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 | |
|---|---|---|---|---|---|---|---|
1026
Adamas Trust
ADAM
$490M
| $20K | ﹤0.01% |
950
+800
| +533% | +$22.2K |
2015 Q2
1 quarter
|
|
1027
DELISTED
Regulus Therapeutics
RGLS
| $20K | ﹤0.01% |
+27
| New | +$27.7K |
2015 Q3
0 quarters
|
|
1028
Garmin
GRMN
$54.8B
| $19K | ﹤0.01% |
+556
| New | +$22.1K |
2015 Q3
0 quarters
|
|
|
APOL
1029
DELISTED
Apollo Education Group Inc Class A
APOL
| $19K | ﹤0.01% |
+1,771
| New | +$21.7K |
2015 Q3
0 quarters
|
|
|
FTR
1030
DELISTED
Frontier Communications Corp.
FTR
| $19K | ﹤0.01% |
+280
| New | +$21.2K |
2015 Q3
0 quarters
|
|
1031
American Assets Trust
AAT
$1.32B
| $18K | ﹤0.01% |
+452
| New | +$18.2K |
2015 Q3
0 quarters
|
|
1032
Acadia Realty Trust
AKR
$2.74B
| $18K | ﹤0.01% |
618
-2,960
| -83% | -$91.1K |
2015 Q2
1 quarter
|
|
1033
Accuray
ARAY
$9.17M
| $18K | ﹤0.01% |
95
-86
| -48% | -$22.1K |
2015 Q1
2 quarters
|
|
1034
CRH
CRH
$64.4B
| $18K | ﹤0.01% |
690
+652
| +1,716% | +$18.9K |
2015 Q2
1 quarter
|
|
1035
Minerals Technologies
MTX
$1.94B
| $18K | ﹤0.01% |
+388
| New | +$22.4K |
2015 Q3
0 quarters
|
|
1036
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
| $18K | ﹤0.01% |
278
-158
| -36% | -$12.9K |
2015 Q2
1 quarter
|
|
|
WLH
1037
DELISTED
WILLIAM LYON HOMES
WLH
| $18K | ﹤0.01% |
+918
| New | +$21.8K |
2015 Q3
0 quarters
|
|
1038
Standard BioTools
LAB
$268M
| $17K | ﹤0.01% |
+2,105
| New | +$33.1K |
2015 Q3
0 quarters
|
|
|
ARRS
1039
DELISTED
ARRIS International plc Ordinary Shares
ARRS
| $17K | ﹤0.01% |
+665
| New | +$18.8K |
2015 Q3
0 quarters
|
|
|
SCLN
1040
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
| $17K | ﹤0.01% |
+2,573
| New | +$22K |
2015 Q3
0 quarters
|
|
|
BDSI
1041
DELISTED
BioDelivery Sciences International, Inc.
BDSI
| $17K | ﹤0.01% |
+3,196
| New | +$23.6K |
2015 Q3
0 quarters
|
|
1042
SPS Commerce
SPSC
$2.84B
| $16K | ﹤0.01% |
+486
| New | +$17K |
2015 Q3
0 quarters
|
|
1043
Tempest Therapeutics
TPST
$7.5M
| $16K | ﹤0.01% |
+1
| New | +$67.3K |
2015 Q3
0 quarters
|
|
1044
TriMas Corp
TRS
$1.36B
| $16K | ﹤0.01% |
+1,038
| New | +$20.3K |
2015 Q3
0 quarters
|
|
1045
Wipro
WIT
$21.3B
| $16K | ﹤0.01% |
+7,093
| New | +$16.1K |
2015 Q3
0 quarters
|
|
1046
DELISTED
WW International
WW
| $16K | ﹤0.01% |
2,600
-2,649
| -50% | -$14.1K |
2015 Q2
1 quarter
|
|
1047
OneSpan
OSPN
$803M
| $15K | ﹤0.01% |
900
-10,677
| -92% | -$219K |
2014 Q4
3 quarters
|
|
1048
WD-40
WDFC
$3.01B
| $15K | ﹤0.01% |
+170
| New | +$14.8K |
2015 Q3
0 quarters
|
|
|
EXPR
1049
DELISTED
Express, Inc.
EXPR
| $15K | ﹤0.01% |
+43
| New | +$16.2K |
2015 Q3
0 quarters
|
|
|
ACOR
1050
DELISTED
Acorda Therapeutics
ACOR
| $15K | ﹤0.01% |
+5
| New | +$19.4K |
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.