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 | |
|---|---|---|---|---|---|---|---|
1201
Honda
HMC
$43.5B
| $0 | ﹤0.01% |
+12
| New | +$389 |
2015 Q4
0 quarters
|
|
|
1202
Honeywell
HON
$70.9B
| – | – |
-100,442
| Closed | -$8.55M | – |
|
1203
H&R Block
HRB
$6.17B
| – | – |
-49,768
| Closed | -$1.8M | – |
|
1204
Heritage Insurance Holdings
HRTG
$993M
| – | – |
-9,436
| Closed | -$186K | – |
|
1205
Host Hotels & Resorts
HST
$17.5B
| – | – |
-103,413
| Closed | -$1.63M | – |
|
1206
Huntsman Corp
HUN
$1.69B
| – | – |
-52,805
| Closed | -$511K | – |
|
1207
Huron Consulting
HURN
$2.64B
| – | – |
-5,025
| Closed | -$314K | – |
|
1208
Hancock Whitney
HWC
$5.17B
| – | – |
-6,651
| Closed | -$179K | – |
|
1209
Hexcel
HXL
$6.05B
| – | – |
-8,583
| Closed | -$385K | – |
|
1210
Integra LifeSciences
IART
$1.12B
| – | – |
-3,030
| Closed | -$90K | – |
|
1211
Intercontinental Exchange
ICE
$99.4B
| – | – |
-3,645
| Closed | -$171K | – |
|
1212
Icon
ICLR
$15B
| – | – |
-5,813
| Closed | -$412K | – |
|
1213
International Flavors & Fragrances
IFF
$20.1B
| – | – |
-1,295
| Closed | -$133K | – |
|
1214
InterContinental Hotels
IHG
$25.9B
| – | – |
-1,666
| Closed | -$76K | – |
|
1215
Illumina
ILMN
$31.7B
| – | – |
-15,899
| Closed | -$2.72M | – |
|
1216
Intel
INTC
$325B
| – | – |
-9,501
| Closed | -$286K | – |
|
1217
Innoviva
INVA
$1.35B
| – | – |
-6,183
| Closed | -$44K | – |
|
1218
Iovance Biotherapeutics
IOVA
$3.53B
| – | – |
-2,600
| Closed | -$14K | – |
|
1219
DELISTED
Interpublic Group of Companies
IPG
| – | – |
-16,237
| Closed | -$310K | – |
|
1220
IPG Photonics
IPGP
$3.01B
| – | – |
-643
| Closed | -$48K | – |
|
1221
DELISTED
iRobot
IRBT
| – | – |
-206
| Closed | -$6K | – |
|
1222
Iridium Communications
IRDM
$4.89B
| – | – |
-8,415
| Closed | -$51K | – |
|
1223
Intuitive Surgical
ISRG
$152B
| – | – |
-47,817
| Closed | -$2.44M | – |
|
1224
Gartner
IT
$12B
| – | – |
-1,593
| Closed | -$133K | – |
|
1225
ITT
ITT
$19.1B
| – | – |
-3,737
| Closed | -$124K | – |
|
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.