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 | |
|---|---|---|---|---|---|---|---|
176
Polaris
PII
$3.38B
| $830K | 0.14% |
9,657
-1,809
| -16% | -$192K |
2014 Q4
4 quarters
|
|
177
Avery Dennison
AVY
$13.8B
| $822K | 0.14% |
+13,124
| New | +$829K |
2015 Q4
0 quarters
|
|
178
Bank of America
BAC
$346B
| $815K | 0.14% |
+48,431
| New | +$819K |
2015 Q4
0 quarters
|
|
|
CXO
179
DELISTED
CONCHO RESOURCES INC.
CXO
| $808K | 0.14% |
+8,705
| New | +$932K |
2015 Q4
0 quarters
|
|
180
DELISTED
Unilever NV New York Registry Shares
UN
| $808K | 0.14% |
+18,659
| New | +$818K |
2015 Q4
0 quarters
|
|
181
Amgen
AMGN
$252B
| $803K | 0.14% |
4,949
-13,307
| -73% | -$2.09M |
2015 Q2
2 quarters
|
|
182
Aramark
ARMK
$14.2B
| $803K | 0.14% |
34,525
+14,793
| +75% | +$338K |
2015 Q2
2 quarters
|
|
183
Home Depot
HD
$328B
| $795K | 0.14% |
+6,014
| New | +$765K |
2015 Q4
0 quarters
|
|
184
Monster Beverage
MNST
$92.7B
| $775K | 0.13% |
62,460
-19,104
| -23% | -$231K |
2015 Q3
1 quarter
|
|
185
Molina Healthcare
MOH
$10.6B
| $774K | 0.13% |
12,878
+12,267
| +2,008% | +$773K |
2015 Q3
1 quarter
|
|
186
Avnet
AVT
$7.25B
| $773K | 0.13% |
+18,057
| New | +$812K |
2015 Q4
0 quarters
|
|
187
Tanger
SKT
$4.22B
| $762K | 0.13% |
23,304
+21,036
| +928% | +$714K |
2014 Q3
5 quarters
|
|
188
Liberty Global Class C
LBTYK
$2.62B
| $745K | 0.13% |
21,076
-21
| -0.1% | -$757 |
2015 Q2
2 quarters
|
|
189
Thomson Reuters
TRI
$51.2B
| $744K | 0.13% |
16,944
+14,245
| +528% | +$662K |
2014 Q4
4 quarters
|
|
190
British American Tobacco
BTI
$132B
| $734K | 0.13% |
13,304
+8,698
| +189% | +$499K |
2014 Q2
6 quarters
|
|
191
Fidelity National Information Services
FIS
$19.9B
| $727K | 0.12% |
12,013
-27,069
| -69% | -$1.79M |
2015 Q2
2 quarters
|
|
192
Principal Financial Group
PFG
$23.7B
| $715K | 0.12% |
+15,904
| New | +$776K |
2015 Q4
0 quarters
|
|
|
ATW
193
DELISTED
Atwood Oceanics
ATW
| $707K | 0.12% |
69,178
+47,953
| +226% | +$734K |
2015 Q2
2 quarters
|
|
194
Ambarella
AMBA
$2.79B
| $705K | 0.12% |
12,661
-3,969
| -24% | -$224K |
2014 Q4
4 quarters
|
|
|
FRC
195
DELISTED
First Republic Bank
FRC
| $703K | 0.12% |
+10,647
| New | +$703K |
2015 Q4
0 quarters
|
|
|
IDTI
196
DELISTED
Integrated Device Technology I
IDTI
| $703K | 0.12% |
+26,685
| New | +$684K |
2015 Q4
0 quarters
|
|
|
TFCF
197
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
| $701K | 0.12% |
+25,748
| New | +$756K |
2015 Q4
0 quarters
|
|
|
HZNP
198
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $700K | 0.12% |
+32,318
| New | +$629K |
2015 Q4
0 quarters
|
|
199
Kilroy Realty
KRC
$4.2B
| $692K | 0.12% |
10,946
+6,400
| +141% | +$420K |
2015 Q3
1 quarter
|
|
200
Ashland
ASH
$3.42B
| $683K | 0.12% |
+13,599
| New | +$716K |
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.