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 | |
|---|---|---|---|---|---|---|---|
626
Kulicke & Soffa
KLIC
$3.53B
| $109K | 0.02% |
9,425
+6,825
| +263% | +$74.3K |
2015 Q2
2 quarters
|
|
|
ACOR
627
DELISTED
Acorda Therapeutics
ACOR
| $109K | 0.02% |
21
+16
| +320% | +$69.9K |
2015 Q3
1 quarter
|
|
628
DELISTED
Beacon Roofing Supply, Inc.
BECN
| $108K | 0.02% |
2,646
-1,584
| -37% | -$60.7K |
2015 Q3
1 quarter
|
|
629
Ovintiv
OVV
$17.4B
| $107K | 0.02% |
4,214
+3,172
| +304% | +$116K |
2015 Q3
1 quarter
|
|
630
Trimble
TRMB
$12.7B
| $107K | 0.02% |
+5,009
| New | +$104K |
2015 Q4
0 quarters
|
|
|
ETFC
631
DELISTED
E*Trade Financial Corporation
ETFC
| $107K | 0.02% |
+3,633
| New | +$104K |
2015 Q4
0 quarters
|
|
632
3D Systems Corp
DDD
$260M
| $106K | 0.02% |
12,311
-20,657
| -63% | -$213K |
2014 Q1
7 quarters
|
|
633
Seagate
STX
$117B
| $106K | 0.02% |
+2,899
| New | +$110K |
2015 Q4
0 quarters
|
|
634
Callaway Golf Company
CALY
$2.99B
| $105K | 0.02% |
11,231
+11,228
| +374,267% | +$108K |
2015 Q3
1 quarter
|
|
635
Nordson
NDSN
$18B
| $105K | 0.02% |
1,648
-2,492
| -60% | -$171K |
2015 Q2
2 quarters
|
|
636
ePlus
PLUS
$2.52B
| $105K | 0.02% |
+4,520
| New | +$102K |
2015 Q4
0 quarters
|
|
637
Precigen
PGEN
$1.62B
| $104K | 0.02% |
3,485
-7,444
| -68% | -$251K |
2015 Q1
3 quarters
|
|
|
CTB
638
DELISTED
Cooper Tire & Rubber Co.
CTB
| $104K | 0.02% |
+2,756
| New | +$112K |
2015 Q4
0 quarters
|
|
|
HW
639
DELISTED
Headwaters Inc
HW
| $104K | 0.02% |
+6,212
| New | +$117K |
2015 Q4
0 quarters
|
|
640
DELISTED
Dominion Diamond Corporation
DDC
| $104K | 0.02% |
10,263
+10,233
| +34,110% | +$98.8K |
2015 Q1
3 quarters
|
|
641
Gaming and Leisure Properties
GLPI
$11.4B
| $102K | 0.02% |
3,699
+1,857
| +101% | +$53.1K |
2015 Q3
1 quarter
|
|
642
Prosperity Bancshares
PB
$8.66B
| $102K | 0.02% |
+2,133
| New | +$110K |
2015 Q4
0 quarters
|
|
|
ISEE
643
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
| $102K | 0.02% |
1,302
-1,570
| -55% | -$90.8K |
2014 Q4
4 quarters
|
|
|
QTS
644
DELISTED
QTS REALTY TRUST, INC.
QTS
| $102K | 0.02% |
2,278
+1,660
| +269% | +$72.3K |
2015 Q3
1 quarter
|
|
645
SouthState Bank Corp
SSB
$10B
| $101K | 0.02% |
1,412
+528
| +60% | +$40.1K |
2015 Q3
1 quarter
|
|
646
Liberty Latin America Class C
LILAK
$1.81B
| $100K | 0.02% |
+2,730
| New | +$89K |
2015 Q4
0 quarters
|
|
|
INSY
647
DELISTED
Insys Therapeutics, Inc.
INSY
| $100K | 0.02% |
3,520
-3,012
| -46% | -$83.4K |
2015 Q2
2 quarters
|
|
|
CVG
648
DELISTED
Convergys
CVG
| $100K | 0.02% |
4,044
-6,998
| -63% | -$176K |
2015 Q3
1 quarter
|
|
|
CIE
649
DELISTED
Cobalt International Energy, Inc
CIE
| $100K | 0.02% |
+1,244
| New | +$137K |
2015 Q4
0 quarters
|
|
650
Factset
FDS
$11.8B
| $99K | 0.02% |
615
-407
| -40% | -$68.3K |
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.