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 | |
|---|---|---|---|---|---|---|---|
251
Owens Corning
OC
$9.06B
| $508K | 0.09% |
10,822
-3,390
| -24% | -$156K |
2015 Q3
1 quarter
|
|
252
D.R. Horton
DHI
$39.2B
| $505K | 0.09% |
15,768
+143
| +0.9% | +$4.46K |
2015 Q2
2 quarters
|
|
253
Flowers Foods
FLO
$1.27B
| $502K | 0.09% |
23,369
+12,953
| +124% | +$316K |
2015 Q2
2 quarters
|
|
254
Robert Half
RHI
$4.3B
| $502K | 0.09% |
+10,663
| New | +$538K |
2015 Q4
0 quarters
|
|
255
Weyerhaeuser
WY
$14.7B
| $499K | 0.09% |
+16,647
| New | +$502K |
2015 Q4
0 quarters
|
|
256
Ares Capital
ARCC
$13.8B
| $496K | 0.09% |
+34,857
| New | +$529K |
2015 Q4
0 quarters
|
|
257
Diageo
DEO
$55.7B
| $496K | 0.09% |
4,548
+2,325
| +105% | +$262K |
2015 Q1
3 quarters
|
|
258
Dauch Corp
DCH
$1.1B
| $492K | 0.08% |
+26,018
| New | +$548K |
2015 Q4
0 quarters
|
|
|
AHL
259
DELISTED
ASPEN Insurance Holding Limited
AHL
| $490K | 0.08% |
+10,151
| New | +$499K |
2015 Q4
0 quarters
|
|
260
Diamondrock Hospitality Co
DRH
$2.94B
| $487K | 0.08% |
+50,551
| New | +$567K |
2015 Q4
0 quarters
|
|
|
NRF
261
DELISTED
NorthStar Realty Finance Corp.
NRF
| $485K | 0.08% |
28,531
+18,945
| +198% | +$381K |
2015 Q1
3 quarters
|
|
|
LPT
262
DELISTED
Liberty Property Trust
LPT
| $484K | 0.08% |
15,600
-2,155
| -12% | -$71.4K |
2015 Q1
3 quarters
|
|
|
SHPG
263
DELISTED
Shire pic
SHPG
| $484K | 0.08% |
2,362
-3,192
| -57% | -$663K |
2015 Q3
1 quarter
|
|
264
Oceaneering
OII
$3.46B
| $483K | 0.08% |
+12,891
| New | +$552K |
2015 Q4
0 quarters
|
|
265
Flagstar Bank National Association
FLG
$4.12B
| $480K | 0.08% |
9,816
-1,336
| -12% | -$68.1K |
2015 Q3
1 quarter
|
|
266
Openlane
OPLN
$4.22B
| $475K | 0.08% |
33,915
-21,630
| -39% | -$306K |
2015 Q3
1 quarter
|
|
|
CRZO
267
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $475K | 0.08% |
+16,064
| New | +$588K |
2015 Q4
0 quarters
|
|
268
Shake Shack
SHAK
$2.94B
| $474K | 0.08% |
11,984
+9,204
| +331% | +$404K |
2015 Q2
2 quarters
|
|
269
Oil States International
OIS
$511M
| $472K | 0.08% |
+17,334
| New | +$516K |
2015 Q4
0 quarters
|
|
|
TCF
270
DELISTED
TCF Financial Corporation
TCF
| $468K | 0.08% |
+33,173
| New | +$500K |
2015 Q4
0 quarters
|
|
271
Olin
OLN
$2.01B
| $466K | 0.08% |
27,052
+14,979
| +124% | +$288K |
2014 Q4
4 quarters
|
|
272
Incyte
INCY
$24.8B
| $463K | 0.08% |
+4,273
| New | +$477K |
2015 Q4
0 quarters
|
|
273
NCR Voyix
VYX
$1.35B
| $462K | 0.08% |
30,812
-36,822
| -54% | -$586K |
2015 Q2
2 quarters
|
|
274
Cooper Companies
COO
$11.8B
| $460K | 0.08% |
+13,732
| New | +$491K |
2015 Q4
0 quarters
|
|
275
Cal-Maine
CALM
$3B
| $458K | 0.08% |
9,896
+396
| +4% | +$21.3K |
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.