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 | |
|---|---|---|---|---|---|---|---|
1176
The Greenbrier Companies
GBX
$1.3B
| – | – |
-5,444
| Closed | -$174K | – |
|
1177
USA Today Co
TDAY
$1.01B
| – | – |
-11,463
| Closed | -$177K | – |
|
1178
Genesco
GCO
$387M
| – | – |
-997
| Closed | -$56K | – |
|
1179
Green Dot
GDOT
$658M
| – | – |
-7,161
| Closed | -$126K | – |
|
1180
Gen Digital
GEN
$17.6B
| – | – |
-16,407
| Closed | -$319K | – |
|
1181
Galicia Financial Group
GGAL
$4.66B
| – | – |
-5,278
| Closed | -$94K | – |
|
1182
CGI
GIB
$16.7B
| $0 | ﹤0.01% |
+10
| New | +$398 |
2015 Q4
0 quarters
|
|
1183
G-III Apparel Group
GIII
$1.35B
| – | – |
-1,908
| Closed | -$117K | – |
|
1184
Globe Life
GL
$12.1B
| – | – |
-5,902
| Closed | -$332K | – |
|
1185
Gentex
GNTX
$3.98B
| – | – |
-8,438
| Closed | -$130K | – |
|
1186
Genuine Parts
GPC
$16.9B
| – | – |
-1,321
| Closed | -$109K | – |
|
1187
GoPro
GPRO
$124M
| – | – |
-5,086
| Closed | -$158K | – |
|
1188
Garmin
GRMN
$55.1B
| – | – |
-556
| Closed | -$19K | – |
|
1189
Goldman Sachs
GS
$264B
| – | – |
-3,355
| Closed | -$582K | – |
|
1190
FerroAtlántica
GSM
$570M
| – | – |
-10,905
| Closed | -$132K | – |
|
1191
Granite Construction
GVA
$5.55B
| – | – |
-11,979
| Closed | -$355K | – |
|
1192
Haemonetics
HAE
$5.59B
| – | – |
-5,181
| Closed | -$167K | – |
|
1193
Hain Celestial
HAIN
$13M
| – | – |
-28,346
| Closed | -$1.46M | – |
|
1194
Halozyme
HALO
$11.5B
| – | – |
-2,200
| Closed | -$29K | – |
|
1195
DELISTED
Hanesbrands
HBI
| – | – |
-32,843
| Closed | -$950K | – |
|
1196
Howard Hughes
HHH
$4.94B
| – | – |
-927
| Closed | -$101K | – |
|
1197
DELISTED
Hillenbrand
HI
| – | – |
-1,399
| Closed | -$36K | – |
|
1198
Highwoods Properties
HIW
$3.41B
| – | – |
-17,079
| Closed | -$661K | – |
|
1199
Herbalife
HLF
$1.6B
| – | – |
-10,224
| Closed | -$278K | – |
|
1200
Harmonic Inc
HLIT
$1.13B
| – | – |
-300
| Closed | -$1K | – |
|
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.