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 | |
|---|---|---|---|---|---|---|---|
1251
Macy's
M
$6.45B
| – | – |
-118,553
| Closed | -$6.08M | – |
|
1252
Medifast
MED
$145M
| – | – |
-400
| Closed | -$10K | – |
|
1253
Mercado Libre
MELI
$75.6B
| – | – |
-4,285
| Closed | -$390K | – |
|
1254
Manulife Financial
MFC
$72.8B
| – | – |
-19,958
| Closed | -$308K | – |
|
1255
Mohawk Industries
MHK
$8.57B
| – | – |
-26,817
| Closed | -$4.88M | – |
|
1256
Kestrel Group
KG
$29.4M
| – | – |
-86
| Closed | -$23K | – |
|
1257
Marsh
MRSH
$98.8B
| – | – |
-47,858
| Closed | -$2.5M | – |
|
1258
Altria Group
MO
$131B
| – | – |
-67,614
| Closed | -$3.68M | – |
|
1259
Marathon Petroleum
MPC
$113B
| – | – |
-815
| Closed | -$37K | – |
|
1260
MPLX
MPLX
$58B
| – | – |
-7,133
| Closed | -$272K | – |
|
1261
Monolithic Power Systems
MPWR
$67.8B
| – | – |
-2,683
| Closed | -$137K | – |
|
1262
Merck
MRK
$364B
| – | – |
-32,401
| Closed | -$1.53M | – |
|
1263
Mine Safety
MSA
$6.71B
| – | – |
-1,413
| Closed | -$56K | – |
|
1264
MSCI
MSCI
$47.1B
| – | – |
-10,038
| Closed | -$596K | – |
|
1265
Motorola Solutions
MSI
$87.8B
| – | – |
-13,981
| Closed | -$956K | – |
|
1266
Strategy Inc
MSTR
$47.2B
| – | – |
-4,090
| Closed | -$80K | – |
|
1267
Meritage Homes
MTH
$4.15B
| – | – |
-6,116
| Closed | -$111K | – |
|
1268
Matrix Service
MTRX
$258M
| – | – |
-353
| Closed | -$7K | – |
|
1269
MasTec
MTZ
$14.7B
| – | – |
-7,550
| Closed | -$119K | – |
|
1270
Murphy Oil
MUR
$5.28B
| – | – |
-15,717
| Closed | -$380K | – |
|
1271
Neurocrine Biosciences
NBIX
$16.9B
| – | – |
-2,141
| Closed | -$85K | – |
|
1272
NextEra Energy
NEE
$179B
| – | – |
-57,912
| Closed | -$1.41M | – |
|
1273
National Fuel Gas
NFG
$7.29B
| – | – |
-4,251
| Closed | -$212K | – |
|
1274
National Grid
NGG
$84.7B
| – | – |
-1,658
| Closed | -$111K | – |
|
1275
NGL Energy Partners
NGL
$1.89B
| – | – |
-5,307
| Closed | -$105K | – |
|
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.