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 | |
|---|---|---|---|---|---|---|---|
|
AGN
126
DELISTED
Allergan plc
AGN
| $1.29M | 0.22% |
+4,133
| New | +$1.23M |
2015 Q4
0 quarters
|
|
127
Tyson Foods
TSN
$21.1B
| $1.27M | 0.22% |
+23,758
| New | +$1.14M |
2015 Q4
0 quarters
|
|
128
Allstate
ALL
$68B
| $1.26M | 0.22% |
20,285
-3,135
| -13% | -$195K |
2015 Q2
2 quarters
|
|
129
Aon
AON
$73.1B
| $1.26M | 0.22% |
13,664
-11,542
| -46% | -$1.08M |
2015 Q3
1 quarter
|
|
130
Trane Technologies
TT
$89.9B
| $1.2M | 0.21% |
21,663
-62,828
| -74% | -$3.53M |
2015 Q2
2 quarters
|
|
131
Nabors Industries
NBR
$1.15B
| $1.2M | 0.21% |
2,809
+2,462
| +710% | +$1.21M |
2015 Q1
3 quarters
|
|
132
ServiceNow
NOW
$113B
| $1.18M | 0.2% |
+68,090
| New | +$1.12M |
2015 Q4
0 quarters
|
|
133
Applied Materials
AMAT
$293B
| $1.16M | 0.2% |
62,253
-34,780
| -36% | -$604K |
2015 Q3
1 quarter
|
|
|
134
AB InBev
BUD
$165B
| $1.16M | 0.2% |
9,260
-78,599
| -89% | -$9.5M |
2015 Q1
3 quarters
|
|
135
Vipshop
VIPS
$6.55B
| $1.15M | 0.2% |
75,619
-4,369
| -5% | -$76.6K |
2014 Q3
5 quarters
|
|
136
Regeneron Pharmaceuticals
REGN
$96.3B
| $1.14M | 0.2% |
2,096
-8,294
| -80% | -$4.49M |
2015 Q2
2 quarters
|
|
137
Zions Bancorporation
ZION
$9.7B
| $1.14M | 0.19% |
+41,609
| New | +$1.19M |
2015 Q4
0 quarters
|
|
138
SLB Ltd
SLB
$76.1B
| $1.13M | 0.19% |
16,224
+12,377
| +322% | +$927K |
2014 Q3
5 quarters
|
|
139
Stanley Black & Decker
SWK
$17.9B
| $1.13M | 0.19% |
+10,595
| New | +$1.12M |
2015 Q4
0 quarters
|
|
140
NXP Semiconductors
NXPI
$66.8B
| $1.13M | 0.19% |
13,368
+4,871
| +57% | +$417K |
2015 Q3
1 quarter
|
|
141
Coca-Cola
KO
$412B
| $1.12M | 0.19% |
+26,166
| New | +$1.11M |
2015 Q4
0 quarters
|
|
142
Huntington Bancshares
HBAN
$32.4B
| $1.1M | 0.19% |
+99,249
| New | +$1.11M |
2015 Q4
0 quarters
|
|
143
Harley-Davidson
HOG
$3.6B
| $1.09M | 0.19% |
23,955
-749
| -3% | -$36.9K |
2015 Q3
1 quarter
|
|
144
Voya Financial
VOYA
$9.48B
| $1.07M | 0.18% |
+28,913
| New | +$1.14M |
2015 Q4
0 quarters
|
|
145
UnitedHealth
UNH
$367B
| $1.06M | 0.18% |
+9,014
| New | +$1.05M |
2015 Q4
0 quarters
|
|
146
Analog Devices
ADI
$197B
| $1.04M | 0.18% |
+18,712
| New | +$1.1M |
2015 Q4
0 quarters
|
|
|
SIVB
147
DELISTED
SVB Financial Group
SIVB
| $1.02M | 0.18% |
8,602
+2,590
| +43% | +$321K |
2015 Q1
3 quarters
|
|
148
GameStop
GME
$12.7B
| $1.01M | 0.17% |
144,624
+129,812
| +876% | +$1.25M |
2014 Q3
5 quarters
|
|
149
T-Mobile US
TMUS
$169B
| $1.01M | 0.17% |
+25,904
| New | +$1M |
2015 Q4
0 quarters
|
|
150
T. Rowe Price
TROW
$24B
| $1.01M | 0.17% |
14,152
-31,278
| -69% | -$2.3M |
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.