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 | |
|---|---|---|---|---|---|---|---|
|
KING
776
DELISTED
KING DIGITAL ENTMT PLC ORD SHS (IRL)
KING
| $95K | 0.02% |
7,029
+1,449
| +26% | +$20.8K |
2014 Q2
5 quarters
|
|
777
Galicia Financial Group
GGAL
$4.79B
| $94K | 0.02% |
5,278
-807
| -13% | -$15.7K |
2015 Q1
2 quarters
|
|
778
Unilever
UL
$143B
| $94K | 0.02% |
2,053
-833
| -29% | -$39.8K |
2015 Q1
2 quarters
|
|
779
DELISTED
Vital Energy
VTLE
| $94K | 0.02% |
502
-642
| -56% | -$127K |
2015 Q1
2 quarters
|
|
|
BBL
780
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
| $93K | 0.02% |
+3,042
| New | +$107K |
2015 Q3
0 quarters
|
|
|
IMS
781
DELISTED
IMS HEALTH HLDGS INC COM STK (DE)
IMS
| $93K | 0.02% |
+3,229
| New | +$99.1K |
2015 Q3
0 quarters
|
|
782
Reinsurance Group of America
RGA
$17.9B
| $92K | 0.02% |
+1,024
| New | +$96.3K |
2015 Q3
0 quarters
|
|
783
Emcor
EME
$28.1B
| $91K | 0.02% |
+2,073
| New | +$96.7K |
2015 Q3
0 quarters
|
|
784
Vornado Realty Trust
VNO
$6.68B
| $91K | 0.02% |
1,257
-1,562
| -55% | -$118K |
2015 Q2
1 quarter
|
|
|
INXN
785
DELISTED
Interxion Holding N.V.
INXN
| $91K | 0.02% |
+3,368
| New | +$93.3K |
2015 Q3
0 quarters
|
|
|
PF
786
DELISTED
Pinnacle Foods, Inc.
PF
| $91K | 0.02% |
+2,188
| New | +$98.9K |
2015 Q3
0 quarters
|
|
|
IQNT
787
DELISTED
Inteliquent, Inc.
IQNT
| $91K | 0.02% |
+4,100
| New | +$77.9K |
2015 Q3
0 quarters
|
|
788
Integra LifeSciences
IART
$1.14B
| $90K | 0.02% |
+3,030
| New | +$94.7K |
2015 Q3
0 quarters
|
|
789
Coca-Cola Femsa
KOF
$25.1B
| $90K | 0.02% |
1,300
+481
| +59% | +$35.3K |
2014 Q3
4 quarters
|
|
790
Louisiana-Pacific
LPX
$5.31B
| $89K | 0.02% |
+6,288
| New | +$100K |
2015 Q3
0 quarters
|
|
791
WisdomTree
WT
$3.14B
| $89K | 0.02% |
+5,575
| New | +$117K |
2015 Q3
0 quarters
|
|
792
DELISTED
Lumos Pharma, Inc. Common Stock
LUMO
| $89K | 0.02% |
278
+145
| +109% | +$63.7K |
2015 Q2
1 quarter
|
|
|
POLY
793
DELISTED
Plantronics, Inc.
POLY
| $88K | 0.02% |
1,737
+474
| +38% | +$25.9K |
2015 Q1
2 quarters
|
|
794
Oxford Industries
OXM
$438M
| $87K | 0.02% |
1,187
+547
| +85% | +$45.4K |
2015 Q1
2 quarters
|
|
795
DELISTED
Western Gas Partners Lp
WES
| $86K | 0.02% |
1,858
+994
| +115% | +$56.2K |
2015 Q1
2 quarters
|
|
796
Carlisle Companies
CSL
$15.3B
| $85K | 0.01% |
+975
| New | +$97.5K |
2015 Q3
0 quarters
|
|
797
Neurocrine Biosciences
NBIX
$17B
| $85K | 0.01% |
2,141
-610
| -22% | -$29.5K |
2015 Q2
1 quarter
|
|
798
Teleflex
TFX
$6.15B
| $85K | 0.01% |
+688
| New | +$92K |
2015 Q3
0 quarters
|
|
|
799
Western Midstream Partners
WES
$17B
| $83K | 0.01% |
+2,114
| New | +$113K |
2015 Q3
0 quarters
|
|
|
PACW
800
DELISTED
PacWest Bancorp
PACW
| $83K | 0.01% |
1,944
-11,788
| -86% | -$528K |
2015 Q2
1 quarter
|
|
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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.