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 | |
|---|---|---|---|---|---|---|---|
1301
Jakks Pacific
JAKK
$408M
| – | – |
-121
| Closed | -$11K | – |
|
1302
Johnson Controls International
JCI
$85.1B
| – | – |
-15,182
| Closed | -$787K | – |
|
1303
DELISTED
Nordstrom
JWN
| – | – |
-4,015
| Closed | -$299K | – |
|
1304
Keurig Dr Pepper
KDP
$50.6B
| – | – |
-4,172
| Closed | -$304K | – |
|
1305
Korea Electric Power
KEP
$14.3B
| – | – |
-1,400
| Closed | -$28K | – |
|
1306
Kimco Realty
KIM
$17.1B
| – | – |
-16,960
| Closed | -$382K | – |
|
1307
Kimberly-Clark
KMB
$68.5B
| – | – |
-7,205
| Closed | -$763K | – |
|
1308
Kinder Morgan
KMI
$69.8B
| – | – |
-133,043
| Closed | -$5.11M | – |
|
1309
CarMax
KMX
$7.63B
| – | – |
-17,837
| Closed | -$1.18M | – |
|
|
1310
Coca-Cola
KO
$416B
| – | – |
-196,389
| Closed | -$7.7M | – |
|
1311
Koppers
KOP
$551M
| – | – |
-192
| Closed | -$4K | – |
|
1312
Kosmos Energy
KOS
$1.23B
| – | – |
-43,652
| Closed | -$367K | – |
|
1313
Kroger
KR
$40.5B
| – | – |
-24
| Closed | – | – |
|
1314
KT
KT
$8.8B
| – | – |
-4,000
| Closed | -$50K | – |
|
1315
Kratos Defense & Security Solutions
KTOS
$6.89B
| – | – |
-1,200
| Closed | -$7K | – |
|
1316
Loews
L
$22.4B
| – | – |
-3,951
| Closed | -$152K | – |
|
1317
DELISTED
Liberty Broadband Class A
LBRDA
| – | – |
-3,472
| Closed | -$176K | – |
|
1318
Leidos
LDOS
$16.8B
| – | – |
-1,777
| Closed | -$71K | – |
|
1319
Littelfuse
LFUS
$9.6B
| – | – |
-485
| Closed | -$46K | – |
|
1320
Ligand Pharmaceuticals
LGND
$6.24B
| – | – |
-321
| Closed | -$20K | – |
|
1321
Lockheed Martin
LMT
$139B
| – | – |
-9,026
| Closed | -$1.68M | – |
|
1322
Cheniere Energy
LNG
$59.6B
| – | – |
-762
| Closed | -$52K | – |
|
|
1323
Lowe's Companies
LOW
$130B
| – | – |
-145,428
| Closed | -$9.7M | – |
|
1324
Stride
LRN
$3.24B
| – | – |
-400
| Closed | -$5K | – |
|
1325
Lumen Technologies, Inc. Common Stock
LUMN
$4.93B
| – | – |
-162,671
| Closed | -$4.78M | – |
|
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.