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 | |
|---|---|---|---|---|---|---|---|
326
Pinnacle West Capital
PNW
$13B
| $358K | 0.06% |
5,562
-264
| -5% | -$16.8K |
2015 Q3
1 quarter
|
|
|
CHS
327
DELISTED
Chicos FAS, Inc.
CHS
| $355K | 0.06% |
33,343
+25,746
| +339% | +$333K |
2015 Q3
1 quarter
|
|
328
Canadian Solar
CSIQ
$682M
| $350K | 0.06% |
12,110
-15,521
| -56% | -$358K |
2014 Q3
5 quarters
|
|
329
Quanta Services
PWR
$91.3B
| $348K | 0.06% |
17,228
-11,349
| -40% | -$244K |
2014 Q4
4 quarters
|
|
330
O-I Glass
OI
$751M
| $344K | 0.06% |
+19,763
| New | +$399K |
2015 Q4
0 quarters
|
|
331
DELISTED
DigitalBridge
DBRG
| $343K | 0.06% |
7,065
+2,395
| +51% | +$129K |
2015 Q1
3 quarters
|
|
332
Novartis
NVS
$303B
| $343K | 0.06% |
4,456
-40,828
| -90% | -$3.24M |
2014 Q3
5 quarters
|
|
333
TripAdvisor
TRIP
$855M
| $341K | 0.06% |
+4,011
| New | +$324K |
2015 Q4
0 quarters
|
|
334
DELISTED
Dynegy, Inc.
DYN
| $340K | 0.06% |
+25,395
| New | +$436K |
2015 Q4
0 quarters
|
|
335
Eversource Energy
ES
$26.8B
| $337K | 0.06% |
+6,600
| New | +$336K |
2015 Q4
0 quarters
|
|
336
Liberty Media Corporation Series C Common Stock
FWONK
$27.9B
| $337K | 0.06% |
12,523
+9,915
| +380% | +$269K |
2015 Q2
2 quarters
|
|
337
Popular Inc
BPOP
$9.9B
| $332K | 0.06% |
+11,728
| New | +$347K |
2015 Q4
0 quarters
|
|
338
Southern Copper
SCCO
$144B
| $331K | 0.06% |
14,005
+7,188
| +105% | +$176K |
2015 Q1
3 quarters
|
|
339
Navient Holdings, Inc. Common Stock
NAVI
$576M
| $330K | 0.06% |
28,825
-50,840
| -64% | -$623K |
2015 Q2
2 quarters
|
|
|
ZLTQ
340
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
| $330K | 0.06% |
11,579
+8,123
| +235% | +$256K |
2015 Q1
3 quarters
|
|
341
Regal Rexnord
RRX
$12B
| $329K | 0.06% |
5,632
+1,712
| +44% | +$105K |
2015 Q2
2 quarters
|
|
342
Valmont Industries
VMI
$8.09B
| $325K | 0.06% |
+3,068
| New | +$333K |
2015 Q4
0 quarters
|
|
343
DELISTED
Juniper Networks
JNPR
| $324K | 0.06% |
+11,763
| New | +$348K |
2015 Q4
0 quarters
|
|
344
Brookfield
BN
$93B
| $321K | 0.06% |
28,991
-10,906
| -27% | -$128K |
2015 Q3
1 quarter
|
|
345
Scotiabank
BNS
$113B
| $321K | 0.06% |
8,135
-7,713
| -49% | -$333K |
2015 Q3
1 quarter
|
|
346
Burlington
BURL
$15.8B
| $321K | 0.06% |
+7,487
| New | +$347K |
2015 Q4
0 quarters
|
|
347
Live Nation Entertainment
LYV
$42.5B
| $320K | 0.05% |
+13,064
| New | +$335K |
2015 Q4
0 quarters
|
|
348
DELISTED
Pandora Media Inc
P
| $320K | 0.05% |
+23,909
| New | +$356K |
2015 Q4
0 quarters
|
|
|
IPXL
349
DELISTED
Impax Laboratories, Inc.
IPXL
| $320K | 0.05% |
+7,495
| New | +$299K |
2015 Q4
0 quarters
|
|
350
Hyatt Hotels
H
$17.5B
| $319K | 0.05% |
6,801
-3,676
| -35% | -$183K |
2015 Q1
3 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.