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 | |
|---|---|---|---|---|---|---|---|
1251
Diana Shipping
DSX
$299M
| – | – |
-3,393
| Closed | -$16K | – |
|
1252
Equifax
EFX
$22B
| – | – |
-4,469
| Closed | -$433K | – |
|
1253
Encompass Health
EHC
$13.9B
| – | – |
-471
| Closed | -$17K | – |
|
1254
Edison International
EIX
$23B
| – | – |
-20,869
| Closed | -$1.16M | – |
|
1255
Elevance Health
ELV
$91.9B
| – | – |
-26,437
| Closed | -$4.34M | – |
|
1256
Emerson Electric
EMR
$94.2B
| – | – |
-2,684
| Closed | -$148K | – |
|
1257
EnerSys
ENS
$5.41B
| – | – |
-1,000
| Closed | -$70K | – |
|
1258
EOG Resources
EOG
$79.3B
| – | – |
-23,767
| Closed | -$2.08M | – |
|
1259
EPAM Systems
EPAM
$8.37B
| – | – |
-228
| Closed | -$16K | – |
|
1260
Ericsson
ERIC
$34.5B
| – | – |
-17,748
| Closed | -$185K | – |
|
1261
Eversource Energy
ES
$26.3B
| – | – |
-5,227
| Closed | -$237K | – |
|
1262
Entravision Communication
EVC
$901M
| – | – |
-1,500
| Closed | -$12K | – |
|
1263
Extra Space Storage
EXR
$33B
| – | – |
-3,795
| Closed | -$247K | – |
|
1264
Diamondback Energy
FANG
$50.1B
| – | – |
-7,514
| Closed | -$566K | – |
|
1265
Del Monte Corp
DMC
$1.28B
| – | – |
-84
| Closed | -$3K | – |
|
1266
Franklin Electric
FELE
$4.35B
| – | – |
-7,685
| Closed | -$248K | – |
|
1267
Phoenix New Media
FENG
$16.2M
| – | – |
-383
| Closed | -$18K | – |
|
1268
First Industrial Realty Trust
FR
$7.35B
| – | – |
-25,480
| Closed | -$477K | – |
|
1269
First Solar
FSLR
$19.3B
| – | – |
-6,281
| Closed | -$295K | – |
|
1270
Fulton Financial
FULT
$4.53B
| – | – |
-6,709
| Closed | -$87K | – |
|
1271
GATX Corp
GATX
$6.52B
| – | – |
-1,673
| Closed | -$88K | – |
|
1272
Glacier Bancorp
GBCI
$6.29B
| – | – |
-12,353
| Closed | -$363K | – |
|
1273
GE Aerospace
GE
$354B
| – | – |
-253
| Closed | -$32K | – |
|
1274
Genesis Energy
GEL
$1.6B
| – | – |
-267
| Closed | -$11K | – |
|
1275
Griffon
GFF
$4.78B
| – | – |
-91
| Closed | -$1K | – |
|
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.