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 | |
|---|---|---|---|---|---|---|---|
1101
Citizens Financial Group
CFG
$27.2B
| – | – |
-25,924
| Closed | -$618K | – |
|
1102
Carlyle Group
CG
$13.9B
| – | – |
-9,661
| Closed | -$162K | – |
|
1103
Cullen/Frost Bankers
CFR
$9.8B
| – | – |
-747
| Closed | -$47K | – |
|
1104
Church & Dwight Co
CHD
$26.4B
| – | – |
-24,986
| Closed | -$1.05M | – |
|
1105
Chord Energy
CHRD
$7.82B
| – | – |
-27,307
| Closed | -$237K | – |
|
1106
Charter Communications
CHTR
$15.2B
| – | – |
-5,576
| Closed | -$980K | – |
|
1107
Ciena
CIEN
$41.7B
| – | – |
-12,567
| Closed | -$260K | – |
|
1108
Clean Energy Fuels
CLNE
$437M
| – | – |
-947
| Closed | -$4K | – |
|
1109
Centene
CNC
$34.8B
| – | – |
-15,630
| Closed | -$423K | – |
|
1110
Canadian National Railway
CNI
$76.6B
| – | – |
-469
| Closed | -$26K | – |
|
1111
CenterPoint Energy
CNP
$27.1B
| – | – |
-43,925
| Closed | -$792K | – |
|
1112
Canadian Natural Resources
CNQ
$100B
| – | – |
-112,204
| Closed | -$1.06M | – |
|
1113
Vistance Networks Inc
VISN
$814M
| – | – |
-17,201
| Closed | -$516K | – |
|
1114
Copa Holdings
CPA
$5.83B
| – | – |
-16,380
| Closed | -$686K | – |
|
1115
Central Pacific Financial
CPF
$987M
| – | – |
-8,151
| Closed | -$170K | – |
|
1116
Capri Holdings
CPRI
$2.11B
| – | – |
-3,055
| Closed | -$129K | – |
|
1117
Cheniere Energy
CQP
$29.7B
| – | – |
-5,818
| Closed | -$153K | – |
|
1118
Cardiff Oncology
CRDF
$56.6M
| – | – |
-11
| Closed | -$4K | – |
|
1119
CRH
CRH
$62.5B
| – | – |
-690
| Closed | -$18K | – |
|
1120
Salesforce
CRM
$179B
| – | – |
-9,860
| Closed | -$684K | – |
|
1121
Criteo S.A.
CRTO
$858M
| – | – |
-7,422
| Closed | -$278K | – |
|
1122
Carlisle Companies
CSL
$15.2B
| – | – |
-975
| Closed | -$85K | – |
|
1123
Caesarstone
CSTE
$45.1M
| – | – |
-4,337
| Closed | -$131K | – |
|
1124
Cintas
CTAS
$90.3B
| – | – |
-9,416
| Closed | -$201K | – |
|
1125
CSX Corp
CSX
$96.6B
| – | – |
-311,178
| Closed | -$2.79M | – |
|
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.