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 | |
|---|---|---|---|---|---|---|---|
|
ALOG
751
DELISTED
Analogic Corp
ALOG
| $68K | 0.01% |
+830
| New | +$70.6K |
2015 Q4
0 quarters
|
|
752
Eagle Bancorp
EGBN
$1.05B
| $67K | 0.01% |
+1,335
| New | +$67K |
2015 Q4
0 quarters
|
|
753
DELISTED
Beazer Homes USA
BZH
| $66K | 0.01% |
5,778
-341
| -6% | -$4.67K |
2015 Q3
1 quarter
|
|
754
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
| $66K | 0.01% |
+1,497
| New | +$67K |
2015 Q4
0 quarters
|
|
755
U-Haul Holding Co
UHAL
$10.9B
| $65K | 0.01% |
+1,680
| New | +$67.9K |
2015 Q4
0 quarters
|
|
756
Pricesmart
PSMT
$5.12B
| $63K | 0.01% |
+763
| New | +$66.2K |
2015 Q4
0 quarters
|
|
|
ILG
757
DELISTED
ILG, Inc Common Stock
ILG
| $63K | 0.01% |
+4,056
| New | +$69K |
2015 Q4
0 quarters
|
|
|
POLY
758
DELISTED
Plantronics, Inc.
POLY
| $62K | 0.01% |
1,313
-424
| -24% | -$22K |
2015 Q1
3 quarters
|
|
|
EXAM
759
DELISTED
EXAMWORKS GROUP INC COM STK (DE)
EXAM
| $62K | 0.01% |
+2,333
| New | +$62.8K |
2015 Q4
0 quarters
|
|
760
Banner Corp
BANR
$2.52B
| $61K | 0.01% |
+1,339
| New | +$66.2K |
2015 Q4
0 quarters
|
|
761
Methode Electronics
MEI
$453M
| $61K | 0.01% |
1,947
-2,081
| -52% | -$70.2K |
2015 Q2
2 quarters
|
|
762
STMicroelectronics
STM
$42B
| $61K | 0.01% |
9,289
-7,113
| -43% | -$50.2K |
2015 Q3
1 quarter
|
|
763
DELISTED
Enerplus Corporation
ERF
| $61K | 0.01% |
17,900
+7,000
| +64% | +$33.4K |
2015 Q3
1 quarter
|
|
764
Brookfield Infrastructure Partners
BIP
$18.2B
| $60K | 0.01% |
3,997
-5,471
| -58% | -$87.1K |
2015 Q3
1 quarter
|
|
|
MDCO
765
DELISTED
Medicines Co
MDCO
| $60K | 0.01% |
1,630
-237
| -13% | -$8.96K |
2015 Q3
1 quarter
|
|
766
MacroGenics
MGNX
$141M
| $59K | 0.01% |
+1,936
| New | +$58.8K |
2015 Q4
0 quarters
|
|
767
Outfront Media
OUT
$5.87B
| $59K | 0.01% |
2,772
+1,325
| +92% | +$29.8K |
2015 Q2
2 quarters
|
|
|
LLL
768
DELISTED
L3 Technologies, Inc.
LLL
| $59K | 0.01% |
494
-451
| -48% | -$53.5K |
2014 Q4
4 quarters
|
|
|
EDE
769
DELISTED
Empire District Electric
EDE
| $59K | 0.01% |
+2,134
| New | +$50.5K |
2015 Q4
0 quarters
|
|
|
QLIK
770
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
| $59K | 0.01% |
1,888
-5,151
| -73% | -$169K |
2015 Q2
2 quarters
|
|
771
Xylem
XYL
$21.8B
| $58K | 0.01% |
+1,615
| New | +$58.4K |
2015 Q4
0 quarters
|
|
|
ALDR
772
DELISTED
Alder Biopharmaceuticals
ALDR
| $58K | 0.01% |
+1,785
| New | +$60.4K |
2015 Q4
0 quarters
|
|
773
Vanda Pharmaceuticals
VNDA
$235M
| $57K | 0.01% |
6,220
+4,120
| +196% | +$41.1K |
2015 Q2
2 quarters
|
|
|
SGYP
774
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
| $57K | 0.01% |
10,064
-3,937
| -28% | -$24K |
2015 Q2
2 quarters
|
|
|
CALD
775
DELISTED
Callidus Software, Inc.
CALD
| $57K | 0.01% |
+3,090
| New | +$58.4K |
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.