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 | |
|---|---|---|---|---|---|---|---|
1301
Insulet
PODD
$10.4B
| – | – |
-371
| Closed | -$9K | – |
|
1302
Pilgrim's Pride
PPC
$6.49B
| – | – |
-27,119
| Closed | -$563K | – |
|
1303
PRA Group
PRAA
$447M
| – | – |
-1,454
| Closed | -$76K | – |
|
1304
Patterson-UTI
PTEN
$4.05B
| – | – |
-16,698
| Closed | -$219K | – |
|
1305
Qualcomm
QCOM
$190B
| – | – |
-18,491
| Closed | -$993K | – |
|
1306
Restaurant Brands International
QSR
$26.3B
| – | – |
-18,355
| Closed | -$659K | – |
|
1307
uniQure
QURE
$1.73B
| – | – |
-2,954
| Closed | -$60K | – |
|
1308
RB Global
RBA
$17.1B
| – | – |
-1,282
| Closed | -$33K | – |
|
1309
Radware
RDWR
$1.34B
| – | – |
-4,142
| Closed | -$67K | – |
|
1310
REX American Resources
REX
$1.33B
| – | – |
-4,602
| Closed | -$38K | – |
|
1311
Transocean
RIG
$5.94B
| – | – |
-35,643
| Closed | -$460K | – |
|
1312
Rio Tinto
RIO
$135B
| – | – |
-49,211
| Closed | -$1.66M | – |
|
1313
Rithm Capital
RITM
$5.03B
| – | – |
-9,877
| Closed | -$129K | – |
|
1314
Rockwell Medical
RMTI
$29.3M
| – | – |
-57
| Closed | -$48K | – |
|
1315
RenaissanceRe
RNR
$14.3B
| – | – |
-7,850
| Closed | -$834K | – |
|
1316
Rockwell Automation
ROK
$44.9B
| – | – |
-41,542
| Closed | -$4.22M | – |
|
1317
Ross Stores
ROST
$75.8B
| – | – |
-28,347
| Closed | -$1.37M | – |
|
1318
Ryanair
RYAAY
$30B
| – | – |
-838
| Closed | -$26K | – |
|
1319
Seabridge Gold
SA
$2.65B
| – | – |
-1,092
| Closed | -$6K | – |
|
1320
Sabre
SABR
$767M
| – | – |
-8,119
| Closed | -$220K | – |
|
1321
Saia
SAIA
$8.83B
| – | – |
-2,630
| Closed | -$81K | – |
|
1322
Boston Beer
SAM
$2.23B
| – | – |
-39
| Closed | -$8K | – |
|
1323
Banco Santander
SAN
$175B
| – | – |
-13,958
| Closed | -$69K | – |
|
1324
Sally Beauty Holdings
SBH
$1.67B
| – | – |
-44,223
| Closed | -$1.05M | – |
|
1325
Service Corp International
SCI
$10.2B
| – | – |
-43,495
| Closed | -$1.18M | – |
|
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.