 quarters
|
|
984
Healthcare Realty
HR
$6.55B
| $30K | 0.01% |
+1,236
| New | +$30.5K |
2015 Q3
0 quarters
|
|
985
TETRA Technologies
TTI
$895M
| $30K | 0.01% |
+5,100
| New | +$32.3K |
2015 Q3
0 quarters
|
|
986
Halozyme
HALO
$11.8B
| $29K | 0.01% |
+2,200
| New | +$44.2K |
2015 Q3
0 quarters
|
|
987
Outfront Media
OUT
$5.67B
| $29K | 0.01% |
1,447
-885
| -38% | -$20.8K |
2015 Q2
1 quarter
|
|
988
Trueblue
TBI
$383M
| $29K | 0.01% |
+1,324
| New | +$34K |
2015 Q3
0 quarters
|
|
989
John Wiley & Sons Class A
WLY
$2.59B
| $29K | 0.01% |
593
-3,955
| -87% | -$205K |
2014 Q3
4 quarters
|
|
|
IPHS
990
DELISTED
Innophos Holdings, Inc.
IPHS
| $29K | 0.01% |
754
-2,807
| -79% | -$136K |
2015 Q2
1 quarter
|
|
|
BEL
991
DELISTED
Belmond Ltd.
BEL
| $29K | 0.01% |
+2,879
| New | +$33.1K |
2015 Q3
0 quarters
|
|
992
AMC Entertainment Holdings
AMC
$3.05B
| $28K | ﹤0.01% |
+113
| New | +$33.1K |
2015 Q3
0 quarters
|
|
993
UFP Industries
UFPI
$4.46B
| $28K | ﹤0.01% |
1,506
-4,194
| -74% | -$83.5K |
2015 Q1
2 quarters
|
|
|
MYCC
994
DELISTED
ClubCorp Holdings, Inc.
MYCC
| $28K | ﹤0.01% |
1,330
-866
| -39% | -$20K |
2015 Q2
1 quarter
|
|
|
ABAX
995
DELISTED
Abaxis Inc
ABAX
| $28K | ﹤0.01% |
647
-2,476
| -79% | -$122K |
2015 Q2
1 quarter
|
|
|
CKEC
996
DELISTED
Carmike Cinemas Inc
CKEC
| $28K | ﹤0.01% |
1,397
-4,412
| -76% | -$106K |
2014 Q4
3 quarters
|
|
997
Graphic Packaging
GPK
$3.28B
| $27K | ﹤0.01% |
2,132
-23,641
| -92% | -$337K |
2015 Q1
2 quarters
|
|
|
QTS
998
DELISTED
QTS REALTY TRUST, INC.
QTS
| $27K | ﹤0.01% |
+618
| New | +$25.2K |
2015 Q3
0 quarters
|
|
|
BGG
999
DELISTED
Briggs & Stratton Corp.
BGG
| $27K | ﹤0.01% |
+1,445
| New | +$27.7K |
2015 Q3
0 quarters
|
|
|
PGNX
1000
DELISTED
Progenics Pharmaceuticals Inc
PGNX
| $27K | ﹤0.01% |
4,885
+2,283
| +88% | +$17.5K |
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.