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 |
United Parcel Service
UPS
|
+$13.1M |
| 2 |
Walt Disney
DIS
|
+$11.5M |
| 3 |
Chipotle Mexican Grill
CMG
|
+$9.21M |
| 4 |
Eli Lilly
LLY
|
+$9.14M |
| 5 |
Nike
NKE
|
+$9.09M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Sherwin-Williams
SHW
|
+$11.3M |
| 2 |
AB InBev
BUD
|
+$9.5M |
| 3 |
CVS Health
CVS
|
+$8.83M |
| 4 |
Honeywell
HON
|
+$8.55M |
| 5 |
Teva Pharmaceutical Industries Limited
TEVA
|
+$7.79M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 14.56% |
| 2 | Industrials | 12.84% |
| 3 | Technology | 12.57% |
| 4 | Healthcare | 12.33% |
| 5 | Financials | 11.71% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
1076
BGC Group
BGC
$5.24B
| – | – |
-51,848
| Closed | -$274K | – |
|
1077
B&G Foods
BGS
$272M
| – | – |
-3,657
| Closed | -$133K | – |
|
1078
Biglari Holdings Class B
BH
$1.2B
| – | – |
-158
| Closed | -$38K | – |
|
1079
Bausch Health
BHC
$3.09B
| – | – |
-16,583
| Closed | -$2.96M | – |
|
1080
Benchmark Electronics
BHE
$2.32B
| – | – |
-11,745
| Closed | -$255K | – |
|
1081
BHP
BHP
$205B
| – | – |
-71,117
| Closed | -$2.01M | – |
|
1082
Baidu
BIDU
$26.4B
| – | – |
-880
| Closed | -$120K | – |
|
1083
Bloomin' Brands
BLMN
$868M
| – | – |
-36,715
| Closed | -$667K | – |
|
1084
Banco Macro
BMA
$3.53B
| – | – |
-3,438
| Closed | -$132K | – |
|
1085
Bank of Hawaii
BOH
$2.73B
| – | – |
-532
| Closed | -$33K | – |
|
1086
Broadridge
BR
$21.7B
| – | – |
-5,919
| Closed | -$327K | – |
|
1087
DELISTED
Brookline Bancorp
BRKL
| – | – |
-16,698
| Closed | -$169K | – |
|
1088
Brown & Brown
BRO
$23.4B
| – | – |
-9,482
| Closed | -$146K | – |
|
1089
Brixmor Property Group
BRX
$9.28B
| – | – |
-25,137
| Closed | -$590K | – |
|
1090
BorgWarner
BWA
$10.2B
| – | – |
-32,561
| Closed | -$1.19M | – |
|
1091
Cardinal Health
CAH
$64.3B
| – | – |
-4,340
| Closed | -$333K | – |
|
1092
Caterpillar
CAT
$277B
| – | – |
-35,059
| Closed | -$2.29M | – |
|
1093
Cathay General Bancorp
CATY
$4.3B
| – | – |
-10,099
| Closed | -$302K | – |
|
1094
Cboe Global Markets
CBOE
$38.5B
| – | – |
-177
| Closed | -$11K | – |
|
1095
Coca-Cola Europacific Partners
CCEP
$51.3B
| – | – |
-22,635
| Closed | -$1.09M | – |
|
1096
Crown Castle
CCI
$38.2B
| – | – |
-8,815
| Closed | -$695K | – |
|
1097
Cogent Communications
CCOI
$201M
| – | – |
-4,602
| Closed | -$124K | – |
|
1098
Century Aluminum
CENX
$3.52B
| – | – |
-13,517
| Closed | -$62K | – |
|
1099
Cerus
CERS
$392M
| – | – |
-1,800
| Closed | -$8K | – |
|
1100
CF Industries
CF
$18.3B
| – | – |
-18,899
| Closed | -$848K | – |
|
Similar funds
Quantbot Technologies's Q4 2015 Portfolio in Review
As of Q4 2015, Quantbot Technologies held 1,658 positions worth $583M, up 1.6% from $574M the previous quarter. Its ten largest holdings account for 15% of the portfolio.
Quantbot Technologies deployed $24.7M of net new capital in Q4 2015, opening 494 new positions and adding to 258 existing holdings. Its largest new stake was United Parcel Service: 128,217 shares worth $12.3M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 15% of assets, down from 15% a quarter earlier, followed by Industrials and Technology.
On the sell side, the largest reduction was Sherwin-Williams, an estimated $11.3M trimmed.
- Quantbot Technologies's largest Q4 2015 buy was United Parcel Service: 128,217 shares worth $12.3M.
- Quantbot Technologies added most to Healthpeak Properties in Q4 2015, an estimated $6.34M increase.
- Quantbot Technologies's biggest Q4 2015 reduction was Sherwin-Williams, cutting an estimated $11.3M.
- Quantbot Technologies fully exited CVS Health in Q4 2015, selling an estimated $8.83M.
- Quantbot Technologies's ten largest holdings make up 15% of its $583M portfolio in Q4 2015.
- Quantbot Technologies opened 494 new positions and closed 611 in Q4 2015.
- Quantbot Technologies's portfolio value rose 1.6% quarter-over-quarter to $583M.
Based on Quantbot Technologies's 13F filing for Q4 2015, filed 22 Jan 2016.