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 | |
|---|---|---|---|---|---|---|---|
|
MBT
876
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
| $33K | 0.01% |
5,351
+4,289
| +404% | +$30.1K |
2015 Q3
1 quarter
|
|
|
HRG
877
DELISTED
HRG Group, Inc.
HRG
| $33K | 0.01% |
+2,465
| New | +$32.3K |
2015 Q4
0 quarters
|
|
878
Constellium
CSTM
$3.04B
| $32K | 0.01% |
4,200
+667
| +19% | +$4.65K |
2015 Q3
1 quarter
|
|
879
Western Midstream Partners
WES
$17.3B
| $32K | 0.01% |
884
-1,230
| -58% | -$49K |
2015 Q3
1 quarter
|
|
880
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
| $32K | 0.01% |
+1,898
| New | +$37.7K |
2015 Q4
0 quarters
|
|
|
AVP
881
DELISTED
Avon Products, Inc.
AVP
| $32K | 0.01% |
+8,100
| New | +$29.7K |
2015 Q4
0 quarters
|
|
|
CAB
882
DELISTED
Cabela's Inc
CAB
| $32K | 0.01% |
693
-3,250
| -82% | -$143K |
2014 Q3
5 quarters
|
|
883
Chemours
CC
$2.01B
| $30K | 0.01% |
+5,640
| New | +$36K |
2015 Q4
0 quarters
|
|
884
International Bancshares
IBOC
$4.2B
| $30K | 0.01% |
+1,188
| New | +$32.6K |
2015 Q4
0 quarters
|
|
885
Kinross Gold
KGC
$24.4B
| $30K | 0.01% |
+16,707
| New | +$33K |
2015 Q4
0 quarters
|
|
886
Lexicon Pharmaceuticals
LXRX
$810M
| $30K | 0.01% |
+2,279
| New | +$28K |
2015 Q4
0 quarters
|
|
|
CONE
887
DELISTED
CyrusOne Inc Common Stock
CONE
| $30K | 0.01% |
810
-311
| -28% | -$11K |
2015 Q2
2 quarters
|
|
|
GXP
888
DELISTED
Great Plains Energy Incorporated
GXP
| $30K | 0.01% |
1,102
+662
| +150% | +$17.9K |
2015 Q1
3 quarters
|
|
889
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $30K | 0.01% |
+4,000
| New | +$57.6K |
2015 Q4
0 quarters
|
|
890
Inogen
INGN
$146M
| $29K | 0.01% |
736
-782
| -52% | -$33.1K |
2015 Q1
3 quarters
|
|
891
Rogers Communications
RCI
$17.7B
| $29K | 0.01% |
+857
| New | +$32.2K |
2015 Q4
0 quarters
|
|
892
United Community Banks
UCB
$4.46B
| $29K | 0.01% |
+1,515
| New | +$30.8K |
2015 Q4
0 quarters
|
|
|
CRAY
893
DELISTED
Cray, Inc.
CRAY
| $29K | 0.01% |
911
-5,058
| -85% | -$149K |
2015 Q1
3 quarters
|
|
|
KKD
894
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
| $29K | 0.01% |
1,986
-5,122
| -72% | -$72.8K |
2014 Q1
7 quarters
|
|
895
Groupon
GRPN
$488M
| $28K | ﹤0.01% |
+465
| New | +$29.9K |
2015 Q4
0 quarters
|
|
896
PENN Entertainment
PENN
$2.35B
| $28K | ﹤0.01% |
1,781
-3,113
| -64% | -$52.4K |
2015 Q3
1 quarter
|
|
897
Teck Resources
TECK
$30B
| $28K | ﹤0.01% |
7,300
-6,394
| -47% | -$31.7K |
2015 Q3
1 quarter
|
|
898
Controladora Vuela Compania de Aviacion
VLRS
$933M
| $28K | ﹤0.01% |
+1,637
| New | +$28K |
2015 Q4
0 quarters
|
|
899
RBC Bearings
RBC
$15.5B
| $27K | ﹤0.01% |
+426
| New | +$28.4K |
2015 Q4
0 quarters
|
|
|
CCP
900
DELISTED
Care Capital Properties, Inc.
CCP
| $26K | ﹤0.01% |
+881
| New | +$28.1K |
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.