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 | |
|---|---|---|---|---|---|---|---|
726
UFP Industries
UFPI
$4.37B
| $75K | 0.01% |
3,291
+1,785
| +119% | +$42.4K |
2015 Q1
3 quarters
|
|
|
HSNI
727
DELISTED
HSN, Inc.
HSNI
| $75K | 0.01% |
1,481
-709
| -32% | -$38.6K |
2015 Q3
1 quarter
|
|
728
NETSCOUT
NTCT
$2.34B
| $74K | 0.01% |
2,416
-19,756
| -89% | -$679K |
2015 Q2
2 quarters
|
|
729
Starwood Property Trust
STWD
$4.16B
| $74K | 0.01% |
3,620
-10,200
| -74% | -$210K |
2015 Q3
1 quarter
|
|
|
FNGN
730
DELISTED
Financial Engines, Inc.
FNGN
| $74K | 0.01% |
+2,198
| New | +$72.9K |
2015 Q4
0 quarters
|
|
731
LTC Properties
LTC
$2.47B
| $73K | 0.01% |
1,698
-658
| -28% | -$28.1K |
2015 Q3
1 quarter
|
|
|
DISCK
732
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
| $73K | 0.01% |
2,897
-11,524
| -80% | -$315K |
2015 Q3
1 quarter
|
|
733
FS KKR Capital
FSK
$3.19B
| $72K | 0.01% |
2,005
-912
| -31% | -$35.1K |
2015 Q1
3 quarters
|
|
734
MiMedx Group
MDXG
$474M
| $72K | 0.01% |
+7,750
| New | +$67.2K |
2015 Q4
0 quarters
|
|
735
DELISTED
Infinera Corporation Common Stock
INFN
| $72K | 0.01% |
+3,978
| New | +$79.2K |
2015 Q4
0 quarters
|
|
|
EFII
736
DELISTED
Electronics for Imaging
EFII
| $72K | 0.01% |
+1,553
| New | +$73.4K |
2015 Q4
0 quarters
|
|
737
Qualys
QLYS
$5.98B
| $71K | 0.01% |
+2,170
| New | +$76.5K |
2015 Q4
0 quarters
|
|
738
Southwest Gas
SWX
$6.8B
| $71K | 0.01% |
1,296
+1,102
| +568% | +$62.9K |
2015 Q1
3 quarters
|
|
739
DELISTED
Veren
VRN
| $71K | 0.01% |
+6,139
| New | +$80.7K |
2015 Q4
0 quarters
|
|
|
DST
740
DELISTED
DST Systems Inc.
DST
| $71K | 0.01% |
1,250
+126
| +11% | +$7.41K |
2015 Q3
1 quarter
|
|
741
DELISTED
Staples Inc
SPLS
| $71K | 0.01% |
7,580
-252,099
| -97% | -$2.96M |
2015 Q3
1 quarter
|
|
742
Crocs
CROX
$7.24B
| $69K | 0.01% |
+6,781
| New | +$73K |
2015 Q4
0 quarters
|
|
743
DELISTED
Esperion Therapeutics
ESPR
| $69K | 0.01% |
+3,118
| New | +$78.7K |
2015 Q4
0 quarters
|
|
|
AXE
744
DELISTED
Anixter International Inc
AXE
| $69K | 0.01% |
1,152
-210
| -15% | -$13.4K |
2015 Q1
3 quarters
|
|
745
Euronet Worldwide
EEFT
$2.6B
| $68K | 0.01% |
+944
| New | +$72.2K |
2015 Q4
0 quarters
|
|
746
DELISTED
Anywhere Real Estate
HOUS
| $68K | 0.01% |
1,865
-24,947
| -93% | -$985K |
2015 Q3
1 quarter
|
|
|
NEWR
747
DELISTED
New Relic, Inc.
NEWR
| $68K | 0.01% |
1,874
+409
| +28% | +$15.3K |
2015 Q3
1 quarter
|
|
|
STAY
748
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
| $68K | 0.01% |
4,288
+3,966
| +1,232% | +$69.5K |
2015 Q3
1 quarter
|
|
|
MLNX
749
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $68K | 0.01% |
+1,636
| New | +$72.7K |
2015 Q4
0 quarters
|
|
|
PEGI
750
DELISTED
Pattern Energy Group Inc. Class A
PEGI
| $68K | 0.01% |
+3,255
| New | +$67.4K |
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.