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 | |
|---|---|---|---|---|---|---|---|
851
CONMED
CNMD
$1.5B
| $37K | 0.01% |
851
+424
| +99% | +$18.4K |
2015 Q3
1 quarter
|
|
852
EastGroup Properties
EGP
$10.6B
| $37K | 0.01% |
680
-4,892
| -88% | -$276K |
2015 Q3
1 quarter
|
|
853
Knowles
KN
$2.88B
| $37K | 0.01% |
2,789
+2,284
| +452% | +$39K |
2015 Q3
1 quarter
|
|
854
Matador Resources
MTDR
$6.54B
| $37K | 0.01% |
1,922
-5,540
| -74% | -$135K |
2015 Q1
3 quarters
|
|
855
WaFd
WAFD
$2.17B
| $37K | 0.01% |
+1,556
| New | +$38.3K |
2015 Q4
0 quarters
|
|
856
Celldex Therapeutics
CLDX
$2.24B
| $36K | 0.01% |
153
+26
| +20% | +$5.67K |
2015 Q3
1 quarter
|
|
857
Forum Energy Technologies
FET
$881M
| $36K | 0.01% |
+145
| New | +$39.4K |
2015 Q4
0 quarters
|
|
858
Merit Medical Systems
MMSI
$5.19B
| $36K | 0.01% |
+1,984
| New | +$39.9K |
2015 Q4
0 quarters
|
|
859
MACOM Technology Solutions
MTSI
$18.8B
| $36K | 0.01% |
+893
| New | +$31.1K |
2015 Q4
0 quarters
|
|
860
Simmons First National
SFNC
$3.37B
| $36K | 0.01% |
+1,420
| New | +$37.4K |
2015 Q4
0 quarters
|
|
861
Marriott Vacations Worldwide
VAC
$3.96B
| $36K | 0.01% |
+642
| New | +$39.9K |
2015 Q4
0 quarters
|
|
|
VRTU
862
DELISTED
Virtusa Corporation
VRTU
| $36K | 0.01% |
+876
| New | +$44K |
2015 Q4
0 quarters
|
|
863
DELISTED
Navigant Consulting, Inc.
NCI
| $36K | 0.01% |
+2,300
| New | +$39.3K |
2015 Q4
0 quarters
|
|
864
Silicon Laboratories
SLAB
$7.42B
| $35K | 0.01% |
724
-3,450
| -83% | -$171K |
2015 Q3
1 quarter
|
|
865
Darling Ingredients
DAR
$8.58B
| $34K | 0.01% |
3,235
-119
| -4% | -$1.24K |
2015 Q3
1 quarter
|
|
866
Plexus
PLXS
$5.62B
| $34K | 0.01% |
997
-289
| -22% | -$10.8K |
2015 Q3
1 quarter
|
|
867
Reinsurance Group of America
RGA
$17.8B
| $34K | 0.01% |
400
-624
| -61% | -$56.5K |
2015 Q3
1 quarter
|
|
|
BPL
868
DELISTED
Buckeye Partners, L.P.
BPL
| $34K | 0.01% |
528
-2,609
| -83% | -$171K |
2015 Q3
1 quarter
|
|
|
KS
869
DELISTED
KapStone Paper and Pack Corp.
KS
| $34K | 0.01% |
1,531
-20,385
| -93% | -$447K |
2015 Q2
2 quarters
|
|
870
Alliance Resource Partners
ARLP
$3.25B
| $33K | 0.01% |
2,500
-2,698
| -52% | -$50.1K |
2015 Q1
3 quarters
|
|
871
Babcock & Wilcox
BW
$707M
| $33K | 0.01% |
+160
| New | +$29.2K |
2015 Q4
0 quarters
|
|
872
Kite Realty
KRG
$5.09B
| $33K | 0.01% |
1,274
-8,174
| -87% | -$212K |
2015 Q1
3 quarters
|
|
873
Watts Water Technologies
WTS
$11.9B
| $33K | 0.01% |
+673
| New | +$36.8K |
2015 Q4
0 quarters
|
|
|
WMC
874
DELISTED
Western Asset Mortgage Capital Corporation
WMC
| $33K | 0.01% |
+324
| New | +$37K |
2015 Q4
0 quarters
|
|
|
LABL
875
DELISTED
Multi-Color Corp
LABL
| $33K | 0.01% |
+557
| New | +$38.3K |
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.