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 | |
|---|---|---|---|---|---|---|---|
|
LOCK
776
DELISTED
LifeLock, Inc.
LOCK
| $57K | 0.01% |
4,000
+2,294
| +134% | +$29.5K |
2015 Q3
1 quarter
|
|
777
DELISTED
Vista Outdoor Inc.
VSTO
| $57K | 0.01% |
1,300
+1,040
| +400% | +$45.6K |
2015 Q3
1 quarter
|
|
778
Deluxe
DLX
$1.23B
| $56K | 0.01% |
1,034
-2,228
| -68% | -$129K |
2015 Q2
2 quarters
|
|
779
Scholastic
SCHL
$676M
| $56K | 0.01% |
+1,458
| New | +$58.8K |
2015 Q4
0 quarters
|
|
780
United Bankshares
UBSI
$6.44B
| $56K | 0.01% |
+1,539
| New | +$60.9K |
2015 Q4
0 quarters
|
|
781
Ironwood Pharmaceuticals
IRWD
$803M
| $55K | 0.01% |
5,741
+4,428
| +337% | +$42.8K |
2014 Q4
4 quarters
|
|
782
Mueller Water Products
MWA
$3.73B
| $55K | 0.01% |
6,405
-21,525
| -77% | -$188K |
2015 Q2
2 quarters
|
|
783
Ashford Hospitality Trust
AHT
$15.9M
| $54K | 0.01% |
9
+6
| +200% | +$39.6K |
2015 Q3
1 quarter
|
|
784
First American
FAF
$6.58B
| $54K | 0.01% |
1,521
+361
| +31% | +$13.8K |
2015 Q3
1 quarter
|
|
785
ManpowerGroup
MAN
$2.14B
| $54K | 0.01% |
641
-5,497
| -90% | -$481K |
2015 Q3
1 quarter
|
|
786
Thor Industries
THO
$4B
| $54K | 0.01% |
963
-3,656
| -79% | -$203K |
2015 Q2
2 quarters
|
|
787
Blackbaud
BLKB
$2.41B
| $51K | 0.01% |
+786
| New | +$49.2K |
2015 Q4
0 quarters
|
|
788
Essent Group
ESNT
$5.71B
| $51K | 0.01% |
2,371
+730
| +44% | +$17.7K |
2015 Q3
1 quarter
|
|
789
Vail Resorts
MTN
$5.4B
| $51K | 0.01% |
406
-1,244
| -75% | -$146K |
2015 Q3
1 quarter
|
|
790
Unifirst Corp
UNF
$4.37B
| $51K | 0.01% |
497
-614
| -55% | -$65.6K |
2015 Q2
2 quarters
|
|
|
SNR
791
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
| $51K | 0.01% |
5,219
-6,112
| -54% | -$60.6K |
2014 Q4
4 quarters
|
|
|
IBKC
792
DELISTED
IBERIABANK Corp
IBKC
| $51K | 0.01% |
942
-1,536
| -62% | -$91.8K |
2014 Q3
5 quarters
|
|
793
Asbury Automotive
ABG
$3.58B
| $50K | 0.01% |
+756
| New | +$57.5K |
2015 Q4
0 quarters
|
|
794
Eagle Materials
EXP
$5.54B
| $50K | 0.01% |
842
-1,552
| -65% | -$103K |
2015 Q2
2 quarters
|
|
795
Alaunos Therapeutics
TCRT
$4.12M
| $50K | 0.01% |
40
-109
| -73% | -$180K |
2015 Q1
3 quarters
|
|
|
RSTI
796
DELISTED
Rofin-Sinar Technologies Inc
RSTI
| $50K | 0.01% |
+1,900
| New | +$52.8K |
2015 Q4
0 quarters
|
|
797
Primerica
PRI
$8.86B
| $49K | 0.01% |
1,049
-2,610
| -71% | -$128K |
2014 Q4
4 quarters
|
|
798
California Water Service
CWT
$3.11B
| $48K | 0.01% |
2,100
-6,790
| -76% | -$154K |
2015 Q2
2 quarters
|
|
799
MidCap Financial Investment
MFIC
$839M
| $48K | 0.01% |
3,067
-17,591
| -85% | -$301K |
2015 Q2
2 quarters
|
|
800
Myriad Genetics
MYGN
$545M
| $48K | 0.01% |
1,118
-150
| -12% | -$6.34K |
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.