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 | |
|---|---|---|---|---|---|---|---|
1351
Novo Nordisk
NVO
$178B
| – | – |
-19,308
| Closed | -$528K | – |
|
1352
NVR
NVR
$16B
| – | – |
-184
| Closed | -$246K | – |
|
1353
News Corp Class B
NWS
$15.7B
| – | – |
-9,419
| Closed | -$134K | – |
|
1354
Omega Healthcare
OHI
$14.7B
| – | – |
-1,507
| Closed | -$51K | – |
|
1355
Grupo Aeroportuario del Pacifico
PAC
$14.2B
| – | – |
-1,400
| Closed | -$95K | – |
|
1356
Pacific Biosciences
PACB
$693M
| – | – |
-260
| Closed | -$1K | – |
|
1357
DELISTED
Paramount Global Class B
PARA
| – | – |
-58,001
| Closed | -$3.22M | – |
|
1358
Paycom
PAYC
$10.6B
| – | – |
-3,170
| Closed | -$108K | – |
|
1359
Paychex
PAYX
$41.1B
| – | – |
-42,334
| Closed | -$1.98M | – |
|
1360
Prosperity Bancshares
PB
$8.72B
| – | – |
-2,744
| Closed | -$158K | – |
|
1361
PBF Energy
PBF
$7.96B
| – | – |
-6,207
| Closed | -$176K | – |
|
1362
Pitney Bowes
PBI
$2.08B
| – | – |
-4,973
| Closed | -$103K | – |
|
1363
Puma Biotechnology
PBYI
$417M
| – | – |
-800
| Closed | -$93K | – |
|
1364
PepsiCo
PEP
$194B
| – | – |
-13,329
| Closed | -$1.24M | – |
|
1365
Procter & Gamble
PG
$392B
| – | – |
-88,403
| Closed | -$6.92M | – |
|
1366
Pultegroup
PHM
$24.8B
| – | – |
-11,389
| Closed | -$229K | – |
|
1367
Piper Sandler
PIPR
$4.74B
| – | – |
-4,196
| Closed | -$45K | – |
|
1368
Prologis
PLD
$123B
| – | – |
-42,329
| Closed | -$1.57M | – |
|
1369
ePlus
PLUS
$2.48B
| – | – |
-448
| Closed | -$8K | – |
|
1370
PNC Financial Services
PNC
$91.4B
| – | – |
-58,378
| Closed | -$5.58M | – |
|
1371
Pinnacle Financial Partners Inc
PNFP
$15.5B
| – | – |
-966
| Closed | -$52K | – |
|
1372
Post Holdings
POST
$3.6B
| – | – |
-929
| Closed | -$32K | – |
|
1373
Power Integrations
POWI
$2.42B
| – | – |
-5,106
| Closed | -$115K | – |
|
1374
DELISTED
ProAssurance
PRA
| – | – |
-2,765
| Closed | -$127K | – |
|
1375
Perdoceo Education
PRDO
$1.8B
| – | – |
-596
| Closed | -$1K | – |
|
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.