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 | |
|---|---|---|---|---|---|---|---|
1276
National Health Investors
NHI
$3.17B
| – | – |
-2,937
| Closed | -$168K | – |
|
1277
Nomura Holdings
NMR
$27.9B
| – | – |
-1,660
| Closed | -$9K | – |
|
1278
NNN REIT
NNN
$7.94B
| – | – |
-1,673
| Closed | -$60K | – |
|
1279
Noah Holdings
NOAH
$452M
| – | – |
-220
| Closed | -$5K | – |
|
1280
NOV
NOV
$6.35B
| – | – |
-63,347
| Closed | -$2.38M | – |
|
1281
Insperity
NSP
$1.9B
| – | – |
-7,254
| Closed | -$159K | – |
|
1282
NetEase
NTES
$78.5B
| – | – |
-22,360
| Closed | -$537K | – |
|
1283
Novavax
NVAX
$1.45B
| – | – |
-1,329
| Closed | -$187K | – |
|
1284
Newell Brands
NWL
$2.45B
| – | – |
-26,442
| Closed | -$1.05M | – |
|
1285
New York Times
NYT
$11.4B
| – | – |
-8,767
| Closed | -$103K | – |
|
1286
Old Dominion Freight Line
ODFL
$35.4B
| – | – |
-37,290
| Closed | -$758K | – |
|
1287
OFG Bancorp
OFG
$2.15B
| – | – |
-24,630
| Closed | -$215K | – |
|
1288
Omnicom Group
OMC
$23.7B
| – | – |
-26,530
| Closed | -$1.75M | – |
|
1289
Omeros
OMER
$1.3B
| – | – |
-10,623
| Closed | -$116K | – |
|
1290
Old Republic International
ORI
$9.6B
| – | – |
-12,204
| Closed | -$190K | – |
|
1291
Plains All American Pipeline
PAA
$17.2B
| – | – |
-27,335
| Closed | -$830K | – |
|
1292
Prestige Consumer Healthcare
PBH
$2.15B
| – | – |
-1,110
| Closed | -$50K | – |
|
1293
Petrobras
PBR
$117B
| – | – |
-7,784
| Closed | -$33K | – |
|
1294
PACCAR
PCAR
$56B
| – | – |
-152,394
| Closed | -$5.3M | – |
|
1295
Pebblebrook Hotel Trust
PEB
$2.41B
| – | – |
-1,187
| Closed | -$42K | – |
|
1296
Pfizer
PFE
$164B
| – | – |
-97,136
| Closed | -$2.89M | – |
|
|
PGRE
1297
DELISTED
Paramount Group
PGRE
| – | – |
-26,230
| Closed | -$440K | – |
|
1298
PLDT
PHI
$3.48B
| – | – |
-4,162
| Closed | -$192K | – |
|
1299
Dave & Buster's
PLAY
$273M
| – | – |
-6,858
| Closed | -$259K | – |
|
1300
Philip Morris
PM
$307B
| – | – |
-47,693
| Closed | -$3.78M | – |
|
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.