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 | |
|---|---|---|---|---|---|---|---|
676
Oaktree Specialty Lending
OCSL
$1.07B
| $91K | 0.02% |
4,780
+1,832
| +62% | +$33.8K |
2015 Q2
2 quarters
|
|
677
Aflac
AFL
$62.9B
| $90K | 0.02% |
+3,006
| New | +$93.6K |
2015 Q4
0 quarters
|
|
678
Cracker Barrel
CBRL
$1.47B
| $90K | 0.02% |
+716
| New | +$96.6K |
2015 Q4
0 quarters
|
|
679
Flotek Industries
FTK
$930M
| $90K | 0.02% |
1,324
-80
| -6% | -$6.86K |
2015 Q3
1 quarter
|
|
680
Pegasystems
PEGA
$5.24B
| $90K | 0.02% |
+6,586
| New | +$91.2K |
2015 Q4
0 quarters
|
|
681
Williams-Sonoma
WSM
$29.3B
| $90K | 0.02% |
+3,096
| New | +$106K |
2015 Q4
0 quarters
|
|
|
ANAC
682
DELISTED
ANACOR PHARMACEUTICALS INC COM
ANAC
| $90K | 0.02% |
+802
| New | +$88.4K |
2015 Q4
0 quarters
|
|
683
Stifel
SF
$10.8B
| $89K | 0.02% |
4,759
-37,773
| -89% | -$734K |
2015 Q3
1 quarter
|
|
684
Tutor Perini Cor
TPC
$5.22B
| $88K | 0.02% |
+5,300
| New | +$90.2K |
2015 Q4
0 quarters
|
|
|
ANDX
685
DELISTED
Andeavor Logistics LP
ANDX
| $88K | 0.02% |
1,751
-436
| -20% | -$22.1K |
2015 Q3
1 quarter
|
|
686
Sanmina
SANM
$8.33B
| $87K | 0.01% |
+4,254
| New | +$94.6K |
2015 Q4
0 quarters
|
|
687
Urban Edge Properties
UE
$2.65B
| $87K | 0.01% |
+3,749
| New | +$87.4K |
2015 Q4
0 quarters
|
|
|
AEGR
688
DELISTED
Aegerion Pharmaceuticals
AEGR
| $87K | 0.01% |
8,629
+3,422
| +66% | +$41.2K |
2015 Q3
1 quarter
|
|
689
Insmed
INSM
$25.9B
| $86K | 0.01% |
4,767
-4,529
| -49% | -$79.8K |
2015 Q3
1 quarter
|
|
690
Opko Health
OPK
$1.25B
| $86K | 0.01% |
8,569
-18,483
| -68% | -$185K |
2015 Q1
3 quarters
|
|
|
IPHS
691
DELISTED
Innophos Holdings, Inc.
IPHS
| $86K | 0.01% |
2,997
+2,243
| +297% | +$79K |
2015 Q2
2 quarters
|
|
|
VLP
692
DELISTED
Valero Energy Partners LP
VLP
| $86K | 0.01% |
+1,674
| New | +$80.2K |
2015 Q4
0 quarters
|
|
693
Hudson Pacific Properties
HPP
$488M
| $85K | 0.01% |
435
-52
| -11% | -$10.4K |
2014 Q4
4 quarters
|
|
694
Rogers Corp
ROG
$2.24B
| $85K | 0.01% |
+1,653
| New | +$86.6K |
2015 Q4
0 quarters
|
|
695
Redwood Trust
RWT
$320M
| $85K | 0.01% |
6,466
-4,224
| -40% | -$57K |
2013 Q4
8 quarters
|
|
696
United Natural Foods
UNFI
$2.84B
| $85K | 0.01% |
+2,165
| New | +$101K |
2015 Q4
0 quarters
|
|
|
QIWI
697
DELISTED
QIWI PLC
QIWI
| $85K | 0.01% |
4,780
+3,459
| +262% | +$63.4K |
2015 Q3
1 quarter
|
|
698
Franklin Electric
FELE
$4.34B
| $84K | 0.01% |
+3,115
| New | +$94K |
2015 Q4
0 quarters
|
|
|
SFLY
699
DELISTED
Shutterfly, Inc.
SFLY
| $84K | 0.01% |
1,899
-450
| -19% | -$19.3K |
2015 Q3
1 quarter
|
|
700
Alnylam Pharmaceuticals
ALNY
$22.5B
| $83K | 0.01% |
+885
| New | +$82.1K |
2015 Q4
0 quarters
|
|
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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.