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 | |
|---|---|---|---|---|---|---|---|
|
NGHC
601
DELISTED
National General Holdings Corp
NGHC
| $158K | 0.03% |
+8,201
| New | +$169K |
2015 Q3
0 quarters
|
|
|
HUB.B
602
DELISTED
HUBBELL INC CL-B
HUB.B
| $158K | 0.03% |
1,868
+1,669
| +839% | +$167K |
2015 Q2
1 quarter
|
|
603
DELISTED
LXP Industrial Trust
LXP
| $157K | 0.03% |
3,882
+3,618
| +1,370% | +$153K |
2013 Q3
8 quarters
|
|
604
Jones Lang LaSalle
JLL
$17.1B
| $156K | 0.03% |
+1,090
| New | +$178K |
2015 Q3
0 quarters
|
|
|
FRGI
605
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
| $156K | 0.03% |
3,444
-1,386
| -29% | -$71.4K |
2014 Q4
3 quarters
|
|
|
KND
606
DELISTED
Kindred Healthcare
KND
| $156K | 0.03% |
9,914
-1,046
| -10% | -$21.2K |
2015 Q2
1 quarter
|
|
607
Matador Resources
MTDR
$6.19B
| $154K | 0.03% |
7,462
+6,049
| +428% | +$132K |
2015 Q1
2 quarters
|
|
608
DELISTED
M.D.C. Holdings, Inc.
MDC
| $154K | 0.03% |
+8,200
| New | +$172K |
2015 Q3
0 quarters
|
|
|
RSPP
609
DELISTED
RSP Permian, Inc.
RSPP
| $154K | 0.03% |
+7,647
| New | +$180K |
2015 Q3
0 quarters
|
|
610
Cheniere Energy
CQP
$29B
| $153K | 0.03% |
+5,818
| New | +$170K |
2015 Q3
0 quarters
|
|
611
GameStop
GME
$12.8B
| $152K | 0.03% |
14,812
-65,972
| -82% | -$733K |
2014 Q3
4 quarters
|
|
612
DELISTED
SEMGROUP CORPORATION
SEMG
| $152K | 0.03% |
3,535
+3,253
| +1,154% | +$197K |
2015 Q2
1 quarter
|
|
613
Boise Cascade
BCC
$2.45B
| $151K | 0.03% |
+6,013
| New | +$192K |
2015 Q3
0 quarters
|
|
614
Tower Semiconductor
TSEM
$16.7B
| $151K | 0.03% |
11,734
+11,254
| +2,345% | +$151K |
2014 Q3
4 quarters
|
|
615
Prudential
PUK
$31.5B
| $150K | 0.03% |
3,683
-996
| -21% | -$44.3K |
2015 Q1
2 quarters
|
|
616
Stratasys
SSYS
$575M
| $150K | 0.03% |
+5,700
| New | +$176K |
2015 Q3
0 quarters
|
|
617
NatWest
NWG
$62.5B
| $149K | 0.03% |
14,598
+6,929
| +90% | +$77.7K |
2015 Q1
2 quarters
|
|
618
Hanover Insurance
THG
$8.58B
| $149K | 0.03% |
1,921
+1,387
| +260% | +$110K |
2015 Q2
1 quarter
|
|
619
Zimmer Biomet
ZBH
$20.4B
| $149K | 0.03% |
1,638
-19,332
| -92% | -$1.94M |
2014 Q4
3 quarters
|
|
|
DCT
620
DELISTED
DCT Industrial Trust Inc.
DCT
| $149K | 0.03% |
4,440
+1,025
| +30% | +$34.3K |
2015 Q1
2 quarters
|
|
|
VNR
621
DELISTED
Vanguard Natural Resources, LLC
VNR
| $148K | 0.03% |
19,509
+19,109
| +4,777% | +$190K |
2014 Q3
4 quarters
|
|
622
Bank OZK
OZK
$5.48B
| $147K | 0.03% |
3,366
-7,257
| -68% | -$316K |
2015 Q2
1 quarter
|
|
623
Redwood Trust
RWT
$338M
| $147K | 0.03% |
10,690
+9,028
| +543% | +$136K |
2013 Q4
7 quarters
|
|
|
FIT
624
DELISTED
Fitbit, Inc. Class A common stock
FIT
| $147K | 0.03% |
+3,922
| New | +$160K |
2015 Q3
0 quarters
|
|
625
Brown & Brown
BRO
$23.9B
| $146K | 0.03% |
+9,482
| New | +$156K |
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.