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 | |
|---|---|---|---|---|---|---|---|
276
DELISTED
TEGNA Inc
TGNA
| $455K | 0.08% |
27,888
-26
| -0.1% | -$440 |
2015 Q3
1 quarter
|
|
277
VeriSign
VRSN
$28B
| $452K | 0.08% |
+5,176
| New | +$432K |
2015 Q4
0 quarters
|
|
278
AGCO
AGCO
$7.68B
| $449K | 0.08% |
+9,908
| New | +$468K |
2015 Q4
0 quarters
|
|
279
America Movil
AMX
$76.2B
| $448K | 0.08% |
31,929
+20,174
| +172% | +$329K |
2015 Q3
1 quarter
|
|
280
Simon Property Group
SPG
$75.3B
| $447K | 0.08% |
2,301
-1,836
| -44% | -$356K |
2015 Q3
1 quarter
|
|
281
Franklin Templeton
BEN
$18.4B
| $445K | 0.08% |
+12,098
| New | +$473K |
2015 Q4
0 quarters
|
|
282
UGI
UGI
$8.04B
| $445K | 0.08% |
13,200
+5,218
| +65% | +$181K |
2015 Q3
1 quarter
|
|
283
Penske Automotive Group
PAG
$14B
| $442K | 0.08% |
10,449
+8,244
| +374% | +$388K |
2015 Q3
1 quarter
|
|
|
BCR
284
DELISTED
CR Bard Inc.
BCR
| $440K | 0.08% |
+2,325
| New | +$436K |
2015 Q4
0 quarters
|
|
285
DELISTED
Coresite Realty Corporation
COR
| $437K | 0.08% |
+7,712
| New | +$437K |
2015 Q4
0 quarters
|
|
|
TRCO
286
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
| $437K | 0.08% |
+12,939
| New | +$483K |
2015 Q4
0 quarters
|
|
|
WP
287
DELISTED
Worldpay, Inc.
WP
| $430K | 0.07% |
9,075
+2,353
| +35% | +$116K |
2015 Q1
3 quarters
|
|
288
CMS Energy
CMS
$21.7B
| $428K | 0.07% |
+11,885
| New | +$424K |
2015 Q4
0 quarters
|
|
289
DELISTED
CBL& Associates Properties, Inc.
CBL
| $421K | 0.07% |
34,114
-11,048
| -24% | -$151K |
2015 Q3
1 quarter
|
|
|
AET
290
DELISTED
Aetna Inc
AET
| $421K | 0.07% |
+3,898
| New | +$421K |
2015 Q4
0 quarters
|
|
291
DELISTED
BRF SA
BRFS
| $418K | 0.07% |
30,309
+7,313
| +32% | +$115K |
2015 Q3
1 quarter
|
|
292
RTX Corp
RTX
$268B
| $416K | 0.07% |
+6,887
| New | +$417K |
2015 Q4
0 quarters
|
|
293
PTC
PTC
$21.3B
| $412K | 0.07% |
11,903
-24,241
| -67% | -$849K |
2015 Q2
2 quarters
|
|
294
ACI Worldwide
ACIW
$6.14B
| $411K | 0.07% |
19,236
+8,590
| +81% | +$198K |
2015 Q3
1 quarter
|
|
295
DELISTED
Leggett & Platt
LEG
| $410K | 0.07% |
9,770
+9,591
| +5,358% | +$426K |
2015 Q3
1 quarter
|
|
296
SM Energy
SM
$7.7B
| $410K | 0.07% |
+20,895
| New | +$637K |
2015 Q4
0 quarters
|
|
297
SAP
SAP
$270B
| $406K | 0.07% |
5,145
-2,387
| -32% | -$183K |
2015 Q2
2 quarters
|
|
298
DELISTED
bluebird bio
BLUE
| $405K | 0.07% |
487
+260
| +115% | +$260K |
2015 Q2
2 quarters
|
|
299
Somnigroup International
SGI
$14B
| $403K | 0.07% |
22,900
+19,244
| +526% | +$366K |
2015 Q3
1 quarter
|
|
300
Cenovus Energy
CVE
$52.2B
| $400K | 0.07% |
+31,773
| New | +$469K |
2015 Q4
0 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.