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 | |
|---|---|---|---|---|---|---|---|
|
LNKD
101
DELISTED
LinkedIn Corporation
LNKD
| $1.59M | 0.27% |
+7,071
| New | +$1.6M |
2015 Q4
0 quarters
|
|
102
DELISTED
Pioneer Natural Resource Co.
PXD
| $1.58M | 0.27% |
+12,583
| New | +$1.73M |
2015 Q4
0 quarters
|
|
|
XLNX
103
DELISTED
Xilinx Inc
XLNX
| $1.57M | 0.27% |
+33,363
| New | +$1.58M |
2015 Q4
0 quarters
|
|
104
Wabtec
WAB
$48.2B
| $1.56M | 0.27% |
21,944
+16,117
| +277% | +$1.29M |
2015 Q2
2 quarters
|
|
105
Corning
GLW
$109B
| $1.55M | 0.27% |
+84,983
| New | +$1.54M |
2015 Q4
0 quarters
|
|
|
TFCFA
106
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $1.54M | 0.26% |
+56,517
| New | +$1.64M |
2015 Q4
0 quarters
|
|
|
WRI
107
DELISTED
Weingarten Realty Investors
WRI
| $1.5M | 0.26% |
43,382
+26,173
| +152% | +$903K |
2015 Q3
1 quarter
|
|
108
Western Union
WU
$1.92B
| $1.49M | 0.26% |
+83,459
| New | +$1.58M |
2015 Q4
0 quarters
|
|
109
Vodafone
VOD
$36.4B
| $1.49M | 0.25% |
+46,082
| New | +$1.5M |
2015 Q4
0 quarters
|
|
110
DTE Energy
DTE
$28.2B
| $1.48M | 0.25% |
21,634
-21,641
| -50% | -$1.49M |
2015 Q3
1 quarter
|
|
111
Johnson & Johnson
JNJ
$674B
| $1.47M | 0.25% |
+14,352
| New | +$1.44M |
2015 Q4
0 quarters
|
|
112
Cadence Design Systems
CDNS
$91.8B
| $1.42M | 0.24% |
+68,015
| New | +$1.48M |
2015 Q4
0 quarters
|
|
|
WFM
113
DELISTED
Whole Foods Market Inc
WFM
| $1.41M | 0.24% |
+42,007
| New | +$1.34M |
2015 Q4
0 quarters
|
|
114
Elevance Health
ELV
$92.1B
| $1.39M | 0.24% |
+9,975
| New | +$1.37M |
2015 Q4
0 quarters
|
|
115
SBA Communications
SBAC
$19.9B
| $1.38M | 0.24% |
13,179
-1,836
| -12% | -$199K |
2015 Q1
3 quarters
|
|
116
Ametek
AME
$57.5B
| $1.38M | 0.24% |
+25,671
| New | +$1.41M |
2015 Q4
0 quarters
|
|
|
SCTY
117
DELISTED
SolarCity Corporation
SCTY
| $1.37M | 0.24% |
26,854
+13,330
| +99% | +$517K |
2015 Q3
1 quarter
|
|
118
DELISTED
TD Ameritrade Holding Corp
AMTD
| $1.37M | 0.23% |
+39,426
| New | +$1.37M |
2015 Q4
0 quarters
|
|
|
TYC
119
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
| $1.37M | 0.23% |
40,989
-30,027
| -42% | -$1.1M |
2015 Q2
2 quarters
|
|
120
American Tower
AMT
$87.2B
| $1.35M | 0.23% |
+13,888
| New | +$1.35M |
2015 Q4
0 quarters
|
|
121
International Paper
IP
$19.1B
| $1.34M | 0.23% |
37,684
-58,312
| -61% | -$2.24M |
2015 Q2
2 quarters
|
|
122
W.W. Grainger
GWW
$65B
| $1.33M | 0.23% |
+6,578
| New | +$1.35M |
2015 Q4
0 quarters
|
|
123
Edwards Lifesciences
EW
$54.4B
| $1.32M | 0.23% |
+50,262
| New | +$1.31M |
2015 Q4
0 quarters
|
|
|
124
Sherwin-Williams
SHW
$80.6B
| $1.31M | 0.23% |
15,186
-130,485
| -90% | -$11.3M |
2015 Q1
3 quarters
|
|
125
RH
RH
$2.82B
| $1.3M | 0.22% |
+16,411
| New | +$1.52M |
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.