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 | |
|---|---|---|---|---|---|---|---|
1401
SITE Centers
SITC
$36.8M
| – | – |
-55,503
| Closed | -$1.1M | – |
|
1402
ScottsMiracle-Gro
SMG
$3.79B
| – | – |
-4,408
| Closed | -$260K | – |
|
1403
Smith & Nephew
SNN
$12.8B
| – | – |
-3,541
| Closed | -$120K | – |
|
1404
Sohu.com
SOHU
$324M
| – | – |
-8,375
| Closed | -$494K | – |
|
1405
DELISTED
SpartanNash
SPTN
| – | – |
-746
| Closed | -$24K | – |
|
1406
Sempra
SRE
$51.1B
| – | – |
-83,462
| Closed | -$4.13M | – |
|
1407
Simpson Manufacturing
SSD
$8.15B
| – | – |
-409
| Closed | -$13K | – |
|
1408
Steris
STE
$24.7B
| – | – |
-6,694
| Closed | -$431K | – |
|
1409
Stellantis
STLA
$12.4B
| – | – |
-9,937
| Closed | -$94K | – |
|
1410
Seagate
STX
$114B
| – | – |
-3,812
| Closed | -$181K | – |
|
1411
Constellation Brands
STZ
$24.6B
| – | – |
-15,147
| Closed | -$1.76M | – |
|
1412
Suncor Energy
SU
$77.9B
| – | – |
-19,704
| Closed | -$542K | – |
|
1413
DELISTED
Supernus Pharmaceuticals
SUPN
| – | – |
-10,889
| Closed | -$184K | – |
|
1414
Service Properties Trust
SVC
$671M
| – | – |
-3,517
| Closed | -$503K | – |
|
1415
Synaptics
SYNA
$4.66B
| – | – |
-6,477
| Closed | -$561K | – |
|
1416
Molson Coors Class B
TAP
$7.34B
| – | – |
-19,346
| Closed | -$1.35M | – |
|
1417
Bio-Techne
TECH
$11.4B
| – | – |
-232
| Closed | -$5K | – |
|
1418
TE Connectivity
TEL
$62.5B
| – | – |
-47,291
| Closed | -$3.04M | – |
|
1419
Tenet Healthcare
THC
$23.1B
| – | – |
-5,361
| Closed | -$310K | – |
|
1420
T-Mobile US
TMUS
$177B
| – | – |
-8,976
| Closed | -$347K | – |
|
1421
TriNet
TNET
$2.95B
| – | – |
-9,409
| Closed | -$238K | – |
|
1422
Tapestry
TPR
$26.7B
| – | – |
-30,054
| Closed | -$1.04M | – |
|
1423
LendingTree
TREE
$498M
| – | – |
-854
| Closed | -$67K | – |
|
1424
Trinity Industries
TRN
$2.35B
| – | – |
-6,366
| Closed | -$121K | – |
|
1425
DELISTED
TrueCar
TRUE
| – | – |
-7,296
| Closed | -$87K | – |
|
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.