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 | |
|---|---|---|---|---|---|---|---|
976
Cognex
CGNX
$8.55B
| $10K | ﹤0.01% |
608
-2,422
| -80% | -$43.2K |
2015 Q2
2 quarters
|
|
977
Domino's
DPZ
$11B
| $10K | ﹤0.01% |
+95
| New | +$10.2K |
2015 Q4
0 quarters
|
|
978
Ecopetrol
EC
$31.5B
| $10K | ﹤0.01% |
+1,452
| New | +$12.5K |
2015 Q4
0 quarters
|
|
979
1-800-Flowers.com
FLWS
$168M
| $10K | ﹤0.01% |
+1,434
| New | +$12.4K |
2015 Q4
0 quarters
|
|
980
Jacobs Solutions
J
$18.6B
| $10K | ﹤0.01% |
311
-26,583
| -99% | -$911K |
2015 Q2
2 quarters
|
|
981
DELISTED
Regulus Therapeutics
RGLS
| $10K | ﹤0.01% |
10
-17
| -63% | -$17K |
2015 Q3
1 quarter
|
|
982
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
| $10K | ﹤0.01% |
176
-1,137
| -87% | -$70.8K |
2015 Q1
3 quarters
|
|
983
Grupo Aeroportuario del Sureste
ASR
$8.15B
| $9K | ﹤0.01% |
71
-244
| -77% | -$37.4K |
2015 Q3
1 quarter
|
|
984
Blackstone Mortgage Trust
BXMT
$1.8B
| $9K | ﹤0.01% |
348
-1,168
| -77% | -$32.5K |
2015 Q3
1 quarter
|
|
985
Inovio Pharmaceuticals
INO
$262M
| $9K | ﹤0.01% |
115
+7
| +6% | +$557 |
2015 Q3
1 quarter
|
|
986
Navios Maritime Partners
NMM
$2.58B
| $9K | ﹤0.01% |
207
+139
| +204% | +$10.9K |
2015 Q3
1 quarter
|
|
987
Turkcell
TKC
$4.19B
| $9K | ﹤0.01% |
1,165
-35
| -3% | -$335 |
2015 Q3
1 quarter
|
|
|
AUY
988
DELISTED
Yamana Gold, Inc.
AUY
| $9K | ﹤0.01% |
+4,900
| New | +$10.2K |
2015 Q4
0 quarters
|
|
989
DELISTED
Iconix Brand Group, Inc.
ICON
| $9K | ﹤0.01% |
140
+32
| +30% | +$3.28K |
2014 Q3
5 quarters
|
|
990
Ameris Bancorp
ABCB
$5.53B
| $8K | ﹤0.01% |
+264
| New | +$8.47K |
2015 Q4
0 quarters
|
|
991
Astronics
ATRO
$2.59B
| $8K | ﹤0.01% |
+313
| New | +$7.51K |
2015 Q4
0 quarters
|
|
992
Geron
GERN
$640M
| $8K | ﹤0.01% |
+1,700
| New | +$6.83K |
2015 Q4
0 quarters
|
|
993
Kennametal
KMT
$1.87B
| $8K | ﹤0.01% |
+418
| New | +$10.8K |
2015 Q4
0 quarters
|
|
|
CSII
994
DELISTED
Cardiovascular Systems, Inc.
CSII
| $8K | ﹤0.01% |
531
-8,457
| -94% | -$126K |
2015 Q1
3 quarters
|
|
|
BNFT
995
DELISTED
Benefitfocus, Inc.
BNFT
| $8K | ﹤0.01% |
225
-41
| -15% | -$1.45K |
2015 Q3
1 quarter
|
|
|
ZNGA
996
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $8K | ﹤0.01% |
+3,100
| New | +$7.8K |
2015 Q4
0 quarters
|
|
|
PETX
997
DELISTED
Aratana Therapeutics, Inc.
PETX
| $8K | ﹤0.01% |
1,500
-1,169
| -44% | -$7.73K |
2015 Q3
1 quarter
|
|
998
DELISTED
Sanchez Energy Corporation
SN
| $8K | ﹤0.01% |
2,013
-7,837
| -80% | -$44.2K |
2015 Q1
3 quarters
|
|
999
Bunge Global
BG
$19.2B
| $7K | ﹤0.01% |
+115
| New | +$8.1K |
2015 Q4
0 quarters
|
|
1000
Kandi Technologies Group
KNDI
$33.3M
| $7K | ﹤0.01% |
72
+52
| +260% | +$4.9K |
2013 Q2
10 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.