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 | |
|---|---|---|---|---|---|---|---|
1126
DELISTED
General Cable Corporation
BGC
| $4K | ﹤0.01% |
+362
| New | +$5.64K |
2015 Q3
0 quarters
|
|
|
EVEP
1127
DELISTED
EV Energy Partners, L.P.
EVEP
| $4K | ﹤0.01% |
+720
| New | +$6.3K |
2015 Q3
0 quarters
|
|
|
VA
1128
DELISTED
Virgin America Inc.
VA
| $4K | ﹤0.01% |
+118
| New | +$3.85K |
2015 Q3
0 quarters
|
|
1129
Forward Air
FWRD
$620M
| $3K | ﹤0.01% |
+75
| New | +$3.54K |
2015 Q3
0 quarters
|
|
1130
OraSure Technologies
OSUR
$233M
| $3K | ﹤0.01% |
800
-166
| -17% | -$866 |
2014 Q4
3 quarters
|
|
1131
TTM Technologies
TTMI
$7.36B
| $3K | ﹤0.01% |
603
-1,728
| -74% | -$13.6K |
2015 Q2
1 quarter
|
|
1132
NPK International
NPKI
$747M
| $3K | ﹤0.01% |
+697
| New | +$4.77K |
2015 Q3
0 quarters
|
|
|
AVID
1133
DELISTED
Avid Technology Inc
AVID
| $3K | ﹤0.01% |
400
-9,488
| -96% | -$97.5K |
2015 Q2
1 quarter
|
|
|
LEJU
1134
DELISTED
Leju Holdings Limited American Depositary Shares, each representing ten (10) Ordinary Shares
LEJU
| $3K | ﹤0.01% |
+70
| New | +$4.32K |
2015 Q3
0 quarters
|
|
1135
DELISTED
Bazaarvoice, Inc.
BV
| $3K | ﹤0.01% |
778
-1,822
| -70% | -$9.7K |
2015 Q1
2 quarters
|
|
|
FNSR
1136
DELISTED
Finisar Corp
FNSR
| $3K | ﹤0.01% |
326
-14,115
| -98% | -$221K |
2015 Q1
2 quarters
|
|
1137
AllianceBernstein
AB
$3.13B
| $2K | ﹤0.01% |
87
-655
| -88% | -$18K |
2014 Q4
3 quarters
|
|
1138
HealthEquity
HQY
$8.5B
| $2K | ﹤0.01% |
+97
| New | +$3.05K |
2015 Q3
0 quarters
|
|
1139
Karyopharm Therapeutics
KPTI
$458K
| $2K | ﹤0.01% |
+18
| New | +$4.81K |
2015 Q3
0 quarters
|
|
1140
Unisys
UIS
$196M
| $2K | ﹤0.01% |
170
-5,296
| -97% | -$81.4K |
2014 Q2
5 quarters
|
|
1141
W.P. Carey
WPC
$15.2B
| $2K | ﹤0.01% |
39
-686
| -95% | -$39.9K |
2014 Q4
3 quarters
|
|
|
SRC
1142
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $2K | ﹤0.01% |
61
-4,433
| -99% | -$196K |
2015 Q2
1 quarter
|
|
|
ARGO
1143
DELISTED
Argo Group International Holdings, Ltd.
ARGO
| $2K | ﹤0.01% |
+59
| New | +$2.62K |
2015 Q3
0 quarters
|
|
|
CTCM
1144
DELISTED
CTC MEDIA INC COM STK
CTCM
| $2K | ﹤0.01% |
1,200
| – | – |
2014 Q4
3 quarters
|
|
|
RCAP
1145
DELISTED
RCS CAPITAL CORPORATION CLASS A COM
RCAP
| $2K | ﹤0.01% |
2,494
-1,100
| -31% | -$3.67K |
2014 Q4
3 quarters
|
|
|
FCH
1146
DELISTED
Felcor Lodging Trust
FCH
| $2K | ﹤0.01% |
329
-3,927
| -92% | -$34.9K |
2015 Q2
1 quarter
|
|
|
LNCO
1147
DELISTED
LINNCO LLC COM SHS REPSTG LTD LIABILITY
LNCO
| $2K | ﹤0.01% |
+1,100
| New | +$4.82K |
2015 Q3
0 quarters
|
|
1148
First Majestic Silver
AG
$7.34B
| $1K | ﹤0.01% |
522
-1,700
| -77% | -$6.01K |
2015 Q1
2 quarters
|
|
1149
Ezcorp Inc
EZPW
$1.77B
| $1K | ﹤0.01% |
+200
| New | +$1.27K |
2015 Q3
0 quarters
|
|
1150
Harmonic Inc
HLIT
$1.08B
| $1K | ﹤0.01% |
300
-48
| -14% | -$292 |
2013 Q4
7 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.