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 | |
|---|---|---|---|---|---|---|---|
926
Telefônica Brasil
VIV
$19B
| $21K | ﹤0.01% |
2,350
-6,671
| -74% | -$66.1K |
2015 Q3
1 quarter
|
|
927
MBIA
MBI
$239M
| $20K | ﹤0.01% |
3,200
-23,603
| -88% | -$160K |
2014 Q1
7 quarters
|
|
928
DELISTED
NEVRO CORP.
NVRO
| $20K | ﹤0.01% |
+307
| New | +$16.4K |
2015 Q4
0 quarters
|
|
|
KCG
929
DELISTED
KCG Holdings, Inc.
KCG
| $20K | ﹤0.01% |
1,679
-2,736
| -62% | -$34.1K |
2015 Q3
1 quarter
|
|
930
DHI Group
DHX
$190M
| $19K | ﹤0.01% |
+2,129
| New | +$19K |
2015 Q4
0 quarters
|
|
931
Globant
GLOB
$1.98B
| $19K | ﹤0.01% |
+507
| New | +$17.6K |
2015 Q4
0 quarters
|
|
932
Unisys
UIS
$209M
| $19K | ﹤0.01% |
1,766
+1,596
| +939% | +$20.2K |
2014 Q2
6 quarters
|
|
933
Wintrust Financial
WTFC
$10.4B
| $19K | ﹤0.01% |
396
-5,690
| -93% | -$290K |
2015 Q1
3 quarters
|
|
|
JUNO
934
DELISTED
Juno Therapeutics, Inc.
JUNO
| $19K | ﹤0.01% |
+448
| New | +$22.2K |
2015 Q4
0 quarters
|
|
935
Best Buy
BBY
$21.7B
| $18K | ﹤0.01% |
+602
| New | +$19.9K |
2015 Q4
0 quarters
|
|
936
Compañía de Minas Buenaventura
BVN
$6.43B
| $18K | ﹤0.01% |
+4,368
| New | +$24.8K |
2015 Q4
0 quarters
|
|
937
Hope Bancorp
HOPE
$1.67B
| $18K | ﹤0.01% |
+1,055
| New | +$18.1K |
2015 Q4
0 quarters
|
|
|
PF
938
DELISTED
Pinnacle Foods, Inc.
PF
| $18K | ﹤0.01% |
438
-1,750
| -80% | -$74.9K |
2015 Q3
1 quarter
|
|
|
WEB
939
DELISTED
Web.com Group, Inc.
WEB
| $18K | ﹤0.01% |
912
-5,783
| -86% | -$133K |
2015 Q3
1 quarter
|
|
|
NTT
940
DELISTED
Nippon Telegraph & Telephone
NTT
| $18K | ﹤0.01% |
+462
| New | +$17.5K |
2015 Q4
0 quarters
|
|
941
Calumet Specialty Products
CLMT
$3.21B
| $17K | ﹤0.01% |
+866
| New | +$21.4K |
2015 Q4
0 quarters
|
|
942
Royal Bank of Canada
RY
$281B
| $17K | ﹤0.01% |
+318
| New | +$17.8K |
2015 Q4
0 quarters
|
|
943
DELISTED
Barnes Group Inc.
B
| $17K | ﹤0.01% |
+501
| New | +$18.7K |
2015 Q4
0 quarters
|
|
|
UPL
944
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
| $17K | ﹤0.01% |
7,017
+5,217
| +290% | +$24.3K |
2014 Q1
7 quarters
|
|
945
Altisource Portfolio Solutions
ASPS
$62.9M
| $16K | ﹤0.01% |
+72
| New | +$16K |
2015 Q4
0 quarters
|
|
946
AZZ Inc
AZZ
$4.02B
| $16K | ﹤0.01% |
+300
| New | +$16.7K |
2015 Q4
0 quarters
|
|
947
Summit Hotel Properties
INN
$780M
| $16K | ﹤0.01% |
1,400
+500
| +56% | +$6.38K |
2015 Q3
1 quarter
|
|
948
Innospec
IOSP
$1.95B
| $16K | ﹤0.01% |
+299
| New | +$16.5K |
2015 Q4
0 quarters
|
|
949
Tower Semiconductor
TSEM
$17.9B
| $16K | ﹤0.01% |
1,177
-10,557
| -90% | -$153K |
2014 Q3
5 quarters
|
|
950
DELISTED
Sears Holding Corporation
SHLD
| $16K | ﹤0.01% |
780
-9,020
| -92% | -$203K |
2014 Q4
4 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.