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 | |
|---|---|---|---|---|---|---|---|
451
El Pollo Loco
LOCO
$480M
| $258K | 0.05% |
23,991
+18,357
| +326% | +$287K |
2014 Q4
3 quarters
|
|
452
Flowers Foods
FLO
$1.36B
| $257K | 0.04% |
10,416
+9,828
| +1,671% | +$223K |
2015 Q2
1 quarter
|
|
|
QLIK
453
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
| $256K | 0.04% |
7,039
-5,583
| -44% | -$216K |
2015 Q2
1 quarter
|
|
454
Benchmark Electronics
BHE
$2.26B
| $255K | 0.04% |
11,745
+7,559
| +181% | +$162K |
2015 Q1
2 quarters
|
|
|
CVG
455
DELISTED
Convergys
CVG
| $255K | 0.04% |
+11,042
| New | +$263K |
2015 Q3
0 quarters
|
|
456
Apogee Enterprises
APOG
$1B
| $253K | 0.04% |
5,669
+2,820
| +99% | +$148K |
2015 Q1
2 quarters
|
|
457
British American Tobacco
BTI
$129B
| $253K | 0.04% |
4,606
+1,264
| +38% | +$70.1K |
2014 Q2
5 quarters
|
|
458
Nice
NICE
$5.55B
| $253K | 0.04% |
+4,500
| New | +$281K |
2015 Q3
0 quarters
|
|
459
DELISTED
Time Inc.
TIME
| $253K | 0.04% |
+13,331
| New | +$282K |
2015 Q3
0 quarters
|
|
460
Abercrombie & Fitch
ANF
$6.48B
| $252K | 0.04% |
+11,905
| New | +$242K |
2015 Q3
0 quarters
|
|
|
HOT
461
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $252K | 0.04% |
+3,802
| New | +$289K |
2015 Q3
0 quarters
|
|
462
DELISTED
bluebird bio
BLUE
| $251K | 0.04% |
227
+110
| +94% | +$201K |
2015 Q2
1 quarter
|
|
463
Scansource
SCSC
$896M
| $251K | 0.04% |
+7,096
| New | +$260K |
2015 Q3
0 quarters
|
|
|
CPGX
464
DELISTED
COLUMBIA PIPELINE GROUP IN COM STK (DE)
CPGX
| $250K | 0.04% |
+13,704
| New | +$357K |
2015 Q3
0 quarters
|
|
465
Meta Platforms (Facebook)
META
$1.64T
| $249K | 0.04% |
2,775
-7,598
| -73% | -$697K |
2014 Q4
3 quarters
|
|
466
Vale
VALE
$50.9B
| $249K | 0.04% |
59,398
-63,384
| -52% | -$324K |
2015 Q1
2 quarters
|
|
|
ARG
467
DELISTED
Airgas Inc
ARG
| $249K | 0.04% |
+2,797
| New | +$277K |
2015 Q3
0 quarters
|
|
468
Radian Group
RDN
$4.75B
| $248K | 0.04% |
15,645
-5,155
| -25% | -$92K |
2014 Q4
3 quarters
|
|
|
DF
469
DELISTED
Dean Foods Company
DF
| $247K | 0.04% |
14,972
-2,319
| -13% | -$39.6K |
2015 Q2
1 quarter
|
|
|
EEP
470
DELISTED
Enbridge Energy Partners
EEP
| $245K | 0.04% |
9,937
+6,996
| +238% | +$201K |
2015 Q1
2 quarters
|
|
|
FINL
471
DELISTED
Finish Line
FINL
| $245K | 0.04% |
+12,745
| New | +$337K |
2015 Q3
0 quarters
|
|
472
Diageo
DEO
$56.4B
| $239K | 0.04% |
2,223
-2,347
| -51% | -$261K |
2015 Q1
2 quarters
|
|
473
Thor Industries
THO
$4.25B
| $239K | 0.04% |
4,619
+2,512
| +119% | +$137K |
2015 Q2
1 quarter
|
|
474
DELISTED
Vector Group Ltd.
VGR
| $239K | 0.04% |
+18,182
| New | +$246K |
2015 Q3
0 quarters
|
|
475
Antero Resources
AR
$11.2B
| $238K | 0.04% |
+11,282
| New | +$300K |
2015 Q3
0 quarters
|
|
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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.