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 | |
|---|---|---|---|---|---|---|---|
|
CHL
451
DELISTED
China Mobile Limited
CHL
| $203K | 0.03% |
+3,612
| New | +$213K |
2015 Q4
0 quarters
|
|
452
UMB Financial
UMBF
$10.1B
| $202K | 0.03% |
4,343
+3,696
| +571% | +$187K |
2015 Q3
1 quarter
|
|
|
OPB
453
DELISTED
Opus Bank Common Stock
OPB
| $202K | 0.03% |
+5,490
| New | +$207K |
2015 Q4
0 quarters
|
|
454
DELISTED
LiveRamp
RAMP
| $201K | 0.03% |
+9,621
| New | +$210K |
2015 Q4
0 quarters
|
|
455
Royal Gold
RGLD
$21.6B
| $201K | 0.03% |
5,536
-8,546
| -61% | -$357K |
2015 Q3
1 quarter
|
|
456
Scorpio Tankers
STNG
$4.26B
| $201K | 0.03% |
2,517
-2,214
| -47% | -$197K |
2015 Q3
1 quarter
|
|
|
FDC
457
DELISTED
First Data Corporation
FDC
| $201K | 0.03% |
+12,559
| New | +$206K |
2015 Q4
0 quarters
|
|
458
Philips
PHG
$29.4B
| $200K | 0.03% |
10,982
-21,509
| -66% | -$403K |
2015 Q2
2 quarters
|
|
459
Sensient Technologies
SXT
$4.94B
| $198K | 0.03% |
3,166
-3,175
| -50% | -$205K |
2015 Q3
1 quarter
|
|
460
OGE Energy
OGE
$10.6B
| $197K | 0.03% |
7,513
-34,163
| -82% | -$917K |
2014 Q4
4 quarters
|
|
461
Teekay
TK
$1.17B
| $196K | 0.03% |
+19,946
| New | +$519K |
2015 Q4
0 quarters
|
|
462
DELISTED
Elme Communities
ELME
| $195K | 0.03% |
7,221
-3,984
| -36% | -$108K |
2015 Q3
1 quarter
|
|
|
RDS.B
463
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
| $194K | 0.03% |
4,235
+521
| +14% | +$26.3K |
2015 Q2
2 quarters
|
|
464
ATI
ATI
$25.8B
| $192K | 0.03% |
17,078
-12,090
| -41% | -$166K |
2015 Q3
1 quarter
|
|
465
Wheaton Precious Metals
WPM
$59.9B
| $192K | 0.03% |
15,501
-11,090
| -42% | -$146K |
2015 Q3
1 quarter
|
|
466
American Airlines Group
AAL
$8.82B
| $191K | 0.03% |
+4,532
| New | +$196K |
2015 Q4
0 quarters
|
|
467
Pembina Pipeline
PBA
$29.1B
| $191K | 0.03% |
8,817
+1,541
| +21% | +$37K |
2015 Q3
1 quarter
|
|
468
DELISTED
Chesapeake Energy Corporation
CHK
| $191K | 0.03% |
+213
| New | +$265K |
2015 Q4
0 quarters
|
|
469
Diversified Healthcare Trust
DHC
$1.77B
| $190K | 0.03% |
12,816
-12,042
| -48% | -$180K |
2014 Q3
5 quarters
|
|
470
J.M. Smucker
SJM
$14.1B
| $190K | 0.03% |
1,546
-2,938
| -66% | -$350K |
2014 Q3
5 quarters
|
|
471
Essential Utilities
WTRG
$12.8B
| $188K | 0.03% |
6,337
-4,893
| -44% | -$141K |
2015 Q3
1 quarter
|
|
|
CLNY
472
DELISTED
Colony Capital, Inc.
CLNY
| $187K | 0.03% |
9,644
+982
| +11% | +$20K |
2015 Q2
2 quarters
|
|
473
Encompass Health
EHC
$13.8B
| $186K | 0.03% |
+6,725
| New | +$191K |
2015 Q4
0 quarters
|
|
474
DELISTED
Kennedy-Wilson Holdings
KW
| $186K | 0.03% |
7,755
-8,661
| -53% | -$213K |
2014 Q3
5 quarters
|
|
475
Home BancShares
HOMB
$5.96B
| $185K | 0.03% |
+9,146
| New | +$195K |
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.