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 | |
|---|---|---|---|---|---|---|---|
151
Check Point Software Technologies
CHKP
$15.2B
| $1.01M | 0.17% |
+12,401
| New | +$1.03M |
2015 Q4
0 quarters
|
|
152
Mastercard
MA
$554B
| $1.01M | 0.17% |
10,354
+2,569
| +33% | +$252K |
2015 Q3
1 quarter
|
|
153
Booking.com
BKNG
$111B
| $994K | 0.17% |
+19,500
| New | +$1.03M |
2015 Q4
0 quarters
|
|
|
EGN
154
DELISTED
Energen
EGN
| $994K | 0.17% |
+24,264
| New | +$1.33M |
2015 Q4
0 quarters
|
|
155
Berkshire Hathaway Class B
BRK.B
$1.17T
| $989K | 0.17% |
+7,493
| New | +$1.01M |
2015 Q4
0 quarters
|
|
156
Jazz Pharmaceuticals
JAZZ
$13.8B
| $980K | 0.17% |
+6,974
| New | +$966K |
2015 Q4
0 quarters
|
|
|
RDC
157
DELISTED
Rowan Companies Plc
RDC
| $939K | 0.16% |
+55,449
| New | +$1.06M |
2015 Q4
0 quarters
|
|
158
Dollar Tree
DLTR
$24.9B
| $930K | 0.16% |
12,046
+4,150
| +53% | +$290K |
2015 Q3
1 quarter
|
|
159
Welltower
WELL
$174B
| $925K | 0.16% |
13,604
+1,298
| +11% | +$84.7K |
2015 Q1
3 quarters
|
|
160
Public Service Enterprise Group
PEG
$37B
| $924K | 0.16% |
+23,905
| New | +$959K |
2015 Q4
0 quarters
|
|
161
Portland General Electric
POR
$5.3B
| $923K | 0.16% |
+25,396
| New | +$936K |
2015 Q4
0 quarters
|
|
162
Yum! Brands
YUM
$42.7B
| $923K | 0.16% |
+17,592
| New | +$919K |
2015 Q4
0 quarters
|
|
163
Colgate-Palmolive
CL
$76.9B
| $876K | 0.15% |
+13,164
| New | +$876K |
2015 Q4
0 quarters
|
|
164
Amdocs
DOX
$6.58B
| $875K | 0.15% |
16,038
+4,475
| +39% | +$257K |
2015 Q2
2 quarters
|
|
165
SL Green Realty
SLG
$3.6B
| $869K | 0.15% |
7,952
+6,691
| +531% | +$750K |
2014 Q4
4 quarters
|
|
166
Fortinet
FTNT
$98.9B
| $868K | 0.15% |
+139,360
| New | +$1M |
2015 Q4
0 quarters
|
|
|
LLTC
167
DELISTED
Linear Technology Corp
LLTC
| $861K | 0.15% |
+20,282
| New | +$892K |
2015 Q4
0 quarters
|
|
168
Entergy
ETR
$52.7B
| $853K | 0.15% |
24,964
-2,282
| -8% | -$76.7K |
2015 Q3
1 quarter
|
|
169
Alliant Energy
LNT
$18.7B
| $853K | 0.15% |
27,320
-19,860
| -42% | -$597K |
2015 Q2
2 quarters
|
|
170
ON Semiconductor
ON
$27.4B
| $846K | 0.15% |
86,354
+58,728
| +213% | +$618K |
2015 Q3
1 quarter
|
|
171
Jack in the Box
JACK
$249M
| $845K | 0.15% |
11,022
+9,521
| +634% | +$723K |
2015 Q3
1 quarter
|
|
172
Assurant
AIZ
$14.5B
| $844K | 0.14% |
+10,487
| New | +$865K |
2015 Q4
0 quarters
|
|
173
Universal Health Services
UHS
$10.4B
| $842K | 0.14% |
+7,049
| New | +$862K |
2015 Q4
0 quarters
|
|
174
Moody's
MCO
$85.6B
| $839K | 0.14% |
8,369
+1,022
| +14% | +$102K |
2015 Q3
1 quarter
|
|
175
DELISTED
Foot Locker
FL
| $831K | 0.14% |
12,772
+8,286
| +185% | +$551K |
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.