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 | |
|---|---|---|---|---|---|---|---|
501
Patterson-UTI
PTEN
$4.16B
| $219K | 0.04% |
+16,698
| New | +$265K |
2015 Q3
0 quarters
|
|
502
PPG Industries
PPG
$27.1B
| $218K | 0.04% |
+2,493
| New | +$254K |
2015 Q3
0 quarters
|
|
503
DELISTED
QUESTAR CORP
STR
| $218K | 0.04% |
11,268
-397
| -3% | -$8.11K |
2015 Q2
1 quarter
|
|
504
Lands' End
LE
$267M
| $217K | 0.04% |
+8,035
| New | +$201K |
2015 Q3
0 quarters
|
|
505
Upbound Group
UPBD
$1.46B
| $217K | 0.04% |
8,968
-1,760
| -16% | -$47.3K |
2014 Q4
3 quarters
|
|
|
EPE
506
DELISTED
EP Energy Corporation
EPE
| $217K | 0.04% |
42,159
+32,851
| +353% | +$248K |
2015 Q1
2 quarters
|
|
507
DELISTED
Everbank Financial Corp
EVER
| $216K | 0.04% |
11,193
+3,356
| +43% | +$66.6K |
2015 Q2
1 quarter
|
|
508
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
| $216K | 0.04% |
5,519
+4,715
| +586% | +$194K |
2015 Q2
1 quarter
|
|
509
OFG Bancorp
OFG
$2.16B
| $215K | 0.04% |
24,630
+12,374
| +101% | +$106K |
2014 Q4
3 quarters
|
|
|
SYNT
510
DELISTED
Syntel Inc
SYNT
| $215K | 0.04% |
+4,746
| New | +$208K |
2015 Q3
0 quarters
|
|
511
Trex
TREX
$5.27B
| $214K | 0.04% |
25,768
+22,596
| +712% | +$232K |
2015 Q1
2 quarters
|
|
512
Copart
CPRT
$29.5B
| $213K | 0.04% |
51,920
+51,408
| +10,041% | +$227K |
2015 Q1
2 quarters
|
|
513
Mueller Water Products
MWA
$3.76B
| $213K | 0.04% |
27,930
+15,147
| +118% | +$130K |
2015 Q2
1 quarter
|
|
514
The GEO Group
GEO
$4.28B
| $212K | 0.04% |
10,742
-4,060
| -27% | -$89.7K |
2014 Q4
3 quarters
|
|
515
National Fuel Gas
NFG
$7.29B
| $212K | 0.04% |
4,251
+2,852
| +204% | +$154K |
2015 Q1
2 quarters
|
|
516
SK Telecom
SKM
$13.3B
| $212K | 0.04% |
+5,279
| New | +$206K |
2015 Q3
0 quarters
|
|
|
MMP
517
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $212K | 0.04% |
3,537
-4,054
| -53% | -$277K |
2014 Q4
3 quarters
|
|
518
SPX Corp
SPXC
$7.76B
| $210K | 0.04% |
+17,654
| New | +$271K |
2015 Q3
0 quarters
|
|
|
SCMP
519
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
| $210K | 0.04% |
+10,589
| New | +$243K |
2015 Q3
0 quarters
|
|
520
DELISTED
Team Health Holdings Inc
TMH
| $210K | 0.04% |
+3,898
| New | +$244K |
2015 Q3
0 quarters
|
|
|
TIVO
521
DELISTED
Tivo Inc
TIVO
| $207K | 0.04% |
19,768
+9,700
| +96% | +$117K |
2014 Q3
4 quarters
|
|
522
Sociedad Química y Minera de Chile
SQM
$15.3B
| $205K | 0.04% |
14,536
+7,296
| +101% | +$105K |
2014 Q4
3 quarters
|
|
523
Innovex International
INVX
$1.77B
| $205K | 0.04% |
+3,529
| New | +$225K |
2015 Q3
0 quarters
|
|
|
ENIA
524
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
| $205K | 0.04% |
+30,120
| New | +$230K |
2015 Q3
0 quarters
|
|
525
Olin
OLN
$1.99B
| $202K | 0.04% |
12,073
+8,976
| +290% | +$190K |
2014 Q4
3 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.