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 | |
|---|---|---|---|---|---|---|---|
701
Builders FirstSource
BLDR
$6.44B
| $83K | 0.01% |
7,499
-22,783
| -75% | -$290K |
2015 Q3
1 quarter
|
|
702
Ribbon Communications
RBBN
$254M
| $83K | 0.01% |
+11,698
| New | +$78.5K |
2015 Q4
0 quarters
|
|
703
DELISTED
Bankrate Inc
RATE
| $83K | 0.01% |
+6,283
| New | +$83K |
2015 Q4
0 quarters
|
|
704
Apogee Enterprises
APOG
$972M
| $81K | 0.01% |
1,871
-3,798
| -67% | -$183K |
2015 Q1
3 quarters
|
|
|
LFC
705
DELISTED
China Life Insurance Company Ltd.
LFC
| $81K | 0.01% |
5,101
-2,585
| -34% | -$46K |
2015 Q1
3 quarters
|
|
706
CBRE Group
CBRE
$38.5B
| $80K | 0.01% |
2,338
-15,718
| -87% | -$554K |
2015 Q3
1 quarter
|
|
707
Service Properties Trust
SVC
$717M
| $80K | 0.01% |
+617
| New | +$82.9K |
2015 Q4
0 quarters
|
|
708
WPP
WPP
$5.99B
| $80K | 0.01% |
+705
| New | +$79.4K |
2015 Q4
0 quarters
|
|
709
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
| $80K | 0.01% |
+913
| New | +$72.1K |
2015 Q4
0 quarters
|
|
|
ABB
710
DELISTED
ABB Ltd
ABB
| $80K | 0.01% |
4,532
-23,489
| -84% | -$432K |
2015 Q1
3 quarters
|
|
|
MFRM
711
DELISTED
MATTRESS FIRM HLDG CORP COM STK (DE)
MFRM
| $80K | 0.01% |
+1,807
| New | +$81.9K |
2015 Q4
0 quarters
|
|
712
Fifth Third Bancorp
FITB
$48.6B
| $79K | 0.01% |
+3,964
| New | +$78.5K |
2015 Q4
0 quarters
|
|
|
UMPQ
713
DELISTED
Umpqua Holdings Corp
UMPQ
| $79K | 0.01% |
4,994
-34,919
| -87% | -$590K |
2015 Q2
2 quarters
|
|
714
Applied Optoelectronics
AAOI
$4.41B
| $78K | 0.01% |
+4,558
| New | +$82.7K |
2015 Q4
0 quarters
|
|
715
CNA Financial
CNA
$13.2B
| $78K | 0.01% |
2,235
+435
| +24% | +$15.6K |
2015 Q2
2 quarters
|
|
716
Generac Holdings
GNRC
$11.2B
| $78K | 0.01% |
+2,634
| New | +$78.9K |
2015 Q4
0 quarters
|
|
717
Imperial Oil
IMO
$60.6B
| $78K | 0.01% |
+2,425
| New | +$78.5K |
2015 Q4
0 quarters
|
|
718
Pacira BioSciences
PCRX
$1.45B
| $78K | 0.01% |
1,018
-6,533
| -87% | -$370K |
2015 Q3
1 quarter
|
|
719
SolarEdge
SEDG
$1.45B
| $78K | 0.01% |
2,798
-90
| -3% | -$1.93K |
2015 Q2
2 quarters
|
|
720
Sumitomo Mitsui Financial Group, Inc American Depositary Shares (each representing 1.2 shares of Common Stock)
SMFG
$154B
| $78K | 0.01% |
10,332
+3,505
| +51% | +$27.6K |
2013 Q3
9 quarters
|
|
721
Gray Television
GTN
$611M
| $77K | 0.01% |
+4,729
| New | +$74.1K |
2015 Q4
0 quarters
|
|
722
Suburban Propane Partners
SPH
$1.16B
| $77K | 0.01% |
+3,205
| New | +$98.1K |
2015 Q4
0 quarters
|
|
|
BOBE
723
DELISTED
Bob Evans Farms, Inc.
BOBE
| $77K | 0.01% |
+2,000
| New | +$83.2K |
2015 Q4
0 quarters
|
|
724
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $76K | 0.01% |
3,404
-2,719
| -44% | -$60.7K |
2015 Q3
1 quarter
|
|
725
Aegon
AEG
$12.5B
| $75K | 0.01% |
+18,601
| New | +$79.3K |
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.