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 | |
|---|---|---|---|---|---|---|---|
651
Spectrum Brands
SPB
$2.05B
| $134K | 0.02% |
+1,474
| New | +$147K |
2015 Q3
0 quarters
|
|
|
SJI
652
DELISTED
South Jersey Industries, Inc.
SJI
| $134K | 0.02% |
5,343
+82
| +2% | +$2K |
2013 Q4
7 quarters
|
|
653
B&G Foods
BGS
$215M
| $133K | 0.02% |
3,657
-2,532
| -41% | -$79.8K |
2015 Q1
2 quarters
|
|
654
International Flavors & Fragrances
IFF
$20.9B
| $133K | 0.02% |
1,295
-6,352
| -83% | -$702K |
2014 Q4
3 quarters
|
|
655
Gartner
IT
$11.9B
| $133K | 0.02% |
+1,593
| New | +$139K |
2015 Q3
0 quarters
|
|
|
LFC
656
DELISTED
China Life Insurance Company Ltd.
LFC
| $133K | 0.02% |
7,686
+5,316
| +224% | +$97K |
2015 Q1
2 quarters
|
|
657
DELISTED
Infoblox Inc
BLOX
| $133K | 0.02% |
+8,339
| New | +$182K |
2015 Q3
0 quarters
|
|
658
Banco Macro
BMA
$3.7B
| $132K | 0.02% |
3,438
+2,562
| +292% | +$115K |
2015 Q1
2 quarters
|
|
659
FerroAtlántica
GSM
$514M
| $132K | 0.02% |
10,905
+3,644
| +50% | +$53.8K |
2015 Q2
1 quarter
|
|
660
SL Green Realty
SLG
$3.54B
| $132K | 0.02% |
1,261
-13,457
| -91% | -$1.44M |
2014 Q4
3 quarters
|
|
661
Caesarstone
CSTE
$49.8M
| $131K | 0.02% |
+4,337
| New | +$226K |
2015 Q3
0 quarters
|
|
662
Maximus
MMS
$3.47B
| $131K | 0.02% |
+2,212
| New | +$141K |
2015 Q3
0 quarters
|
|
663
Shake Shack
SHAK
$3.07B
| $131K | 0.02% |
2,780
-3,289
| -54% | -$179K |
2015 Q2
1 quarter
|
|
664
Snap-on
SNA
$19.2B
| $131K | 0.02% |
+869
| New | +$139K |
2015 Q3
0 quarters
|
|
665
Virtu Financial
VIRT
$5.14B
| $131K | 0.02% |
+5,730
| New | +$131K |
2015 Q3
0 quarters
|
|
|
COL
666
DELISTED
Rockwell Collins
COL
| $131K | 0.02% |
+1,601
| New | +$137K |
2015 Q3
0 quarters
|
|
667
Gentex
GNTX
$3.97B
| $130K | 0.02% |
8,438
+1,228
| +17% | +$19.5K |
2015 Q2
1 quarter
|
|
668
Onity Group
ONIT
$257M
| $130K | 0.02% |
+1,293
| New | +$164K |
2015 Q3
0 quarters
|
|
669
Capri Holdings
CPRI
$2.23B
| $129K | 0.02% |
3,055
-72,279
| -96% | -$3.06M |
2015 Q2
1 quarter
|
|
670
CoStar Group
CSGP
$12.3B
| $129K | 0.02% |
7,490
+5,190
| +226% | +$99.4K |
2015 Q2
1 quarter
|
|
671
Rithm Capital
RITM
$5.16B
| $129K | 0.02% |
9,877
-10,791
| -52% | -$159K |
2014 Q2
5 quarters
|
|
|
AJRD
672
DELISTED
Aerojet Rocketdyne Holdings
AJRD
| $129K | 0.02% |
7,999
+4,350
| +119% | +$92.9K |
2015 Q1
2 quarters
|
|
673
Grand Canyon Education
LOPE
$2.93B
| $128K | 0.02% |
3,390
+1,386
| +69% | +$55.7K |
2014 Q3
4 quarters
|
|
674
Methode Electronics
MEI
$420M
| $128K | 0.02% |
4,028
+1,486
| +58% | +$41.9K |
2015 Q2
1 quarter
|
|
|
ZOES
675
DELISTED
Zoe's Kitchen, Inc.
ZOES
| $128K | 0.02% |
+3,246
| New | +$126K |
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.