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 | |
|---|---|---|---|---|---|---|---|
226
RPM International
RPM
$13.2B
| $558K | 0.1% |
+12,676
| New | +$571K |
2015 Q4
0 quarters
|
|
227
Enbridge
ENB
$107B
| $556K | 0.1% |
16,773
+9,600
| +134% | +$361K |
2015 Q3
1 quarter
|
|
|
BEAV
228
DELISTED
B/E Aerospace Inc
BEAV
| $556K | 0.1% |
13,123
+2,690
| +26% | +$120K |
2015 Q2
2 quarters
|
|
229
Golar LNG
GLNG
$4.39B
| $555K | 0.1% |
+35,212
| New | +$899K |
2015 Q4
0 quarters
|
|
230
Labcorp
LH
$30.2B
| $555K | 0.1% |
5,232
-42,248
| -89% | -$4.36M |
2015 Q3
1 quarter
|
|
231
Bankunited
BKU
$3.13B
| $552K | 0.09% |
+15,326
| New | +$570K |
2015 Q4
0 quarters
|
|
|
ESL
232
DELISTED
Esterline Technologies
ESL
| $550K | 0.09% |
+6,794
| New | +$554K |
2015 Q4
0 quarters
|
|
233
Radian Group
RDN
$4.65B
| $549K | 0.09% |
41,005
+25,360
| +162% | +$372K |
2014 Q4
4 quarters
|
|
234
Arch Capital
ACGL
$35.6B
| $548K | 0.09% |
23,577
+23,013
| +4,080% | +$566K |
2015 Q3
1 quarter
|
|
235
Empire State Realty Trust
ESRT
$827M
| $545K | 0.09% |
30,162
+12,496
| +71% | +$224K |
2015 Q3
1 quarter
|
|
236
FedEx
FDX
$74.8B
| $542K | 0.09% |
3,641
-4,276
| -54% | -$661K |
2014 Q4
4 quarters
|
|
237
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $540K | 0.09% |
11,766
+4,014
| +52% | +$204K |
2015 Q3
1 quarter
|
|
238
Herc Holdings
HRI
$5.57B
| $538K | 0.09% |
+12,615
| New | +$633K |
2015 Q4
0 quarters
|
|
239
Kroger
KR
$41.2B
| $538K | 0.09% |
+12,881
| New | +$499K |
2015 Q4
0 quarters
|
|
240
Extra Space Storage
EXR
$33B
| $537K | 0.09% |
+6,091
| New | +$500K |
2015 Q4
0 quarters
|
|
241
DELISTED
Valspar
VAL
| $537K | 0.09% |
+6,480
| New | +$525K |
2015 Q4
0 quarters
|
|
242
Assured Guaranty
AGO
$3.22B
| $531K | 0.09% |
20,094
+2,803
| +16% | +$75.2K |
2015 Q1
3 quarters
|
|
243
RLJ Lodging Trust
RLJ
$1.97B
| $531K | 0.09% |
24,562
+12,988
| +112% | +$318K |
2015 Q3
1 quarter
|
|
244
Vertex Pharmaceuticals
VRTX
$138B
| $530K | 0.09% |
4,217
-4,526
| -52% | -$546K |
2015 Q1
3 quarters
|
|
245
Wayfair
W
$15.3B
| $529K | 0.09% |
11,126
-1,405
| -11% | -$59.5K |
2015 Q3
1 quarter
|
|
246
Copart
CPRT
$29.6B
| $526K | 0.09% |
110,912
+58,992
| +114% | +$272K |
2015 Q1
3 quarters
|
|
|
ENDP
247
DELISTED
Endo International plc
ENDP
| $518K | 0.09% |
+8,463
| New | +$514K |
2015 Q4
0 quarters
|
|
248
Lincoln National
LNC
$7.96B
| $516K | 0.09% |
10,281
-3,297
| -24% | -$173K |
2015 Q3
1 quarter
|
|
249
YPF Sociedad Anonima ADS
YPF
$14.6B
| $515K | 0.09% |
32,781
+8,122
| +33% | +$149K |
2015 Q3
1 quarter
|
|
|
HTS
250
DELISTED
HATTERAS FINANCIAL CORP
HTS
| $511K | 0.09% |
38,890
-14,129
| -27% | -$204K |
2015 Q2
2 quarters
|
|
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.