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 | |
|---|---|---|---|---|---|---|---|
376
Children's Place
PLCE
$9.9M
| $283K | 0.05% |
+5,139
| New | +$277K |
2015 Q4
0 quarters
|
|
377
Lumen Technologies, Inc. Common Stock
LUMN
$4.3B
| $281K | 0.05% |
+11,206
| New | +$301K |
2015 Q4
0 quarters
|
|
378
Public Storage
PSA
$62.3B
| $281K | 0.05% |
+1,135
| New | +$266K |
2015 Q4
0 quarters
|
|
379
MSC Industrial Direct
MSM
$6.67B
| $279K | 0.05% |
4,966
+3,669
| +283% | +$222K |
2015 Q3
1 quarter
|
|
380
ConocoPhillips
COP
$166B
| $278K | 0.05% |
+5,959
| New | +$311K |
2015 Q4
0 quarters
|
|
|
ICPT
381
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $278K | 0.05% |
+1,863
| New | +$315K |
2015 Q4
0 quarters
|
|
382
Canadian Imperial Bank of Commerce
CM
$105B
| $277K | 0.05% |
+8,424
| New | +$309K |
2015 Q4
0 quarters
|
|
383
Carter's
CRI
$1.24B
| $277K | 0.05% |
3,114
-1,251
| -29% | -$112K |
2015 Q3
1 quarter
|
|
|
MNTA
384
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
| $274K | 0.05% |
+18,495
| New | +$309K |
2015 Q4
0 quarters
|
|
|
DGI
385
DELISTED
DigitalGlobe Inc.
DGI
| $274K | 0.05% |
17,519
+13,644
| +352% | +$239K |
2014 Q2
6 quarters
|
|
386
Super Micro Computer
SMCI
$17.8B
| $273K | 0.05% |
111,620
+82,370
| +282% | +$215K |
2015 Q1
3 quarters
|
|
|
NTRI
387
DELISTED
NutriSystem, Inc.
NTRI
| $273K | 0.05% |
12,634
+12,160
| +2,565% | +$287K |
2015 Q3
1 quarter
|
|
|
AGU
388
DELISTED
Agrium
AGU
| $273K | 0.05% |
+3,065
| New | +$290K |
2015 Q4
0 quarters
|
|
389
DELISTED
CyberArk
CYBR
| $272K | 0.05% |
6,045
+2,314
| +62% | +$105K |
2014 Q4
4 quarters
|
|
390
MGIC Investment
MTG
$5.52B
| $269K | 0.05% |
30,528
+12,095
| +66% | +$113K |
2015 Q3
1 quarter
|
|
391
PVH
PVH
$4.28B
| $267K | 0.05% |
3,637
-8,277
| -69% | -$732K |
2015 Q2
2 quarters
|
|
392
DELISTED
PotlatchDeltic
PCH
| $266K | 0.05% |
8,810
-641
| -7% | -$20.1K |
2015 Q2
2 quarters
|
|
393
Clean Harbors
CLH
$15.5B
| $259K | 0.04% |
6,242
+1,143
| +22% | +$49.7K |
2015 Q2
2 quarters
|
|
394
Teekay Tankers
TNK
$3.07B
| $259K | 0.04% |
+4,717
| New | +$277K |
2015 Q4
0 quarters
|
|
|
WCG
395
DELISTED
Wellcare Health Plans, Inc.
WCG
| $259K | 0.04% |
3,317
+3,158
| +1,986% | +$262K |
2015 Q1
3 quarters
|
|
396
Evercore
EVR
$11.2B
| $258K | 0.04% |
+4,777
| New | +$258K |
2015 Q4
0 quarters
|
|
|
STRZA
397
DELISTED
Starz - Series A
STRZA
| $257K | 0.04% |
+7,692
| New | +$274K |
2015 Q4
0 quarters
|
|
398
MFA Financial
MFA
$562M
| $255K | 0.04% |
9,678
+2,498
| +35% | +$69K |
2015 Q3
1 quarter
|
|
|
ZAYO
399
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $255K | 0.04% |
+9,627
| New | +$244K |
2015 Q4
0 quarters
|
|
400
Air Products & Chemicals
APD
$70.4B
| $250K | 0.04% |
2,084
-14,484
| -87% | -$1.82M |
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.