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 | |
|---|---|---|---|---|---|---|---|
1201
Brookdale Senior Living
BKD
$2.13B
| – | – |
-4,247
| Closed | -$147K | – |
|
1202
Booking.com
BKNG
$122B
| – | – |
-24,350
| Closed | -$1.12M | – |
|
1203
Blackrock
BLK
$188B
| – | – |
-2,690
| Closed | -$930K | – |
|
1204
Bank of Montreal
BMO
$120B
| – | – |
-3,055
| Closed | -$181K | – |
|
1205
Boot Barn
BOOT
$4.01B
| – | – |
-3,613
| Closed | -$115K | – |
|
1206
Box
BOX
$5.77B
| – | – |
-4,900
| Closed | -$91K | – |
|
1207
BP
BP
$114B
| – | – |
-15,541
| Closed | -$522K | – |
|
1208
Berkshire Hathaway Class B
BRK.B
$1.24T
| – | – |
-49,836
| Closed | -$6.78M | – |
|
1209
Banco Santander Chile
BSAC
$15.3B
| – | – |
-8,490
| Closed | -$171K | – |
|
|
SLAI
1210
DELISTED
SOLAI Ltd ADS
SLAI
| – | – |
-9
| Closed | -$14K | – |
|
1211
Burlington
BURL
$16.1B
| – | – |
-4,852
| Closed | -$248K | – |
|
1212
Boston Properties
BXP
$10.3B
| – | – |
-5,522
| Closed | -$668K | – |
|
1213
Avis
CAR
$4.44B
| – | – |
-14,119
| Closed | -$622K | – |
|
1214
Chubb
CB
$141B
| – | – |
-27,310
| Closed | -$2.78M | – |
|
1215
Cracker Barrel
CBRL
$1.48B
| – | – |
-138
| Closed | -$20K | – |
|
1216
Commerce Bancshares
CBSH
$7.95B
| – | – |
-4,544
| Closed | -$124K | – |
|
1217
Cabot Corp
CBT
$3.69B
| – | – |
-768
| Closed | -$28K | – |
|
1218
COPT Defense Properties
CDP
$3.77B
| – | – |
-20,001
| Closed | -$470K | – |
|
1219
CDW
CDW
$21.2B
| – | – |
-8,062
| Closed | -$276K | – |
|
1220
Capitol Federal Financial
CFFN
$1.06B
| – | – |
-27,632
| Closed | -$332K | – |
|
1221
Churchill Downs
CHDN
$6.96B
| – | – |
-6,654
| Closed | -$138K | – |
|
1222
Check Point Software Technologies
CHKP
$14.5B
| – | – |
-86,853
| Closed | -$6.91M | – |
|
1223
C.H. Robinson
CHRW
$14.8B
| – | – |
-8,021
| Closed | -$500K | – |
|
1224
Cincinnati Financial
CINF
$29.1B
| – | – |
-2,293
| Closed | -$115K | – |
|
1225
Colgate-Palmolive
CL
$78.4B
| – | – |
-71,446
| Closed | -$4.67M | – |
|
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.