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 | |
|---|---|---|---|---|---|---|---|
|
NRE
826
DELISTED
NorthStar Realty Europe Corp.
NRE
| $43K | 0.01% |
+3,689
| New | +$40.6K |
2015 Q4
0 quarters
|
|
|
TXTR
827
DELISTED
TEXTURA CORPORATION COM
TXTR
| $43K | 0.01% |
+1,993
| New | +$50.4K |
2015 Q4
0 quarters
|
|
828
Franco-Nevada
FNV
$47.8B
| $42K | 0.01% |
+932
| New | +$45.2K |
2015 Q4
0 quarters
|
|
829
MillerKnoll
MLKN
$1.47B
| $42K | 0.01% |
+1,484
| New | +$45.6K |
2015 Q4
0 quarters
|
|
830
FreightCar America
RAIL
$174M
| $42K | 0.01% |
+2,200
| New | +$46.2K |
2015 Q4
0 quarters
|
|
831
Bio-Techne
TECH
$11.4B
| $42K | 0.01% |
+1,896
| New | +$43.2K |
2015 Q4
0 quarters
|
|
|
CSOD
832
DELISTED
Cornerstone OnDemand, Inc.
CSOD
| $42K | 0.01% |
1,221
-8,723
| -88% | -$301K |
2015 Q3
1 quarter
|
|
833
DELISTED
La Quinta Holdings Inc.
LQ
| $42K | 0.01% |
+3,126
| New | +$47.8K |
2015 Q4
0 quarters
|
|
|
DTSI
834
DELISTED
DTS, Inc.
DTSI
| $42K | 0.01% |
+1,900
| New | +$50.5K |
2015 Q4
0 quarters
|
|
835
DELISTED
Treehouse Foods
THS
| $41K | 0.01% |
524
+11
| +2% | +$918 |
2015 Q3
1 quarter
|
|
836
Veeco
VECO
$2.47B
| $41K | 0.01% |
2,028
-11,378
| -85% | -$231K |
2015 Q3
1 quarter
|
|
|
CYNO
837
DELISTED
Cynosure, Inc. Class A
CYNO
| $41K | 0.01% |
933
-3,897
| -81% | -$148K |
2015 Q1
3 quarters
|
|
838
CoStar Group
CSGP
$12.1B
| $40K | 0.01% |
1,960
-5,530
| -74% | -$110K |
2015 Q2
2 quarters
|
|
839
Markel Group
MKL
$24B
| $40K | 0.01% |
46
-287
| -86% | -$250K |
2014 Q3
5 quarters
|
|
840
OraSure Technologies
OSUR
$250M
| $40K | 0.01% |
6,300
+5,500
| +688% | +$31.4K |
2014 Q4
4 quarters
|
|
|
BKS
841
DELISTED
Barnes & Noble
BKS
| $40K | 0.01% |
+4,694
| New | +$55.2K |
2015 Q4
0 quarters
|
|
842
Aimco
AIV
$210M
| $39K | 0.01% |
7,372
-226,578
| -97% | -$1.17M |
2015 Q3
1 quarter
|
|
843
KT
KT
$8.9B
| $39K | 0.01% |
+3,352
| New | +$43.1K |
2015 Q4
0 quarters
|
|
844
DELISTED
ProAssurance
PRA
| $39K | 0.01% |
+821
| New | +$42.2K |
2015 Q4
0 quarters
|
|
|
GIMO
845
DELISTED
Gigamon Inc.
GIMO
| $39K | 0.01% |
1,494
-2,181
| -59% | -$56K |
2015 Q3
1 quarter
|
|
846
Agios Pharmaceuticals
AGIO
$1.9B
| $38K | 0.01% |
600
| – | – |
2015 Q3
1 quarter
|
|
847
Graphic Packaging
GPK
$3.19B
| $38K | 0.01% |
3,002
+870
| +41% | +$11.7K |
2015 Q1
3 quarters
|
|
848
Lazard
LAZ
$4.39B
| $38K | 0.01% |
864
-22,075
| -96% | -$1.01M |
2015 Q3
1 quarter
|
|
849
Larimar Therapeutics
LRMR
$280M
| $38K | 0.01% |
+504
| New | +$81K |
2015 Q4
0 quarters
|
|
|
WAGE
850
DELISTED
WageWorks, Inc.
WAGE
| $38K | 0.01% |
+847
| New | +$38K |
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.