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 | |
|---|---|---|---|---|---|---|---|
901
Prudential
PUK
$31B
| $25K | ﹤0.01% |
581
-3,102
| -84% | -$138K |
2015 Q1
3 quarters
|
|
902
Papa John's
PZZA
$631M
| $25K | ﹤0.01% |
+451
| New | +$27.9K |
2015 Q4
0 quarters
|
|
903
Hanover Insurance
THG
$8.52B
| $25K | ﹤0.01% |
318
-1,603
| -83% | -$133K |
2015 Q2
2 quarters
|
|
|
ZAGG
904
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
| $25K | ﹤0.01% |
2,353
+390
| +20% | +$3.71K |
2015 Q3
1 quarter
|
|
|
ELNK
905
DELISTED
EarthLink Holdings Corp.
ELNK
| $25K | ﹤0.01% |
3,442
-11,382
| -77% | -$95.6K |
2015 Q3
1 quarter
|
|
906
AMC Global Media
AMCX
$384M
| $24K | ﹤0.01% |
+323
| New | +$24.8K |
2015 Q4
0 quarters
|
|
907
Fabrinet
FN
$12.6B
| $24K | ﹤0.01% |
1,041
-159
| -13% | -$3.54K |
2015 Q3
1 quarter
|
|
908
KBR
KBR
$4.45B
| $24K | ﹤0.01% |
+1,475
| New | +$27.1K |
2015 Q4
0 quarters
|
|
909
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
| $24K | ﹤0.01% |
158
-629
| -80% | -$91.8K |
2014 Q4
4 quarters
|
|
910
Celestica
CLS
$32B
| $23K | ﹤0.01% |
2,100
-7,365
| -78% | -$84.8K |
2015 Q3
1 quarter
|
|
911
Minerals Technologies
MTX
$1.92B
| $23K | ﹤0.01% |
510
+122
| +31% | +$6.85K |
2015 Q3
1 quarter
|
|
|
SIGM
912
DELISTED
Sigma Designs Inc
SIGM
| $23K | ﹤0.01% |
3,700
-14,187
| -79% | -$112K |
2015 Q3
1 quarter
|
|
913
DELISTED
Infoblox Inc
BLOX
| $23K | ﹤0.01% |
1,285
-7,054
| -85% | -$120K |
2015 Q3
1 quarter
|
|
|
QLGC
914
DELISTED
QLOGIC CORP
QLGC
| $23K | ﹤0.01% |
+1,944
| New | +$23.6K |
2015 Q4
0 quarters
|
|
915
Covista Inc
CVSA
$3.96B
| $22K | ﹤0.01% |
+904
| New | +$22.7K |
2015 Q4
0 quarters
|
|
916
Encore Capital Group
ECPG
$2.29B
| $22K | ﹤0.01% |
790
-667
| -46% | -$23K |
2014 Q4
4 quarters
|
|
917
DELISTED
Guess Inc
GES
| $22K | ﹤0.01% |
+1,166
| New | +$24K |
2015 Q4
0 quarters
|
|
918
Himax Technologies
HIMX
$1.56B
| $22K | ﹤0.01% |
+2,700
| New | +$19.6K |
2015 Q4
0 quarters
|
|
919
Adamas Trust
ADAM
$470M
| $22K | ﹤0.01% |
1,055
+105
| +11% | +$2.37K |
2015 Q2
2 quarters
|
|
920
SPS Commerce
SPSC
$2.92B
| $22K | ﹤0.01% |
654
+168
| +35% | +$6.14K |
2015 Q3
1 quarter
|
|
921
DELISTED
Spirit Airlines, Inc.
SAVE
| $22K | ﹤0.01% |
572
-3,523
| -86% | -$143K |
2015 Q2
2 quarters
|
|
|
BT
922
DELISTED
BT Group plc (ADR)
BT
| $22K | ﹤0.01% |
+637
| New | +$22.4K |
2015 Q4
0 quarters
|
|
923
DELISTED
Civitas Resources
CIVI
| $21K | ﹤0.01% |
36
+11
| +44% | +$8.25K |
2015 Q3
1 quarter
|
|
924
LSB Industries
LXU
$840M
| $21K | ﹤0.01% |
+3,787
| New | +$31.3K |
2015 Q4
0 quarters
|
|
925
Nice
NICE
$5.4B
| $21K | ﹤0.01% |
375
-4,125
| -92% | -$246K |
2015 Q3
1 quarter
|
|
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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.