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 | |
|---|---|---|---|---|---|---|---|
1426
Toro Company
TTC
$10.1B
| – | – |
-5,464
| Closed | -$185K | – |
|
1427
Take-Two Interactive
TTWO
$41.2B
| – | – |
-9,417
| Closed | -$259K | – |
|
1428
Texas Instruments
TXN
$270B
| – | – |
-92,359
| Closed | -$4.76M | – |
|
1429
UBS Group
UBS
$149B
| – | – |
-10,632
| Closed | -$225K | – |
|
1430
UDR
UDR
$11.5B
| – | – |
-17,704
| Closed | -$567K | – |
|
1431
Urban Edge Properties
UE
$2.6B
| – | – |
-4,197
| Closed | -$87K | – |
|
1432
Unum
UNM
$12.6B
| – | – |
-1,916
| Closed | -$68K | – |
|
1433
Union Pacific
UNP
$177B
| – | – |
-69,352
| Closed | -$6.61M | – |
|
1434
United Rentals
URI
$68.7B
| – | – |
-1,335
| Closed | -$116K | – |
|
1435
Universal Insurance Holdings
UVE
$1.32B
| – | – |
-2,330
| Closed | -$56K | – |
|
1436
Universal Corp
UVV
$952M
| – | – |
-300
| Closed | -$17K | – |
|
1437
Visa
V
$788B
| – | – |
-85,148
| Closed | -$5.72M | – |
|
1438
Vivani Medical
VANI
$100M
| – | – |
-111
| Closed | -$36K | – |
|
1439
VEON
VEON
$5.17B
| – | – |
-385
| Closed | -$47K | – |
|
1440
Viavi Solutions
VIAV
$7.61B
| – | – |
-11,227
| Closed | -$73K | – |
|
1441
Vince Holding Corp
VNCE
$168M
| – | – |
-170
| Closed | -$20K | – |
|
1442
Voya Financial
VOYA
$9.39B
| – | – |
-40,988
| Closed | -$1.9M | – |
|
1443
Verisk Analytics
VRSK
$25.7B
| – | – |
-10,518
| Closed | -$765K | – |
|
1444
VeriSign
VRSN
$27.7B
| – | – |
-3,072
| Closed | -$189K | – |
|
1445
Viatris
VTRS
$23.5B
| – | – |
-46,839
| Closed | -$3.18M | – |
|
1446
Walker & Dunlop
WD
$1.38B
| – | – |
-2,920
| Closed | -$78K | – |
|
1447
Western Digital
WDC
$106B
| – | – |
-62,485
| Closed | -$3.7M | – |
|
1448
Wells Fargo
WFC
$257B
| – | – |
-74,074
| Closed | -$4.16M | – |
|
1449
Westlake Corp
WLK
$8.04B
| – | – |
-2,903
| Closed | -$199K | – |
|
1450
Williams Companies
WMB
$84.3B
| – | – |
-19,837
| Closed | -$1.14M | – |
|
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.