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 | |
|---|---|---|---|---|---|---|---|
601
Hilltop Holdings
HTH
$2.04B
| $121K | 0.02% |
6,342
-759
| -11% | -$15.8K |
2015 Q1
3 quarters
|
|
602
Telephone and Data Systems
TDS
$3.33B
| $120K | 0.02% |
4,640
-4,461
| -49% | -$122K |
2015 Q3
1 quarter
|
|
603
Ziff Davis
ZD
$1.71B
| $120K | 0.02% |
+1,678
| New | +$114K |
2015 Q4
0 quarters
|
|
604
DELISTED
Hologic
HOLX
| $119K | 0.02% |
+3,084
| New | +$120K |
2015 Q4
0 quarters
|
|
605
DELISTED
CalAmp Corp.
CAMP
| $119K | 0.02% |
260
+230
| +767% | +$101K |
2014 Q4
4 quarters
|
|
|
CLGX
606
DELISTED
Corelogic, Inc.
CLGX
| $119K | 0.02% |
3,544
+451
| +15% | +$16.9K |
2015 Q3
1 quarter
|
|
607
DELISTED
Dynavax Technologies
DVAX
| $118K | 0.02% |
4,919
+1,675
| +52% | +$42K |
2015 Q1
3 quarters
|
|
608
Pampa Energía
PAM
$3.44B
| $117K | 0.02% |
+5,710
| New | +$119K |
2015 Q4
0 quarters
|
|
609
DELISTED
Anadarko Petroleum
APC
| $117K | 0.02% |
2,409
-57,348
| -96% | -$3.51M |
2015 Q2
2 quarters
|
|
610
Prospect Capital
PSEC
$780M
| $116K | 0.02% |
16,660
-2,522
| -13% | -$18.3K |
2014 Q2
6 quarters
|
|
|
GWPH
611
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $116K | 0.02% |
+1,678
| New | +$137K |
2015 Q4
0 quarters
|
|
612
ScottsMiracle-Gro
SMG
$3.75B
| $114K | 0.02% |
+1,782
| New | +$118K |
2015 Q4
0 quarters
|
|
|
WWE
613
DELISTED
World Wrestling Entertainment
WWE
| $114K | 0.02% |
6,437
+2,465
| +62% | +$44.2K |
2015 Q1
3 quarters
|
|
614
Methanex
MEOH
$5.35B
| $113K | 0.02% |
3,453
-13,783
| -80% | -$527K |
2015 Q3
1 quarter
|
|
615
DELISTED
Qorvo
QRVO
| $113K | 0.02% |
2,226
-10,510
| -83% | -$538K |
2015 Q3
1 quarter
|
|
616
Maximus
MMS
$3.4B
| $112K | 0.02% |
1,995
-217
| -10% | -$13.1K |
2015 Q3
1 quarter
|
|
617
Truist Financial
TFC
$59.3B
| $112K | 0.02% |
2,984
+1,636
| +121% | +$61.5K |
2015 Q2
2 quarters
|
|
618
Cinemark Holdings
CNK
$4.72B
| $111K | 0.02% |
3,323
-8,307
| -71% | -$287K |
2015 Q2
2 quarters
|
|
619
Everest Group
EG
$15.9B
| $111K | 0.02% |
609
-2,867
| -82% | -$521K |
2015 Q3
1 quarter
|
|
620
DELISTED
Sage Therapeutics
SAGE
| $111K | 0.02% |
1,914
+624
| +48% | +$30.9K |
2015 Q1
3 quarters
|
|
621
Selective Insurance
SIGI
$6.18B
| $111K | 0.02% |
+3,317
| New | +$115K |
2015 Q4
0 quarters
|
|
622
Winnebago Industries
WGO
$885M
| $111K | 0.02% |
+5,584
| New | +$116K |
2015 Q4
0 quarters
|
|
|
SPNC
623
DELISTED
Spectranetics Corp
SPNC
| $110K | 0.02% |
+7,317
| New | +$96.6K |
2015 Q4
0 quarters
|
|
624
Columbia Sportswear
COLM
$3.66B
| $109K | 0.02% |
+2,252
| New | +$115K |
2015 Q4
0 quarters
|
|
625
Gildan
GIL
$6.37B
| $109K | 0.02% |
3,849
+2,427
| +171% | +$71.8K |
2015 Q2
2 quarters
|
|
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.