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 | |
|---|---|---|---|---|---|---|---|
1376
Progress Software
PRGS
$1.8B
| – | – |
-2,861
| Closed | -$78K | – |
|
1377
Protolabs
PRLB
$1.63B
| – | – |
-548
| Closed | -$36K | – |
|
1378
DELISTED
PROS Holdings
PRO
| – | – |
-3,707
| Closed | -$78K | – |
|
1379
Public Storage
PSA
$62.4B
| – | – |
-2,734
| Closed | -$504K | – |
|
1380
Pearson
PSO
$10.3B
| – | – |
-10,039
| Closed | -$190K | – |
|
1381
Ribbon Communications
RBBN
$253M
| – | – |
-2,193
| Closed | -$15K | – |
|
1382
Regency Centers
REG
$14B
| – | – |
-13,625
| Closed | -$803K | – |
|
1383
Regions Financial
RF
$24.4B
| – | – |
-34,183
| Closed | -$354K | – |
|
1384
Repligen
RGEN
$11.2B
| – | – |
-2,153
| Closed | -$88K | – |
|
1385
Regis Corp
RGS
$60.4M
| – | – |
-295
| Closed | -$92K | – |
|
1386
Robert Half
RHI
$4.37B
| – | – |
-14,822
| Closed | -$822K | – |
|
1387
Ryman Hospitality Properties
RHP
$9.48B
| – | – |
-141
| Closed | -$7K | – |
|
1388
Ralph Lauren
RL
$23.6B
| – | – |
-1,651
| Closed | -$218K | – |
|
1389
RingCentral
RNG
$6.07B
| – | – |
-1,600
| Closed | -$29K | – |
|
1390
Rogers Corp
ROG
$2.27B
| – | – |
-5,061
| Closed | -$334K | – |
|
1391
Roper Technologies
ROP
$46.5B
| – | – |
-200
| Closed | -$34K | – |
|
1392
Range Resources
RRC
$11.8B
| – | – |
-6,812
| Closed | -$336K | – |
|
1393
RTX Corp
RTX
$268B
| – | – |
-28,667
| Closed | -$2M | – |
|
1394
Revvity
RVTY
$17.7B
| – | – |
-1,628
| Closed | -$85K | – |
|
1395
Sonic Automotive
SAH
$1.97B
| – | – |
-13,415
| Closed | -$319K | – |
|
1396
Sabesp
SBS
$16.9B
| – | – |
-29,392
| Closed | -$29K | – |
|
1397
Sibanye-Stillwater
SBSW
$6.56B
| – | – |
-3,692
| Closed | -$22K | – |
|
1398
DELISTED
Steelcase
SCS
| – | – |
-3,649
| Closed | -$69K | – |
|
1399
DELISTED
Select Medical
SEM
| – | – |
-30,050
| Closed | -$262K | – |
|
1400
Sunstone Hotel Investors
SHO
$2.36B
| – | – |
-53,151
| Closed | -$797K | – |
|
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.