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 | |
|---|---|---|---|---|---|---|---|
576
Omnicell
OMCL
$1.64B
| $171K | 0.03% |
+5,510
| New | +$197K |
2015 Q3
0 quarters
|
|
577
AngloGold Ashanti
AU
$47.4B
| $170K | 0.03% |
+20,874
| New | +$155K |
2015 Q3
0 quarters
|
|
578
Central Pacific Financial
CPF
$996M
| $170K | 0.03% |
8,151
+5,326
| +189% | +$117K |
2015 Q2
1 quarter
|
|
579
MGIC Investment
MTG
$5.6B
| $170K | 0.03% |
+18,433
| New | +$195K |
2015 Q3
0 quarters
|
|
580
SunCoke Energy
SXC
$900M
| $170K | 0.03% |
21,860
-1,448
| -6% | -$16.1K |
2013 Q4
7 quarters
|
|
581
DELISTED
Brookline Bancorp
BRKL
| $169K | 0.03% |
+16,698
| New | +$182K |
2015 Q3
0 quarters
|
|
|
PNK
582
DELISTED
Pinnacle Entertainment Inc.
PNK
| $169K | 0.03% |
+5,001
| New | +$189K |
2015 Q3
0 quarters
|
|
|
CLNY
583
DELISTED
Colony Capital, Inc.
CLNY
| $169K | 0.03% |
8,662
+627
| +8% | +$13.9K |
2015 Q2
1 quarter
|
|
584
National Health Investors
NHI
$3.34B
| $168K | 0.03% |
+2,937
| New | +$178K |
2015 Q3
0 quarters
|
|
|
EQM
585
DELISTED
EQM Midstream Partners, LP
EQM
| $168K | 0.03% |
2,534
+2,493
| +6,080% | +$188K |
2014 Q3
4 quarters
|
|
586
Haemonetics
HAE
$5.57B
| $167K | 0.03% |
+5,181
| New | +$195K |
2015 Q3
0 quarters
|
|
587
CME Group
CME
$111B
| $166K | 0.03% |
+1,794
| New | +$171K |
2015 Q3
0 quarters
|
|
588
Southern Copper
SCCO
$145B
| $165K | 0.03% |
6,817
+3,614
| +113% | +$89.9K |
2015 Q1
2 quarters
|
|
589
Primerica
PRI
$9.24B
| $164K | 0.03% |
3,659
+217
| +6% | +$9.5K |
2014 Q4
3 quarters
|
|
590
Eagle Materials
EXP
$5.7B
| $163K | 0.03% |
2,394
+1,176
| +97% | +$91.8K |
2015 Q2
1 quarter
|
|
591
Factset
FDS
$11.5B
| $163K | 0.03% |
1,022
-299
| -23% | -$48.9K |
2015 Q2
1 quarter
|
|
592
FNB Corp
FNB
$6.4B
| $163K | 0.03% |
+12,654
| New | +$169K |
2015 Q3
0 quarters
|
|
593
Nabors Industries
NBR
$1.25B
| $163K | 0.03% |
347
-601
| -63% | -$338K |
2015 Q1
2 quarters
|
|
594
DELISTED
SUNEDISON, INC COM
SUNE
| $163K | 0.03% |
22,736
+11,465
| +102% | +$206K |
2015 Q1
2 quarters
|
|
595
Carlyle Group
CG
$14.7B
| $162K | 0.03% |
9,661
+7,347
| +318% | +$173K |
2015 Q2
1 quarter
|
|
596
MBIA
MBI
$245M
| $162K | 0.03% |
26,803
+23,675
| +757% | +$152K |
2014 Q1
6 quarters
|
|
|
CHU
597
DELISTED
China Unicom (HONG KONG) Limited
CHU
| $162K | 0.03% |
12,739
-10,614
| -45% | -$145K |
2015 Q2
1 quarter
|
|
|
BLCM
598
DELISTED
Bellicum Pharmaceuticals, Inc.
BLCM
| $161K | 0.03% |
+1,110
| New | +$204K |
2015 Q3
0 quarters
|
|
599
Insperity
NSP
$1.93B
| $159K | 0.03% |
+7,254
| New | +$172K |
2015 Q3
0 quarters
|
|
600
GoPro
GPRO
$155M
| $158K | 0.03% |
5,086
-6,678
| -57% | -$329K |
2014 Q3
4 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.