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 | |
|---|---|---|---|---|---|---|---|
526
Pan American Silver
PAAS
$15.4B
| $155K | 0.03% |
23,862
+6,034
| +34% | +$43.4K |
2015 Q2
2 quarters
|
|
|
GNC
527
DELISTED
GNC Holdings, Inc.
GNC
| $155K | 0.03% |
5,000
-11,956
| -71% | -$403K |
2015 Q2
2 quarters
|
|
|
AKRX
528
DELISTED
Akorn Inc
AKRX
| $155K | 0.03% |
4,165
-3,840
| -48% | -$120K |
2015 Q3
1 quarter
|
|
529
DELISTED
Aceto Corp
ACET
| $155K | 0.03% |
+5,748
| New | +$161K |
2015 Q4
0 quarters
|
|
530
Align Technology
ALGN
$12B
| $154K | 0.03% |
+2,341
| New | +$150K |
2015 Q4
0 quarters
|
|
531
TechnipFMC
FTI
$25.4B
| $154K | 0.03% |
+7,173
| New | +$173K |
2015 Q4
0 quarters
|
|
532
Synaptics
SYNA
$4.67B
| $154K | 0.03% |
+1,922
| New | +$163K |
2015 Q4
0 quarters
|
|
533
DELISTED
Everbank Financial Corp
EVER
| $154K | 0.03% |
9,691
-1,502
| -13% | -$26.9K |
2015 Q2
2 quarters
|
|
|
BBL
534
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
| $154K | 0.03% |
6,804
+3,762
| +124% | +$106K |
2015 Q3
1 quarter
|
|
|
WPG
535
DELISTED
Washington Prime Group Inc.
WPG
| $153K | 0.03% |
1,610
+442
| +38% | +$44.8K |
2015 Q3
1 quarter
|
|
536
EnerSys
ENS
$5.05B
| $152K | 0.03% |
+2,735
| New | +$165K |
2015 Q4
0 quarters
|
|
537
United Airlines
UAL
$36B
| $152K | 0.03% |
+2,659
| New | +$154K |
2015 Q4
0 quarters
|
|
538
DELISTED
Gannett Co., Inc
GCI
| $152K | 0.03% |
+9,392
| New | +$152K |
2015 Q4
0 quarters
|
|
|
PKY
539
DELISTED
Parkway, Inc.
PKY
| $151K | 0.03% |
+9,706
| New | +$159K |
2015 Q4
0 quarters
|
|
|
ENH
540
DELISTED
Endurance Specialty Holdings Ltd
ENH
| $151K | 0.03% |
2,361
-7,601
| -76% | -$489K |
2015 Q3
1 quarter
|
|
541
Barrett Business Services
BBSI
$739M
| $150K | 0.03% |
+13,848
| New | +$153K |
2015 Q4
0 quarters
|
|
542
InterDigital
IDCC
$7.46B
| $150K | 0.03% |
3,072
-882
| -22% | -$44.8K |
2015 Q1
3 quarters
|
|
|
SRCI
543
DELISTED
SRC Energy Inc
SRCI
| $150K | 0.03% |
+17,708
| New | +$191K |
2015 Q4
0 quarters
|
|
544
Grupo Aeroportuario del Pacifico
PAC
$14.2B
| $149K | 0.03% |
+1,693
| New | +$154K |
2015 Q4
0 quarters
|
|
545
Acadia Healthcare
ACHC
$3.48B
| $148K | 0.03% |
2,373
-387
| -14% | -$25.2K |
2015 Q3
1 quarter
|
|
546
Toro Company
TTC
$10.1B
| $147K | 0.03% |
+4,046
| New | +$151K |
2015 Q4
0 quarters
|
|
547
Alphabet (Google) Class C
GOOG
$3.59T
| $146K | 0.03% |
+3,860
| New | +$138K |
2015 Q4
0 quarters
|
|
|
MINI
548
DELISTED
Mobile Mini Inc
MINI
| $146K | 0.03% |
4,712
+26
| +0.6% | +$876 |
2015 Q2
2 quarters
|
|
549
Dillards
DDS
$9.6B
| $145K | 0.02% |
2,213
-5,823
| -72% | -$469K |
2015 Q2
2 quarters
|
|
550
PennyMac Mortgage Investment
PMT
$639M
| $145K | 0.02% |
+9,541
| New | +$149K |
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.