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 | |
|---|---|---|---|---|---|---|---|
1326
Southwest Airlines
LUV
$22.4B
| – | – |
-41,432
| Closed | -$1.37M | – |
|
1327
LyondellBasell Industries
LYB
$19.3B
| – | – |
-3,854
| Closed | -$398K | – |
|
1328
Marriott International
MAR
$109B
| – | – |
-26,569
| Closed | -$1.98M | – |
|
|
1329
McKesson
MCK
$124B
| – | – |
-38,067
| Closed | -$8.56M | – |
|
1330
Medtronic
MDT
$130B
| – | – |
-5,149
| Closed | -$381K | – |
|
1331
Magnite
MGNI
$4.11B
| – | – |
-6,627
| Closed | -$99K | – |
|
1332
3M
MMM
$97B
| – | – |
-16,586
| Closed | -$2.14M | – |
|
1333
MannKind Corp
MNKD
$1.34B
| – | – |
-2,820
| Closed | -$80K | – |
|
1334
Monro
MNRO
$341M
| – | – |
-580
| Closed | -$36K | – |
|
1335
Callaway Golf Company
CALY
$3.07B
| $0 | ﹤0.01% |
+3
| New | +$26 |
2015 Q3
0 quarters
|
|
1336
DELISTED
ModivCare
MODV
| – | – |
-1,196
| Closed | -$52K | – |
|
1337
Hello Group
MOMO
$648M
| – | – |
-15,195
| Closed | -$244K | – |
|
1338
Microsoft
MSFT
$4.03T
| – | – |
-112,265
| Closed | -$4.96M | – |
|
1339
MSG Knickerbockers Corp.
MSGK
$7.62B
| – | – |
-3,069
| Closed | -$182K | – |
|
1340
M&T Bank
MTB
$31.8B
| – | – |
-432
| Closed | -$53K | – |
|
1341
Micron Technology
MU
$796B
| – | – |
-12,967
| Closed | -$244K | – |
|
1342
Mitsubishi UFJ Financial
MUFG
$243B
| – | – |
-590
| Closed | -$4K | – |
|
1343
Murphy USA
MUSA
$9.38B
| – | – |
-3,192
| Closed | -$178K | – |
|
1344
Nordic American Tanker
NAT
$1.38B
| – | – |
-5,738
| Closed | -$80K | – |
|
1345
Nasdaq
NDAQ
$60.8B
| – | – |
-47,778
| Closed | -$777K | – |
|
1346
NiSource
NI
$21.6B
| – | – |
-154,331
| Closed | -$2.76M | – |
|
1347
Annaly Capital Management
NLY
$14.7B
| – | – |
-9,597
| Closed | -$352K | – |
|
1348
Nelnet
NNI
$4.6B
| – | – |
-68
| Closed | -$2K | – |
|
1349
Norfolk Southern
NSC
$73.2B
| – | – |
-7,338
| Closed | -$641K | – |
|
1350
NetApp
NTAP
$34.1B
| – | – |
-503
| Closed | -$15K | – |
|
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.