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 | |
|---|---|---|---|---|---|---|---|
1001
Marcus & Millichap
MMI
$920M
| $7K | ﹤0.01% |
+255
| New | +$9.5K |
2015 Q4
0 quarters
|
|
|
PSB
1002
DELISTED
PS Business Parks, Inc.
PSB
| $7K | ﹤0.01% |
+91
| New | +$7.8K |
2015 Q4
0 quarters
|
|
|
RLYP
1003
DELISTED
RELYPSA INC COM
RLYP
| $7K | ﹤0.01% |
273
-20,261
| -99% | -$436K |
2014 Q4
4 quarters
|
|
|
CEO
1004
DELISTED
CNOOC Limited
CEO
| $7K | ﹤0.01% |
76
-413
| -84% | -$45.7K |
2015 Q2
2 quarters
|
|
1005
Amkor Technology
AMKR
$9.2B
| $6K | ﹤0.01% |
+1,000
| New | +$6.06K |
2015 Q4
0 quarters
|
|
1006
ArcBest
ARCB
$2.97B
| $6K | ﹤0.01% |
+306
| New | +$7.56K |
2015 Q4
0 quarters
|
|
1007
WD-40
WDFC
$2.95B
| $6K | ﹤0.01% |
66
-104
| -61% | -$10.1K |
2015 Q3
1 quarter
|
|
|
SSI
1008
DELISTED
Stage Stores Inc
SSI
| $6K | ﹤0.01% |
+700
| New | +$6.47K |
2015 Q4
0 quarters
|
|
|
CRR
1009
DELISTED
Carbo Ceramics Inc.
CRR
| $6K | ﹤0.01% |
364
-2,038
| -85% | -$37.9K |
2014 Q3
5 quarters
|
|
1010
DELISTED
Invensense Inc
INVN
| $6K | ﹤0.01% |
624
-24,138
| -97% | -$267K |
2014 Q1
7 quarters
|
|
1011
DNOW Inc
DNOW
$2.51B
| $5K | ﹤0.01% |
+378
| New | +$6.45K |
2015 Q4
0 quarters
|
|
|
INFI
1012
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
| $5K | ﹤0.01% |
726
-674
| -48% | -$5.8K |
2014 Q3
5 quarters
|
|
|
GLOG
1013
DELISTED
GASLOG LTD
GLOG
| $5K | ﹤0.01% |
+647
| New | +$6.95K |
2015 Q4
0 quarters
|
|
|
XL
1014
DELISTED
XL Group Ltd.
XL
| $5K | ﹤0.01% |
134
-49,193
| -100% | -$1.87M |
2015 Q2
2 quarters
|
|
|
AIRM
1015
DELISTED
Air Methods Corp
AIRM
| $5K | ﹤0.01% |
131
+83
| +173% | +$3.37K |
2015 Q3
1 quarter
|
|
1016
AstraZeneca
AZN
$286B
| $4K | ﹤0.01% |
+70
| New | +$4.59K |
2015 Q4
0 quarters
|
|
1017
Globus Medical
GMED
$9.6B
| $4K | ﹤0.01% |
178
-16,219
| -99% | -$407K |
2015 Q2
2 quarters
|
|
1018
Heron Therapeutics
HRTX
$62M
| $4K | ﹤0.01% |
+170
| New | +$4.55K |
2015 Q4
0 quarters
|
|
1019
DELISTED
Chimerix, Inc.
CMRX
| $4K | ﹤0.01% |
+554
| New | +$19.9K |
2015 Q4
0 quarters
|
|
|
VMW
1020
DELISTED
VMware, Inc
VMW
| $4K | ﹤0.01% |
+74
| New | +$4.6K |
2015 Q4
0 quarters
|
|
|
TCO
1021
DELISTED
Taubman Centers Inc.
TCO
| $4K | ﹤0.01% |
65
-9,422
| -99% | -$702K |
2015 Q1
3 quarters
|
|
|
CJES
1022
DELISTED
C&J ENERGY SVCS LTD
CJES
| $4K | ﹤0.01% |
+967
| New | +$4.82K |
2015 Q4
0 quarters
|
|
1023
KRONOS Worldwide
KRO
$968M
| $3K | ﹤0.01% |
600
-1,200
| -67% | -$8.02K |
2015 Q3
1 quarter
|
|
|
TAHO
1024
DELISTED
Tahoe Resources Inc
TAHO
| $3K | ﹤0.01% |
370
-36,928
| -99% | -$321K |
2015 Q2
2 quarters
|
|
|
MITL
1025
DELISTED
Mitel Networks Corporation
MITL
| $3K | ﹤0.01% |
400
-910
| -69% | -$7.29K |
2015 Q3
1 quarter
|
|
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.