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 | |
|---|---|---|---|---|---|---|---|
|
STMP
576
DELISTED
Stamps.com, Inc.
STMP
| $133K | 0.02% |
+1,218
| New | +$112K |
2015 Q4
0 quarters
|
|
577
AES
AES
$10.7B
| $132K | 0.02% |
13,869
-5,135
| -27% | -$51.5K |
2015 Q3
1 quarter
|
|
|
ISIL
578
DELISTED
Intersil Corp
ISIL
| $132K | 0.02% |
+10,421
| New | +$138K |
2015 Q4
0 quarters
|
|
579
Archrock
AROC
$4.73B
| $131K | 0.02% |
17,504
+13,504
| +338% | +$193K |
2015 Q2
2 quarters
|
|
580
Tuniu
TOUR
$51M
| $131K | 0.02% |
823
+181
| +28% | +$26.9K |
2015 Q2
2 quarters
|
|
|
EBIX
581
DELISTED
Ebix Inc
EBIX
| $131K | 0.02% |
3,998
-1,011
| -20% | -$32K |
2015 Q3
1 quarter
|
|
582
Community Health Systems
CYH
$306M
| $130K | 0.02% |
+5,953
| New | +$154K |
2015 Q4
0 quarters
|
|
|
MANT
583
DELISTED
Mantech International Corp
MANT
| $129K | 0.02% |
4,282
+2,482
| +138% | +$73.9K |
2015 Q3
1 quarter
|
|
|
CPLA
584
DELISTED
Capella Education Company
CPLA
| $129K | 0.02% |
+2,807
| New | +$135K |
2015 Q4
0 quarters
|
|
585
MKS Inc
MKSI
$14.1B
| $128K | 0.02% |
3,576
-1,542
| -30% | -$54.9K |
2015 Q3
1 quarter
|
|
586
DELISTED
WW International
WW
| $128K | 0.02% |
5,626
+3,026
| +116% | +$57.1K |
2015 Q2
2 quarters
|
|
587
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $127K | 0.02% |
+3,387
| New | +$127K |
2015 Q4
0 quarters
|
|
588
American Assets Trust
AAT
$1.33B
| $126K | 0.02% |
3,292
+2,840
| +628% | +$115K |
2015 Q3
1 quarter
|
|
589
BJ's Restaurants
BJRI
$1.23B
| $126K | 0.02% |
2,902
+1,141
| +65% | +$50K |
2015 Q2
2 quarters
|
|
590
Sony
SONY
$159B
| $126K | 0.02% |
+25,690
| New | +$136K |
2015 Q4
0 quarters
|
|
591
Upbound Group
UPBD
$1.4B
| $126K | 0.02% |
8,435
-533
| -6% | -$10.2K |
2014 Q4
4 quarters
|
|
|
SWIR
592
DELISTED
Sierra Wireless
SWIR
| $125K | 0.02% |
+8,002
| New | +$156K |
2015 Q4
0 quarters
|
|
|
CXP
593
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
| $125K | 0.02% |
+5,362
| New | +$130K |
2015 Q4
0 quarters
|
|
594
DELISTED
G&K Services Inc
GK
| $125K | 0.02% |
+1,988
| New | +$132K |
2015 Q4
0 quarters
|
|
595
DELISTED
PHYSICIANS REALTY TRUST
DOC
| $125K | 0.02% |
+7,448
| New | +$119K |
2015 Q4
0 quarters
|
|
596
Coherus Oncology
CHRS
$79.6M
| $123K | 0.02% |
+5,387
| New | +$139K |
2015 Q4
0 quarters
|
|
597
Mativ Holdings
MATV
$665M
| $123K | 0.02% |
2,940
-103
| -3% | -$4.12K |
2015 Q3
1 quarter
|
|
|
RAX
598
DELISTED
Rackspace Hosting Inc
RAX
| $123K | 0.02% |
4,886
-179
| -4% | -$4.75K |
2015 Q1
3 quarters
|
|
599
Ryder
R
$10.7B
| $122K | 0.02% |
2,153
-4,267
| -66% | -$282K |
2014 Q4
4 quarters
|
|
600
Fomento Económico Mexicano
FMX
$45.2B
| $121K | 0.02% |
+1,315
| New | +$126K |
2015 Q4
0 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.