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 | |
|---|---|---|---|---|---|---|---|
1176
Ares Capital
ARCC
$14.1B
| – | – |
-1,574
| Closed | -$25K | – |
|
1177
Everforth Inc
EFOR
$1.47B
| – | – |
-1,829
| Closed | -$71K | – |
|
1178
Ashland
ASH
$3.56B
| – | – |
-17,349
| Closed | -$1.03M | – |
|
1179
Altisource Portfolio Solutions
ASPS
$63.7M
| – | – |
-25
| Closed | -$6K | – |
|
1180
A10 Networks
ATEN
$1.94B
| – | – |
-46
| Closed | – | – |
|
1181
AptarGroup
ATR
$9.19B
| – | – |
-1,844
| Closed | -$117K | – |
|
1182
Astronics
ATRO
$2.6B
| – | – |
-285
| Closed | -$11K | – |
|
1183
Broadcom
AVGO
$1.55T
| – | – |
-83,100
| Closed | -$1.1M | – |
|
1184
Avnet
AVT
$6.9B
| – | – |
-21,387
| Closed | -$879K | – |
|
1185
American Water Works
AWK
$30B
| – | – |
-17,659
| Closed | -$858K | – |
|
1186
Dauch Corp
DCH
$1.05B
| – | – |
-20,340
| Closed | -$425K | – |
|
1187
American Express
AXP
$218B
| – | – |
-22,928
| Closed | -$1.78M | – |
|
1188
Axalta
AXTA
$8B
| – | – |
-2,415
| Closed | -$79K | – |
|
1189
Acuity Brands
AYI
$9.9B
| – | – |
-344
| Closed | -$61K | – |
|
1190
AstraZeneca
AZN
$289B
| – | – |
-8,477
| Closed | -$540K | – |
|
1191
AutoZone
AZO
$52.5B
| – | – |
-2,609
| Closed | -$1.74M | – |
|
1192
Booz Allen Hamilton
BAH
$10.5B
| – | – |
-645
| Closed | -$16K | – |
|
1193
Credicorp
BAP
$29.2B
| – | – |
-303
| Closed | -$42K | – |
|
1194
Bath & Body Works
BBWI
$4.34B
| – | – |
-8,878
| Closed | -$615K | – |
|
1195
BCE
BCE
$20.3B
| – | – |
-2,270
| Closed | -$96K | – |
|
1196
BioCryst Pharmaceuticals
BCRX
$1.95B
| – | – |
-6,759
| Closed | -$100K | – |
|
1197
Brandywine Realty Trust
BDN
$534M
| – | – |
-5,698
| Closed | -$75K | – |
|
1198
Bunge Global
BG
$19.3B
| – | – |
-12,516
| Closed | -$1.1M | – |
|
1199
Biogen
BIIB
$37.4B
| – | – |
-1,727
| Closed | -$697K | – |
|
1200
Bank of New York Mellon
BNY
$102B
| – | – |
-75,134
| Closed | -$3.15M | – |
|
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.