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 | |
|---|---|---|---|---|---|---|---|
951
Essent Group
ESNT
$5.73B
| $40K | 0.01% |
+1,641
| New | +$45.1K |
2015 Q3
0 quarters
|
|
952
Synchrony
SYF
$23.5B
| $40K | 0.01% |
+1,288
| New | +$42.7K |
2015 Q3
0 quarters
|
|
953
Teradyne
TER
$38.2B
| $40K | 0.01% |
2,273
-19,552
| -90% | -$360K |
2015 Q2
1 quarter
|
|
954
Ternium
TX
$10B
| $40K | 0.01% |
3,300
-4,523
| -58% | -$66.5K |
2014 Q4
3 quarters
|
|
|
ELLI
955
DELISTED
Ellie Mae Inc
ELLI
| $40K | 0.01% |
+603
| New | +$44.5K |
2015 Q3
0 quarters
|
|
956
Kearny Financial
KRNY
$586M
| $39K | 0.01% |
+3,446
| New | +$39.4K |
2015 Q3
0 quarters
|
|
957
TD Synnex
SNX
$18.5B
| $39K | 0.01% |
+936
| New | +$36.5K |
2015 Q3
0 quarters
|
|
958
DELISTED
Treehouse Foods
THS
| $39K | 0.01% |
+513
| New | +$41.1K |
2015 Q3
0 quarters
|
|
959
Biglari Holdings Class B
BH
$1.22B
| $38K | 0.01% |
+158
| New | +$42.5K |
2015 Q3
0 quarters
|
|
960
REX American Resources
REX
$1.32B
| $38K | 0.01% |
4,602
-11,472
| -71% | -$102K |
2015 Q2
1 quarter
|
|
|
NTUS
961
DELISTED
Natus Medical Inc
NTUS
| $38K | 0.01% |
+969
| New | +$41.2K |
2015 Q3
0 quarters
|
|
962
Darling Ingredients
DAR
$8.1B
| $37K | 0.01% |
+3,354
| New | +$42.9K |
2015 Q3
0 quarters
|
|
963
Genpact
G
$7.2B
| $37K | 0.01% |
1,600
+1,142
| +249% | +$25.6K |
2015 Q2
1 quarter
|
|
964
Marathon Petroleum
MPC
$106B
| $37K | 0.01% |
815
-24,558
| -97% | -$1.26M |
2015 Q1
2 quarters
|
|
965
DELISTED
Hillenbrand
HI
| $36K | 0.01% |
1,399
-8,046
| -85% | -$223K |
2015 Q1
2 quarters
|
|
966
TAL Education Group
TAL
$5.6B
| $36K | 0.01% |
6,852
+2,652
| +63% | +$14.3K |
2014 Q3
4 quarters
|
|
|
CONE
967
DELISTED
CyrusOne Inc Common Stock
CONE
| $36K | 0.01% |
1,121
-1,463
| -57% | -$46.5K |
2015 Q2
1 quarter
|
|
|
OKS
968
DELISTED
Oneok Partners LP
OKS
| $36K | 0.01% |
1,232
-7,216
| -85% | -$233K |
2014 Q3
4 quarters
|
|
969
Banco Bilbao Vizcaya Argentaria
BBVA
$144B
| $35K | 0.01% |
4,371
+1,075
| +33% | +$9.7K |
2015 Q2
1 quarter
|
|
970
TXNM Energy Inc
TXNM
$6.41B
| $35K | 0.01% |
1,263
-28
| -2% | -$731 |
2015 Q2
1 quarter
|
|
|
KLXI
971
DELISTED
KLX Inc.
KLXI
| $35K | 0.01% |
1,185
+380
| +47% | +$12.6K |
2015 Q2
1 quarter
|
|
|
WLL
972
DELISTED
Whiting Petroleum Corporation
WLL
| $34K | 0.01% |
7
-45
| -87% | -$278K |
2013 Q4
7 quarters
|
|
973
Braskem
BAK
$430M
| $33K | 0.01% |
+3,933
| New | +$30.4K |
2015 Q3
0 quarters
|
|
974
Bank of Hawaii
BOH
$2.77B
| $33K | 0.01% |
+532
| New | +$34.5K |
2015 Q3
0 quarters
|
|
975
Ovintiv
OVV
$16.6B
| $33K | 0.01% |
+1,042
| New | +$39.9K |
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.