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 | |
|---|---|---|---|---|---|---|---|
|
DFT
201
DELISTED
DuPont Fabros Technology Inc.
DFT
| $675K | 0.12% |
21,252
+11,081
| +109% | +$345K |
2015 Q2
2 quarters
|
|
202
Visteon
VC
$1.81B
| $652K | 0.11% |
5,702
-2,454
| -30% | -$278K |
2015 Q1
3 quarters
|
|
203
CME Group
CME
$109B
| $651K | 0.11% |
7,194
+5,400
| +301% | +$508K |
2015 Q3
1 quarter
|
|
204
Lennox International
LII
$11.8B
| $651K | 0.11% |
5,214
+267
| +5% | +$34.4K |
2015 Q3
1 quarter
|
|
205
Manhattan Associates
MANH
$14.4B
| $651K | 0.11% |
9,850
+2,603
| +36% | +$185K |
2015 Q3
1 quarter
|
|
206
ResMed
RMD
$32.3B
| $647K | 0.11% |
12,051
-762
| -6% | -$43K |
2015 Q3
1 quarter
|
|
207
DELISTED
Southwestern Energy Company
SWN
| $636K | 0.11% |
+89,551
| New | +$877K |
2015 Q4
0 quarters
|
|
208
Embraer S.A. ADS
EMBJ
$13.1B
| $634K | 0.11% |
21,469
+17,585
| +453% | +$515K |
2015 Q3
1 quarter
|
|
209
DELISTED
Comerica
CMA
| $612K | 0.11% |
+14,635
| New | +$640K |
2015 Q4
0 quarters
|
|
|
MNK
210
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $607K | 0.1% |
+8,134
| New | +$548K |
2015 Q4
0 quarters
|
|
211
Unum
UNM
$14.4B
| $604K | 0.1% |
+18,173
| New | +$627K |
2015 Q4
0 quarters
|
|
212
Camden Property Trust
CPT
$11.7B
| $601K | 0.1% |
7,837
+3,691
| +89% | +$281K |
2015 Q3
1 quarter
|
|
213
DELISTED
Hawaiian Holdings, Inc.
HA
| $601K | 0.1% |
+17,017
| New | +$588K |
2015 Q4
0 quarters
|
|
214
Tenet Healthcare
THC
$21.7B
| $600K | 0.1% |
+19,833
| New | +$651K |
2015 Q4
0 quarters
|
|
215
Pultegroup
PHM
$23.8B
| $599K | 0.1% |
+33,661
| New | +$628K |
2015 Q4
0 quarters
|
|
216
Arrow Electronics
ARW
$10.6B
| $597K | 0.1% |
11,034
+6,096
| +123% | +$347K |
2015 Q2
2 quarters
|
|
217
Archer Daniels Midland
ADM
$37.1B
| $595K | 0.1% |
+16,245
| New | +$651K |
2015 Q4
0 quarters
|
|
|
BRCD
218
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
| $594K | 0.1% |
+64,797
| New | +$637K |
2015 Q4
0 quarters
|
|
219
Bath & Body Works
BBWI
$4.59B
| $593K | 0.1% |
+7,663
| New | +$593K |
2015 Q4
0 quarters
|
|
220
People Inc
PPLI
$2.65B
| $584K | 0.1% |
54,477
+7,504
| +16% | +$86.9K |
2015 Q3
1 quarter
|
|
221
TC Energy
TRP
$67.2B
| $580K | 0.1% |
17,815
+1,630
| +10% | +$54K |
2015 Q3
1 quarter
|
|
222
Helmerich & Payne
HP
$4.3B
| $573K | 0.1% |
+10,708
| New | +$592K |
2015 Q4
0 quarters
|
|
|
PPS
223
DELISTED
Post Properties
PPS
| $569K | 0.1% |
9,624
-218
| -2% | -$12.9K |
2015 Q3
1 quarter
|
|
|
IMS
224
DELISTED
IMS HEALTH HLDGS INC COM STK (DE)
IMS
| $568K | 0.1% |
22,310
+19,081
| +591% | +$533K |
2015 Q3
1 quarter
|
|
225
BOK Financial
BOKF
$7.91B
| $560K | 0.1% |
9,374
+9,308
| +14,103% | +$610K |
2015 Q2
2 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.