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 | |
|---|---|---|---|---|---|---|---|
376
DELISTED
Patterson Companies, Inc.
PDCO
| $325K | 0.06% |
7,523
+4,582
| +156% | +$219K |
2015 Q1
2 quarters
|
|
|
JCP
377
DELISTED
J.C. Penney Company, Inc.
JCP
| $323K | 0.06% |
34,831
-34,348
| -50% | -$304K |
2015 Q2
1 quarter
|
|
378
DELISTED
Foot Locker
FL
| $322K | 0.06% |
+4,486
| New | +$319K |
2015 Q3
0 quarters
|
|
|
CBI
379
DELISTED
Chicago Bridge & Iron Nv
CBI
| $321K | 0.06% |
+8,095
| New | +$375K |
2015 Q3
0 quarters
|
|
380
Gen Digital
GEN
$17.7B
| $319K | 0.06% |
+16,407
| New | +$353K |
2015 Q3
0 quarters
|
|
381
Wheaton Precious Metals
WPM
$65.4B
| $319K | 0.06% |
+26,591
| New | +$347K |
2015 Q3
0 quarters
|
|
382
Huron Consulting
HURN
$2.55B
| $314K | 0.05% |
+5,025
| New | +$360K |
2015 Q3
0 quarters
|
|
|
ATW
383
DELISTED
Atwood Oceanics
ATW
| $314K | 0.05% |
21,225
+13,753
| +184% | +$268K |
2015 Q2
1 quarter
|
|
|
IM
384
DELISTED
Ingram Micro
IM
| $313K | 0.05% |
11,505
+1,715
| +18% | +$44.6K |
2015 Q2
1 quarter
|
|
385
Smith & Wesson
SWBI
$674M
| $312K | 0.05% |
24,126
+14,318
| +146% | +$187K |
2015 Q1
2 quarters
|
|
386
DELISTED
Interpublic Group of Companies
IPG
| $310K | 0.05% |
16,237
-12,798
| -44% | -$256K |
2015 Q2
1 quarter
|
|
387
Pacira BioSciences
PCRX
$1.46B
| $310K | 0.05% |
+7,551
| New | +$462K |
2015 Q3
0 quarters
|
|
|
ETP
388
DELISTED
Energy Transfer Partners, L.P.
ETP
| $310K | 0.05% |
10,817
+9,503
| +723% | +$322K |
2015 Q2
1 quarter
|
|
389
Manulife Financial
MFC
$73B
| $308K | 0.05% |
19,958
-7,113
| -26% | -$119K |
2014 Q3
4 quarters
|
|
390
Wolfspeed
WOLF
$1.4B
| $307K | 0.05% |
+12,675
| New | +$324K |
2015 Q3
0 quarters
|
|
391
Camden Property Trust
CPT
$11.6B
| $306K | 0.05% |
+4,146
| New | +$314K |
2015 Q3
0 quarters
|
|
392
Cathay General Bancorp
CATY
$4.36B
| $302K | 0.05% |
+10,099
| New | +$315K |
2015 Q3
0 quarters
|
|
393
EastGroup Properties
EGP
$10.7B
| $301K | 0.05% |
+5,572
| New | +$314K |
2015 Q3
0 quarters
|
|
|
WP
394
DELISTED
Worldpay, Inc.
WP
| $301K | 0.05% |
6,722
-7,421
| -52% | -$320K |
2015 Q1
2 quarters
|
|
395
Empire State Realty Trust
ESRT
$897M
| $300K | 0.05% |
+17,666
| New | +$304K |
2015 Q3
0 quarters
|
|
|
EMWP
396
DELISTED
Eros Media World PLC
EMWP
| $300K | 0.05% |
+552
| New | +$353K |
2015 Q3
0 quarters
|
|
397
Pentair
PNR
$11.2B
| $298K | 0.05% |
+8,708
| New | +$342K |
2015 Q3
0 quarters
|
|
398
Essential Utilities
WTRG
$12.9B
| $297K | 0.05% |
+11,230
| New | +$287K |
2015 Q3
0 quarters
|
|
|
RICE
399
DELISTED
Rice Energy Inc.
RICE
| $297K | 0.05% |
18,396
+15,773
| +601% | +$301K |
2015 Q2
1 quarter
|
|
400
Kilroy Realty
KRC
$4.3B
| $296K | 0.05% |
+4,546
| New | +$311K |
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.