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 | |
|---|---|---|---|---|---|---|---|
851
Banco Santander
SAN
$181B
| $69K | 0.01% |
13,958
-4,796
| -26% | -$29.1K |
2015 Q1
2 quarters
|
|
852
Sonoco
SON
$4.9B
| $69K | 0.01% |
1,849
-1,292
| -41% | -$52.5K |
2015 Q2
1 quarter
|
|
853
DELISTED
CATALENT, INC.
CTLT
| $69K | 0.01% |
2,873
-6,902
| -71% | -$210K |
2015 Q2
1 quarter
|
|
|
MXIM
854
DELISTED
Maxim Integrated Products
MXIM
| $68K | 0.01% |
+2,061
| New | +$68.3K |
2015 Q3
0 quarters
|
|
855
Radware
RDWR
$1.33B
| $67K | 0.01% |
4,142
-1,605
| -28% | -$30.6K |
2015 Q1
2 quarters
|
|
856
Safehold
SAFE
$739M
| $67K | 0.01% |
1,107
+443
| +67% | +$27.8K |
2015 Q2
1 quarter
|
|
857
SouthState Bank Corp
SSB
$10.2B
| $67K | 0.01% |
+884
| New | +$67.6K |
2015 Q3
0 quarters
|
|
|
WWE
858
DELISTED
World Wrestling Entertainment
WWE
| $67K | 0.01% |
3,972
-6,039
| -60% | -$113K |
2015 Q1
2 quarters
|
|
859
SolarEdge
SEDG
$1.62B
| $66K | 0.01% |
2,888
+2,588
| +863% | +$72.5K |
2015 Q2
1 quarter
|
|
|
LJPC
860
DELISTED
La Jolla Pharmaceutical Company
LJPC
| $66K | 0.01% |
+2,391
| New | +$75.3K |
2015 Q3
0 quarters
|
|
861
Teck Resources
TECK
$30.7B
| $65K | 0.01% |
+13,694
| New | +$97.2K |
2015 Q3
0 quarters
|
|
862
Somnigroup International
SGI
$14.4B
| $65K | 0.01% |
+3,656
| New | +$67.1K |
2015 Q3
0 quarters
|
|
863
Spire
SR
$5.29B
| $64K | 0.01% |
+1,188
| New | +$63.2K |
2015 Q3
0 quarters
|
|
|
CYS
864
DELISTED
CYS Investments Inc.
CYS
| $64K | 0.01% |
+8,900
| New | +$68.8K |
2015 Q3
0 quarters
|
|
865
DELISTED
Allete
ALE
| $63K | 0.01% |
1,258
-7,783
| -86% | -$377K |
2014 Q2
5 quarters
|
|
866
Liberty Media Corporation Series C Common Stock
FWONK
$27.6B
| $63K | 0.01% |
2,608
-2,559
| -50% | -$65.6K |
2015 Q2
1 quarter
|
|
|
BIN
867
DELISTED
PROGRESSIVE WASTE SOLUTIONS LTD COM
BIN
| $63K | 0.01% |
+2,403
| New | +$63.9K |
2015 Q3
0 quarters
|
|
868
Century Aluminum
CENX
$3.61B
| $62K | 0.01% |
+13,517
| New | +$94.3K |
2015 Q3
0 quarters
|
|
869
CNA Financial
CNA
$13B
| $62K | 0.01% |
1,800
+315
| +21% | +$11.9K |
2015 Q2
1 quarter
|
|
870
Commault Systems
CVLT
$6.85B
| $62K | 0.01% |
+1,832
| New | +$68.4K |
2015 Q3
0 quarters
|
|
871
CMB.TECH NV
CMBT
$4.79B
| $62K | 0.01% |
4,486
-3,582
| -44% | -$51.9K |
2015 Q2
1 quarter
|
|
|
RESI
872
DELISTED
Front Yard Residential Corporation Common Stock
RESI
| $62K | 0.01% |
+4,518
| New | +$72.4K |
2015 Q3
0 quarters
|
|
873
Alto Ingredients
ALTO
$296M
| $61K | 0.01% |
+9,463
| New | +$72.3K |
2015 Q3
0 quarters
|
|
874
Casey's General Stores
CASY
$25.8B
| $61K | 0.01% |
599
-147
| -20% | -$15.2K |
2014 Q4
3 quarters
|
|
875
Stagwell
STGW
$2.76B
| $61K | 0.01% |
+3,350
| New | +$62.7K |
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.