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 | |
|---|---|---|---|---|---|---|---|
651
Prudential Financial
PRU
$41.8B
| $99K | 0.02% |
1,223
-28,834
| -96% | -$2.38M |
2015 Q2
2 quarters
|
|
652
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
| $99K | 0.02% |
+5,167
| New | +$94.2K |
2015 Q4
0 quarters
|
|
653
Cytokinetics
CYTK
$7.73B
| $98K | 0.02% |
+9,419
| New | +$92.4K |
2015 Q4
0 quarters
|
|
654
Dorman Products
DORM
$3.86B
| $98K | 0.02% |
+2,073
| New | +$101K |
2015 Q4
0 quarters
|
|
655
DELISTED
MRC Global
MRC
| $98K | 0.02% |
+7,659
| New | +$101K |
2015 Q4
0 quarters
|
|
656
Sunoco
SUN
$12.2B
| $98K | 0.02% |
2,484
+215
| +9% | +$7.74K |
2015 Q1
3 quarters
|
|
657
Interface
TILE
$1.79B
| $98K | 0.02% |
+5,138
| New | +$106K |
2015 Q4
0 quarters
|
|
658
Oxford Industries
OXM
$421M
| $97K | 0.02% |
1,528
+341
| +29% | +$23.5K |
2015 Q1
3 quarters
|
|
659
RPC Inc
RES
$1.27B
| $97K | 0.02% |
+8,167
| New | +$97.8K |
2015 Q4
0 quarters
|
|
660
STAG Industrial
STAG
$7.13B
| $97K | 0.02% |
5,273
+1,375
| +35% | +$26.8K |
2015 Q2
2 quarters
|
|
661
Xenia Hotels & Resorts
XHR
$1.99B
| $97K | 0.02% |
+6,331
| New | +$108K |
2015 Q4
0 quarters
|
|
|
FCH
662
DELISTED
Felcor Lodging Trust
FCH
| $97K | 0.02% |
13,421
+13,092
| +3,979% | +$102K |
2015 Q2
2 quarters
|
|
|
GWB
663
DELISTED
Great Western Bancorp, Inc.
GWB
| $96K | 0.02% |
3,311
+3,040
| +1,122% | +$86.5K |
2015 Q2
2 quarters
|
|
|
OUTR
664
DELISTED
OUTERWALL INC
OUTR
| $96K | 0.02% |
2,633
-4,177
| -61% | -$233K |
2014 Q4
4 quarters
|
|
665
Deutsche Bank
DB
$67.7B
| $95K | 0.02% |
+4,407
| New | +$105K |
2015 Q4
0 quarters
|
|
666
H.B. Fuller
FUL
$2.64B
| $95K | 0.02% |
+2,614
| New | +$99K |
2015 Q4
0 quarters
|
|
667
Idacorp
IDA
$8.62B
| $95K | 0.02% |
+1,407
| New | +$94.8K |
2015 Q4
0 quarters
|
|
668
NorthWestern Energy
NWE
$5.26B
| $95K | 0.02% |
1,754
-449
| -20% | -$24.4K |
2015 Q2
2 quarters
|
|
669
Armour Residential REIT
ARR
$1.65B
| $93K | 0.02% |
+861
| New | +$90.3K |
2015 Q4
0 quarters
|
|
670
Happen Inc
HAPN
$1.75B
| $93K | 0.02% |
+1,701
| New | +$113K |
2015 Q4
0 quarters
|
|
671
OSI Systems
OSIS
$3.01B
| $93K | 0.02% |
1,055
-187
| -15% | -$16.4K |
2015 Q2
2 quarters
|
|
672
DELISTED
Calavo Growers
CVGW
| $92K | 0.02% |
+1,891
| New | +$96.1K |
2015 Q4
0 quarters
|
|
673
Freeport-McMoran
FCX
$84.7B
| $92K | 0.02% |
+13,645
| New | +$130K |
2015 Q4
0 quarters
|
|
|
ADMS
674
DELISTED
Adamas Pharmaceuticals
ADMS
| $92K | 0.02% |
+3,253
| New | +$54.8K |
2015 Q4
0 quarters
|
|
675
Cheesecake Factory
CAKE
$5.34B
| $91K | 0.02% |
+1,980
| New | +$96.8K |
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.