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 | |
|---|---|---|---|---|---|---|---|
1226
Core Laboratories
CLB
$409M
| – | – |
-906
| Closed | -$103K | – |
|
1227
Cleveland-Cliffs
CLF
$7.34B
| – | – |
-16,809
| Closed | -$72K | – |
|
1228
Cellectis
CLLS
$118M
| – | – |
-961
| Closed | -$34K | – |
|
1229
Calumet Specialty Products
CLMT
$3.03B
| – | – |
-3,544
| Closed | -$90K | – |
|
1230
Clorox
CLX
$13.1B
| – | – |
-15,328
| Closed | -$1.59M | – |
|
1231
Chipotle Mexican Grill
CMG
$45.7B
| – | – |
-28,450
| Closed | -$344K | – |
|
1232
Compass Minerals
CMP
$967M
| – | – |
-385
| Closed | -$31K | – |
|
1233
CMS Energy
CMS
$21.9B
| – | – |
-4,081
| Closed | -$129K | – |
|
1234
CNX Resources
CNX
$5.26B
| – | – |
-8,378
| Closed | -$151K | – |
|
1235
Compass Diversified
CODI
$882M
| – | – |
-96
| Closed | -$1K | – |
|
1236
Costco
COST
$472B
| – | – |
-56,782
| Closed | -$7.67M | – |
|
1237
Crocs
CROX
$7.29B
| – | – |
-16,936
| Closed | -$249K | – |
|
1238
Cirrus Logic
CRUS
$5.91B
| – | – |
-1,767
| Closed | -$60K | – |
|
1239
Cisco
CSCO
$384B
| – | – |
-13,341
| Closed | -$366K | – |
|
1240
Chevron
CVX
$411B
| – | – |
-7,183
| Closed | -$692K | – |
|
1241
DELISTED
Clearway Energy Class A
CWEN.A
| – | – |
-664
| Closed | -$14K | – |
|
1242
Deutsche Bank
DB
$68.4B
| – | – |
-9,212
| Closed | -$248K | – |
|
1243
DELISTED
Discover Financial Services
DFS
| – | – |
-17,395
| Closed | -$1M | – |
|
1244
Dollar General
DG
$30.2B
| – | – |
-8,833
| Closed | -$686K | – |
|
1245
HF Sinclair
DINO
$16.7B
| – | – |
-21,338
| Closed | -$910K | – |
|
1246
Diodes
DIOD
$3.9B
| – | – |
-1,700
| Closed | -$40K | – |
|
1247
Dick's Sporting Goods
DKS
$14.6B
| – | – |
-6,284
| Closed | -$325K | – |
|
1248
DNOW Inc
DNOW
$2.5B
| – | – |
-2,740
| Closed | -$54K | – |
|
1249
Dorman Products
DORM
$4.02B
| – | – |
-467
| Closed | -$22K | – |
|
1250
Darden Restaurants
DRI
$25.9B
| – | – |
-724
| Closed | -$45K | – |
|
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.