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 | |
|---|---|---|---|---|---|---|---|
|
ISLE
951
DELISTED
Isle of Capri Casinos Inc
ISLE
| $16K | ﹤0.01% |
1,168
-3,338
| -74% | -$58K |
2015 Q2
2 quarters
|
|
952
Arrowhead Research
ARWR
$6.66B
| $15K | ﹤0.01% |
2,540
-4,739
| -65% | -$26.9K |
2015 Q2
2 quarters
|
|
953
Belden
BDC
$4B
| $15K | ﹤0.01% |
325
-2,062
| -86% | -$113K |
2014 Q2
6 quarters
|
|
954
Chunghwa Telecom
CHT
$38.1B
| $15K | ﹤0.01% |
+501
| New | +$15.2K |
2015 Q4
0 quarters
|
|
955
PTC Therapeutics
PTCT
$5.29B
| $15K | ﹤0.01% |
490
-1,310
| -73% | -$38.6K |
2015 Q3
1 quarter
|
|
956
SunCoke Energy
SXC
$913M
| $15K | ﹤0.01% |
4,592
-17,268
| -79% | -$82.8K |
2013 Q4
8 quarters
|
|
|
CATM
957
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $15K | ﹤0.01% |
469
-2,986
| -86% | -$104K |
2014 Q4
4 quarters
|
|
|
DNR
958
DELISTED
Denbury Resources, Inc.
DNR
| $15K | ﹤0.01% |
+7,787
| New | +$25.1K |
2015 Q4
0 quarters
|
|
|
RPTP
959
DELISTED
RAPTOR PHARMACEUTICAL CORP COM STK (DE)
RPTP
| $15K | ﹤0.01% |
+3,005
| New | +$17.4K |
2015 Q4
0 quarters
|
|
960
DELISTED
Vector Group Ltd.
VGR
| $14K | ﹤0.01% |
1,063
-17,119
| -94% | -$239K |
2015 Q3
1 quarter
|
|
|
ONDK
961
DELISTED
On Deck Capital, Inc.
ONDK
| $14K | ﹤0.01% |
+1,400
| New | +$14K |
2015 Q4
0 quarters
|
|
|
AXLL
962
DELISTED
AXIALL CORP COM STK (DE)
AXLL
| $14K | ﹤0.01% |
974
-4,161
| -81% | -$76.7K |
2015 Q3
1 quarter
|
|
963
Caleres
CAL
$455M
| $13K | ﹤0.01% |
+511
| New | +$14.9K |
2015 Q4
0 quarters
|
|
964
Lear
LEA
$5.23B
| $13K | ﹤0.01% |
+108
| New | +$13.2K |
2015 Q4
0 quarters
|
|
965
Matsons
MATX
$6.3B
| $13K | ﹤0.01% |
+327
| New | +$15.2K |
2015 Q4
0 quarters
|
|
966
M/I Homes
MHO
$3.2B
| $13K | ﹤0.01% |
+600
| New | +$13.8K |
2015 Q4
0 quarters
|
|
967
ArcelorMittal
MT
$48.3B
| $13K | ﹤0.01% |
1,392
-38,948
| -97% | -$454K |
2014 Q1
7 quarters
|
|
968
DELISTED
Hornbeck Offshore Services, Inc.
HOS
| $13K | ﹤0.01% |
+1,395
| New | +$17.9K |
2015 Q4
0 quarters
|
|
969
Vivani Medical
VANI
$88.7M
| $12K | ﹤0.01% |
+88
| New | +$12.9K |
2015 Q4
0 quarters
|
|
|
PVTB
970
DELISTED
PrivateBancorp Inc
PVTB
| $12K | ﹤0.01% |
+302
| New | +$12.7K |
2015 Q4
0 quarters
|
|
|
AMCC
971
DELISTED
Applied Micro Circuits Corporation New
AMCC
| $12K | ﹤0.01% |
2,000
+247
| +14% | +$1.67K |
2014 Q2
6 quarters
|
|
972
Healthcare Realty
HR
$6.49B
| $11K | ﹤0.01% |
410
-826
| -67% | -$21.3K |
2015 Q3
1 quarter
|
|
|
SRNE
973
DELISTED
Sorrento Therapeutics, Inc.
SRNE
| $11K | ﹤0.01% |
1,356
+793
| +141% | +$6.69K |
2015 Q2
2 quarters
|
|
|
MYCC
974
DELISTED
ClubCorp Holdings, Inc.
MYCC
| $11K | ﹤0.01% |
644
-686
| -52% | -$13.2K |
2015 Q2
2 quarters
|
|
|
XNPT
975
DELISTED
XENOPORT, INC.
XNPT
| $11K | ﹤0.01% |
+2,160
| New | +$12.1K |
2015 Q4
0 quarters
|
|
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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.