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 | |
|---|---|---|---|---|---|---|---|
401
The Mosaic Company
MOS
$6.92B
| $248K | 0.04% |
+9,007
| New | +$288K |
2015 Q4
0 quarters
|
|
402
Commercial Metals
CMC
$7.04B
| $247K | 0.04% |
18,078
-2,850
| -14% | -$42.4K |
2015 Q1
3 quarters
|
|
403
New Oriental
EDU
$8.14B
| $246K | 0.04% |
+7,842
| New | +$221K |
2015 Q4
0 quarters
|
|
|
PACW
404
DELISTED
PacWest Bancorp
PACW
| $246K | 0.04% |
5,720
+3,776
| +194% | +$170K |
2015 Q2
2 quarters
|
|
405
SK Telecom
SKM
$13.1B
| $245K | 0.04% |
7,405
+2,126
| +40% | +$79.9K |
2015 Q3
1 quarter
|
|
|
VVC
406
DELISTED
Vectren Corporation
VVC
| $244K | 0.04% |
5,770
-2,247
| -28% | -$96.6K |
2015 Q1
3 quarters
|
|
|
KATE
407
DELISTED
Kate Spade & Company
KATE
| $244K | 0.04% |
13,762
+7,937
| +136% | +$155K |
2015 Q2
2 quarters
|
|
408
Jefferies Financial Group
JEF
$10.6B
| $243K | 0.04% |
+15,664
| New | +$262K |
2015 Q4
0 quarters
|
|
409
Agnico Eagle Mines
AEM
$90.2B
| $242K | 0.04% |
+9,237
| New | +$252K |
2015 Q4
0 quarters
|
|
410
Sun Communities
SUI
$14B
| $242K | 0.04% |
+3,537
| New | +$238K |
2015 Q4
0 quarters
|
|
|
SNP
411
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
| $242K | 0.04% |
+4,045
| New | +$267K |
2015 Q4
0 quarters
|
|
412
MaxLinear
MXL
$5.35B
| $240K | 0.04% |
16,316
+9,907
| +155% | +$149K |
2015 Q3
1 quarter
|
|
413
Trip.com Group
TCOM
$27.2B
| $240K | 0.04% |
+5,188
| New | +$237K |
2015 Q4
0 quarters
|
|
414
DELISTED
Trina Solar Limited
TSL
| $239K | 0.04% |
21,750
+13,050
| +150% | +$134K |
2013 Q4
8 quarters
|
|
415
Pearson
PSO
$10.4B
| $238K | 0.04% |
+22,082
| New | +$298K |
2015 Q4
0 quarters
|
|
|
SJI
416
DELISTED
South Jersey Industries, Inc.
SJI
| $237K | 0.04% |
10,086
+4,743
| +89% | +$116K |
2013 Q4
8 quarters
|
|
|
SBNY
417
DELISTED
Signature Bank
SBNY
| $237K | 0.04% |
1,548
+768
| +98% | +$116K |
2013 Q4
8 quarters
|
|
418
Ericsson
ERIC
$34.4B
| $236K | 0.04% |
+24,653
| New | +$240K |
2015 Q4
0 quarters
|
|
419
Sun Life Financial
SLF
$40.4B
| $236K | 0.04% |
7,596
+5,135
| +209% | +$169K |
2015 Q3
1 quarter
|
|
420
Workday
WDAY
$45.9B
| $235K | 0.04% |
+2,953
| New | +$236K |
2015 Q4
0 quarters
|
|
|
KITE
421
DELISTED
Kite Pharma, Inc.
KITE
| $234K | 0.04% |
3,803
+2,903
| +323% | +$204K |
2014 Q4
4 quarters
|
|
422
Adeia
ADEA
$1.84B
| $233K | 0.04% |
29,424
-12,969
| -31% | -$113K |
2015 Q2
2 quarters
|
|
|
ACAS
423
DELISTED
American Capital Ltd
ACAS
| $233K | 0.04% |
16,964
-26,169
| -61% | -$358K |
2015 Q3
1 quarter
|
|
424
Dine Brands
DIN
$447M
| $231K | 0.04% |
2,730
-214
| -7% | -$18.3K |
2014 Q1
7 quarters
|
|
425
DELISTED
Allete
ALE
| $230K | 0.04% |
4,529
+3,271
| +260% | +$166K |
2014 Q2
6 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.