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 | |
|---|---|---|---|---|---|---|---|
426
Dana Inc
DAN
$2.32B
| $228K | 0.04% |
16,535
-19,037
| -54% | -$300K |
2015 Q3
1 quarter
|
|
427
LGI Homes
LGIH
$957M
| $228K | 0.04% |
+9,402
| New | +$274K |
2015 Q4
0 quarters
|
|
428
BioMarin Pharmaceuticals
BMRN
$11B
| $227K | 0.04% |
2,171
-18,285
| -89% | -$1.91M |
2015 Q2
2 quarters
|
|
|
DNY
429
DELISTED
DONNELLEY R R & SONS CO
DNY
| $227K | 0.04% |
+15,453
| New | +$227K |
2015 Q4
0 quarters
|
|
430
Cameco
CCJ
$31.3B
| $225K | 0.04% |
18,288
+13,409
| +275% | +$172K |
2015 Q3
1 quarter
|
|
431
Crown Holdings
CCK
$13B
| $225K | 0.04% |
4,446
-6,528
| -59% | -$332K |
2015 Q3
1 quarter
|
|
432
DELISTED
Electronic Arts
EA
| $225K | 0.04% |
3,280
+2,405
| +275% | +$169K |
2015 Q3
1 quarter
|
|
433
Smith & Wesson
SWBI
$698M
| $224K | 0.04% |
13,307
-10,819
| -45% | -$159K |
2015 Q1
3 quarters
|
|
434
Lennar Class A
LEN
$19.9B
| $221K | 0.04% |
+4,749
| New | +$226K |
2015 Q4
0 quarters
|
|
435
BCE
BCE
$19.9B
| $219K | 0.04% |
+5,676
| New | +$239K |
2015 Q4
0 quarters
|
|
436
OneSpan
OSPN
$828M
| $219K | 0.04% |
13,117
+12,217
| +1,357% | +$225K |
2014 Q4
4 quarters
|
|
437
Accendra Health
ACH
$11.2M
| $218K | 0.04% |
+6,064
| New | +$219K |
2015 Q4
0 quarters
|
|
438
Bank OZK
OZK
$5.44B
| $218K | 0.04% |
4,420
+1,054
| +31% | +$53K |
2015 Q2
2 quarters
|
|
|
UNT
439
DELISTED
UNIT Corporation
UNT
| $216K | 0.04% |
+17,710
| New | +$261K |
2015 Q4
0 quarters
|
|
440
John Wiley & Sons Class A
WLY
$2.51B
| $215K | 0.04% |
4,795
+4,202
| +709% | +$208K |
2014 Q3
5 quarters
|
|
441
DELISTED
Team Health Holdings Inc
TMH
| $215K | 0.04% |
4,906
+1,008
| +26% | +$53.4K |
2015 Q3
1 quarter
|
|
442
HealthEquity
HQY
$8.52B
| $213K | 0.04% |
8,536
+8,439
| +8,700% | +$259K |
2015 Q3
1 quarter
|
|
443
Norwegian Cruise Line
NCLH
$8.29B
| $213K | 0.04% |
+3,642
| New | +$214K |
2015 Q4
0 quarters
|
|
|
NYRT
444
DELISTED
New York REIT, Inc.
NYRT
| $213K | 0.04% |
+1,856
| New | +$210K |
2015 Q4
0 quarters
|
|
445
Equinor
EQNR
$101B
| $211K | 0.04% |
+15,122
| New | +$236K |
2015 Q4
0 quarters
|
|
446
Saic
SAIC
$6.34B
| $211K | 0.04% |
4,624
+975
| +27% | +$44.5K |
2015 Q3
1 quarter
|
|
447
Wolverine World Wide
WWW
$1.88B
| $211K | 0.04% |
12,643
-960
| -7% | -$18K |
2015 Q2
2 quarters
|
|
448
Simpson Manufacturing
SSD
$8.06B
| $210K | 0.04% |
+6,170
| New | +$224K |
2015 Q4
0 quarters
|
|
449
DELISTED
ARM HOLDINGS PLC ADS
ARMH
| $208K | 0.04% |
4,606
-24,923
| -84% | -$1.18M |
2015 Q1
3 quarters
|
|
|
HRC
450
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
| $204K | 0.04% |
4,263
+4,230
| +12,818% | +$216K |
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.