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 | |
|---|---|---|---|---|---|---|---|
301
BlackBerry
BB
$5.35B
| $399K | 0.07% |
43,000
+25,399
| +144% | +$195K |
2015 Q2
2 quarters
|
|
302
Cummins
CMI
$62.4B
| $398K | 0.07% |
4,528
-11,925
| -72% | -$1.19M |
2015 Q3
1 quarter
|
|
303
Coty
COTY
$3.55B
| $395K | 0.07% |
15,439
-10,412
| -40% | -$290K |
2015 Q3
1 quarter
|
|
304
Bruker
BRKR
$9.21B
| $394K | 0.07% |
16,264
+14,267
| +714% | +$296K |
2015 Q3
1 quarter
|
|
305
Toll Brothers
TOL
$13.6B
| $391K | 0.07% |
11,763
-19,162
| -62% | -$684K |
2015 Q3
1 quarter
|
|
306
Nucor
NUE
$58.7B
| $388K | 0.07% |
+9,643
| New | +$396K |
2015 Q4
0 quarters
|
|
307
C.H. Robinson
CHRW
$15.6B
| $386K | 0.07% |
+6,231
| New | +$419K |
2015 Q4
0 quarters
|
|
308
DELISTED
Westar Energy Inc
WR
| $385K | 0.07% |
+9,079
| New | +$371K |
2015 Q4
0 quarters
|
|
309
Parker-Hannifin
PH
$121B
| $384K | 0.07% |
3,962
-5,543
| -58% | -$562K |
2015 Q2
2 quarters
|
|
|
ENIA
310
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
| $384K | 0.07% |
58,640
+28,520
| +95% | +$194K |
2015 Q3
1 quarter
|
|
311
Ionis Pharmaceuticals
IONS
$4.55B
| $383K | 0.07% |
+6,200
| New | +$335K |
2015 Q4
0 quarters
|
|
312
Sonoco
SON
$4.81B
| $380K | 0.07% |
9,318
+7,469
| +404% | +$311K |
2015 Q2
2 quarters
|
|
313
ASML
ASML
$577B
| $378K | 0.06% |
+4,267
| New | +$389K |
2015 Q4
0 quarters
|
|
314
HP
HPQ
$26B
| $378K | 0.06% |
31,985
+8,300
| +35% | +$106K |
2015 Q3
1 quarter
|
|
315
Teradata
TDC
$3.12B
| $376K | 0.06% |
+14,255
| New | +$402K |
2015 Q4
0 quarters
|
|
|
WNR
316
DELISTED
Western Refining Inc
WNR
| $376K | 0.06% |
+10,573
| New | +$452K |
2015 Q4
0 quarters
|
|
|
FLTX
317
DELISTED
Fleetmatics Group PLC
FLTX
| $373K | 0.06% |
+7,355
| New | +$408K |
2015 Q4
0 quarters
|
|
318
Enviri
NVRI
$684M
| $372K | 0.06% |
47,215
+31,354
| +198% | +$307K |
2015 Q2
2 quarters
|
|
|
TWO
319
DELISTED
Two Harbors Investment
TWO
| $372K | 0.06% |
5,752
-2,278
| -28% | -$155K |
2015 Q2
2 quarters
|
|
320
Werner Enterprises
WERN
$1.66B
| $371K | 0.06% |
15,876
+2,784
| +21% | +$72.2K |
2015 Q2
2 quarters
|
|
321
Eastman Chemical
EMN
$7.5B
| $369K | 0.06% |
5,476
-13,338
| -71% | -$933K |
2015 Q3
1 quarter
|
|
322
Mid-America Apartment Communities
MAA
$13.5B
| $369K | 0.06% |
4,071
+2,585
| +174% | +$225K |
2015 Q2
2 quarters
|
|
323
Allison Transmission
ALSN
$10.3B
| $368K | 0.06% |
14,244
+9,868
| +226% | +$270K |
2014 Q1
7 quarters
|
|
324
DELISTED
LXP Industrial Trust
LXP
| $365K | 0.06% |
9,127
+5,245
| +135% | +$222K |
2013 Q3
9 quarters
|
|
325
Arthur J. Gallagher & Co
AJG
$71.1B
| $363K | 0.06% |
8,887
-6,267
| -41% | -$269K |
2015 Q3
1 quarter
|
|
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.