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 | |
|---|---|---|---|---|---|---|---|
|
AMAG
801
DELISTED
AMAG Pharmaceuticals
AMAG
| $48K | 0.01% |
1,608
-816
| -34% | -$26.4K |
2014 Q2
6 quarters
|
|
|
NILE
802
DELISTED
Blue Nile, Inc.
NILE
| $48K | 0.01% |
+1,300
| New | +$45.6K |
2015 Q4
0 quarters
|
|
803
Universal Display
OLED
$4.05B
| $47K | 0.01% |
+867
| New | +$38.2K |
2015 Q4
0 quarters
|
|
804
Revvity
RVTY
$17.5B
| $47K | 0.01% |
+883
| New | +$45K |
2015 Q4
0 quarters
|
|
|
MTGE
805
DELISTED
MTGE Investment Corp. Common Stock
MTGE
| $47K | 0.01% |
+3,438
| New | +$50.5K |
2015 Q4
0 quarters
|
|
806
Badger Meter
BMI
$4.45B
| $46K | 0.01% |
+1,600
| New | +$47.7K |
2015 Q4
0 quarters
|
|
807
NatWest
NWG
$62.1B
| $46K | 0.01% |
4,901
-9,697
| -66% | -$98.7K |
2015 Q1
3 quarters
|
|
808
Pinnacle Financial Partners Inc
PNFP
$15B
| $46K | 0.01% |
+906
| New | +$48K |
2015 Q4
0 quarters
|
|
809
E.W. Scripps
SSP
$337M
| $46K | 0.01% |
+2,428
| New | +$49.6K |
2015 Q4
0 quarters
|
|
810
DELISTED
LL Flooring Holdings, Inc.
LL
| $46K | 0.01% |
2,696
+2,196
| +439% | +$33.9K |
2015 Q1
3 quarters
|
|
811
Enovis
ENOV
$1.59B
| $45K | 0.01% |
1,134
-15,865
| -93% | -$728K |
2015 Q3
1 quarter
|
|
812
Ternium
TX
$9.9B
| $45K | 0.01% |
3,700
+400
| +12% | +$5.58K |
2014 Q4
4 quarters
|
|
|
SHOR
813
DELISTED
ShoreTel, Inc.
SHOR
| $45K | 0.01% |
+5,096
| New | +$47.4K |
2015 Q4
0 quarters
|
|
|
CEB
814
DELISTED
CEB Inc.
CEB
| $45K | 0.01% |
735
-352
| -32% | -$25K |
2015 Q3
1 quarter
|
|
815
DELISTED
Exact Sciences
EXAS
| $44K | 0.01% |
4,856
-9,768
| -67% | -$90.8K |
2015 Q2
2 quarters
|
|
816
Provident Financial Services
PFS
$2.99B
| $44K | 0.01% |
2,200
-1,500
| -41% | -$30.6K |
2015 Q2
2 quarters
|
|
817
Rexford Industrial Realty
REXR
$7.98B
| $44K | 0.01% |
+2,706
| New | +$42K |
2015 Q4
0 quarters
|
|
818
Reliance Steel & Aluminium
RS
$22.1B
| $44K | 0.01% |
767
-14,577
| -95% | -$847K |
2015 Q3
1 quarter
|
|
|
CYS
819
DELISTED
CYS Investments Inc.
CYS
| $44K | 0.01% |
6,200
-2,700
| -30% | -$20.4K |
2015 Q3
1 quarter
|
|
|
SSRI
820
DELISTED
Silver Standard Resources
SSRI
| $44K | 0.01% |
+8,679
| New | +$52.2K |
2015 Q4
0 quarters
|
|
821
El Pollo Loco
LOCO
$447M
| $43K | 0.01% |
3,416
-20,575
| -86% | -$245K |
2014 Q4
4 quarters
|
|
822
Matthews International
MATW
$590M
| $43K | 0.01% |
+810
| New | +$45.3K |
2015 Q4
0 quarters
|
|
|
CLVS
823
DELISTED
Clovis Oncology, Inc.
CLVS
| $43K | 0.01% |
1,252
+72
| +6% | +$4.64K |
2015 Q3
1 quarter
|
|
|
GMLP
824
DELISTED
Golar LNG Partners LP
GMLP
| $43K | 0.01% |
+3,263
| New | +$49.1K |
2015 Q4
0 quarters
|
|
|
WPX
825
DELISTED
WPX Energy, Inc.
WPX
| $43K | 0.01% |
+7,606
| New | +$56.5K |
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.