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 | |
|---|---|---|---|---|---|---|---|
|
FNSR
1026
DELISTED
Finisar Corp
FNSR
| $3K | ﹤0.01% |
264
-62
| -19% | -$768 |
2015 Q1
3 quarters
|
|
1027
TTM Technologies
TTMI
$8.04B
| $2K | ﹤0.01% |
383
-220
| -36% | -$1.58K |
2015 Q2
2 quarters
|
|
|
ALJ
1028
DELISTED
Alon USA Energy Inc
ALJ
| $2K | ﹤0.01% |
+169
| New | +$2.83K |
2015 Q4
0 quarters
|
|
|
BBEP
1029
DELISTED
BREITBURN ENERGY PARTNERS LP COM UNITS RPTNG LTD PRTNRSHIP
BBEP
| $2K | ﹤0.01% |
4,431
-7,142
| -62% | -$12.9K |
2014 Q4
4 quarters
|
|
|
CTCM
1030
DELISTED
CTC MEDIA INC COM STK
CTCM
| $2K | ﹤0.01% |
1,200
| – | – |
2014 Q4
4 quarters
|
|
1031
DELISTED
El Paso Electric Company
EE
| $2K | ﹤0.01% |
+69
| New | +$2.64K |
2015 Q4
0 quarters
|
|
1032
American Financial Group
AFG
$13.3B
| $1K | ﹤0.01% |
+22
| New | +$1.58K |
2015 Q4
0 quarters
|
|
1033
Liquidity Services
LQDT
$1.41B
| $1K | ﹤0.01% |
+300
| New | +$2.26K |
2015 Q4
0 quarters
|
|
|
JRJC
1034
DELISTED
China Finance Online Co., Ltd.
JRJC
| $1K | ﹤0.01% |
+17
| New | +$770 |
2015 Q4
0 quarters
|
|
|
FPRX
1035
DELISTED
Five Prime Therapeutics, Inc.
FPRX
| $1K | ﹤0.01% |
33
-2,923
| -99% | -$98K |
2015 Q3
1 quarter
|
|
|
YELL
1036
DELISTED
Yellow Corporation Common Stock
YELL
| $1K | ﹤0.01% |
+100
| New | +$1.57K |
2015 Q4
0 quarters
|
|
|
TIVO
1037
DELISTED
TIVO INC
TIVO
| $1K | ﹤0.01% |
185
-21,138
| -99% | -$190K |
2014 Q1
7 quarters
|
|
1038
AllianceBernstein
AB
$3.09B
| – | – |
-87
| Closed | -$2K | – |
|
1039
AbbVie
ABBV
$520B
| – | – |
-72,321
| Closed | -$3.93M | – |
|
1040
ABM Industries
ABM
$3.21B
| – | – |
-12,328
| Closed | -$336K | – |
|
1041
Arbutus Biopharma
ABUS
$618M
| – | – |
-89
| Closed | – | – |
|
1042
Autodesk
ADSK
$54.2B
| – | – |
-25,480
| Closed | -$1.12M | – |
|
1043
AerCap
AER
$26.7B
| – | – |
-35,800
| Closed | -$1.37M | – |
|
1044
First Majestic Silver
AG
$6.9B
| – | – |
-522
| Closed | -$1K | – |
|
1045
Agenus
AGEN
$311M
| – | – |
-527
| Closed | -$47K | – |
|
1046
American International
AIG
$42.8B
| – | – |
-58,234
| Closed | -$3.31M | – |
|
1047
AAR Corp
AIR
$4.35B
| – | – |
-12,045
| Closed | -$228K | – |
|
1048
Akebia Therapeutics
AKBA
$138M
| – | – |
-10,970
| Closed | -$105K | – |
|
1049
Acadia Realty Trust
AKR
$2.8B
| $0 | ﹤0.01% |
7
-611
| -99% | -$19.9K |
2015 Q2
2 quarters
|
|
|
ALEX
1050
DELISTED
Alexander & Baldwin
ALEX
| – | – |
-3,500
| Closed | -$120K | – |
|
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.