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 | |
|---|---|---|---|---|---|---|---|
476
Chord Energy
CHRD
$7.97B
| $237K | 0.04% |
+27,307
| New | +$286K |
2015 Q3
0 quarters
|
|
|
CPE
477
DELISTED
Callon Petroleum Company
CPE
| $237K | 0.04% |
3,254
+2,210
| +212% | +$171K |
2014 Q3
4 quarters
|
|
478
DELISTED
American Equity Investment Life Holding Company
AEL
| $236K | 0.04% |
10,139
+6,160
| +155% | +$159K |
2015 Q1
2 quarters
|
|
|
NRF
479
DELISTED
NorthStar Realty Finance Corp.
NRF
| $236K | 0.04% |
9,586
-26,143
| -73% | -$778K |
2015 Q1
2 quarters
|
|
|
NUAN
480
DELISTED
Nuance Communications, Inc.
NUAN
| $234K | 0.04% |
+16,568
| New | +$248K |
2015 Q3
0 quarters
|
|
481
DELISTED
Synchronoss Technologies
SNCR
| $233K | 0.04% |
790
+694
| +723% | +$269K |
2015 Q2
1 quarter
|
|
|
BWP
482
DELISTED
Boardwalk Pipeline Partners
BWP
| $231K | 0.04% |
19,698
+6,401
| +48% | +$87.2K |
2015 Q1
2 quarters
|
|
483
DELISTED
Invensense Inc
INVN
| $230K | 0.04% |
24,762
+8,763
| +55% | +$98.4K |
2014 Q1
6 quarters
|
|
484
AAR Corp
AIR
$4.36B
| $228K | 0.04% |
12,045
+10,149
| +535% | +$263K |
2014 Q4
3 quarters
|
|
485
Autoliv
ALV
$8.67B
| $228K | 0.04% |
+2,908
| New | +$220K |
2015 Q3
0 quarters
|
|
|
AKRX
486
DELISTED
Akorn Inc
AKRX
| $228K | 0.04% |
+8,005
| New | +$331K |
2015 Q3
0 quarters
|
|
487
Opko Health
OPK
$1.25B
| $227K | 0.04% |
27,052
+4,555
| +20% | +$60.3K |
2015 Q1
2 quarters
|
|
488
Telephone and Data Systems
TDS
$3.43B
| $227K | 0.04% |
+9,101
| New | +$256K |
2015 Q3
0 quarters
|
|
|
ADXS
489
DELISTED
Advaxis Inc
ADXS
| $226K | 0.04% |
1,476
+1,141
| +341% | +$276K |
2015 Q2
1 quarter
|
|
490
Barclays
BCS
$76B
| $225K | 0.04% |
+16,353
| New | +$252K |
2015 Q3
0 quarters
|
|
491
ACI Worldwide
ACIW
$6.09B
| $224K | 0.04% |
+10,646
| New | +$240K |
2015 Q3
0 quarters
|
|
492
Clean Harbors
CLH
$15.5B
| $224K | 0.04% |
5,099
+4,975
| +4,012% | +$247K |
2015 Q2
1 quarter
|
|
493
Kite Realty
KRG
$5.06B
| $224K | 0.04% |
9,448
+4,707
| +99% | +$118K |
2015 Q1
2 quarters
|
|
494
Vishay Intertechnology
VSH
$4.08B
| $223K | 0.04% |
23,054
+13,461
| +140% | +$143K |
2015 Q1
2 quarters
|
|
495
Lincoln Electric
LECO
$15.3B
| $222K | 0.04% |
4,241
+49
| +1% | +$2.87K |
2014 Q3
4 quarters
|
|
496
Regal Rexnord
RRX
$11.7B
| $221K | 0.04% |
3,920
-13
| -0.3% | -$870 |
2015 Q2
1 quarter
|
|
497
DELISTED
Sears Holding Corporation
SHLD
| $221K | 0.04% |
9,800
+8,700
| +791% | +$210K |
2014 Q4
3 quarters
|
|
498
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $221K | 0.04% |
+6,123
| New | +$221K |
2015 Q3
0 quarters
|
|
499
Avient
AVNT
$4.1B
| $220K | 0.04% |
+7,514
| New | +$254K |
2015 Q3
0 quarters
|
|
500
Sabre
SABR
$751M
| $220K | 0.04% |
+8,119
| New | +$220K |
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.