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 | |
|---|---|---|---|---|---|---|---|
551
Skywest
SKYW
$3.11B
| $145K | 0.02% |
7,665
+1,770
| +30% | +$34.7K |
2015 Q3
1 quarter
|
|
552
Metallus
MTUS
$700M
| $144K | 0.02% |
+17,226
| New | +$185K |
2015 Q4
0 quarters
|
|
|
IOC
553
DELISTED
Interoil Corporation
IOC
| $144K | 0.02% |
+4,595
| New | +$169K |
2015 Q4
0 quarters
|
|
554
DELISTED
LDR HOLDINGS CORP COM STK
LDRH
| $144K | 0.02% |
5,754
+2,646
| +85% | +$69K |
2015 Q3
1 quarter
|
|
555
Pediatrix Medical
MD
$2.45B
| $143K | 0.02% |
2,003
-3,653
| -65% | -$270K |
2015 Q3
1 quarter
|
|
556
Watsco Inc
WSO
$12.7B
| $143K | 0.02% |
+1,226
| New | +$151K |
2015 Q4
0 quarters
|
|
557
MSG Knickerbockers Corp.
MSGK
$7.59B
| $142K | 0.02% |
+1,231
| New | +$148K |
2015 Q4
0 quarters
|
|
558
DELISTED
Faro Technologies
FARO
| $141K | 0.02% |
+4,790
| New | +$151K |
2015 Q4
0 quarters
|
|
559
Cheetah Mobile
CMCM
$69.8M
| $140K | 0.02% |
1,757
+679
| +63% | +$60.6K |
2014 Q3
5 quarters
|
|
560
Sinclair Inc
SBGI
$1.08B
| $140K | 0.02% |
+4,303
| New | +$137K |
2015 Q4
0 quarters
|
|
561
Boise Cascade
BCC
$2.35B
| $139K | 0.02% |
5,451
-562
| -9% | -$16K |
2015 Q3
1 quarter
|
|
562
DELISTED
Synchronoss Technologies
SNCR
| $139K | 0.02% |
440
-350
| -44% | -$116K |
2015 Q2
2 quarters
|
|
563
Enpro
NPO
$5.69B
| $138K | 0.02% |
3,153
-427
| -12% | -$20.1K |
2015 Q2
2 quarters
|
|
564
Allegiant Air
ALGT
$2.52B
| $137K | 0.02% |
820
+625
| +321% | +$120K |
2015 Q3
1 quarter
|
|
565
Barclays
BCS
$75.6B
| $136K | 0.02% |
11,228
-5,125
| -31% | -$68K |
2015 Q3
1 quarter
|
|
|
MNDT
566
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $136K | 0.02% |
+6,599
| New | +$165K |
2015 Q4
0 quarters
|
|
567
DELISTED
Time Inc.
TIME
| $136K | 0.02% |
8,727
-4,604
| -35% | -$79.1K |
2015 Q3
1 quarter
|
|
568
Usana Health Sciences
USNA
$245M
| $135K | 0.02% |
+2,124
| New | +$138K |
2015 Q4
0 quarters
|
|
|
HMSY
569
DELISTED
HMS Holdings Corp.
HMSY
| $135K | 0.02% |
11,016
+5,193
| +89% | +$59.1K |
2015 Q3
1 quarter
|
|
570
DELISTED
Eaton Vance Corp.
EV
| $135K | 0.02% |
+4,177
| New | +$146K |
2015 Q4
0 quarters
|
|
|
BWP
571
DELISTED
Boardwalk Pipeline Partners
BWP
| $135K | 0.02% |
10,470
-9,228
| -47% | -$114K |
2015 Q1
3 quarters
|
|
572
Black Hills Corp
BKH
$6.7B
| $134K | 0.02% |
2,907
-594
| -17% | -$26.1K |
2015 Q2
2 quarters
|
|
573
Safehold
SAFE
$680M
| $134K | 0.02% |
2,364
+1,257
| +114% | +$76.9K |
2015 Q2
2 quarters
|
|
|
WLL
574
DELISTED
Whiting Petroleum Corporation
WLL
| $134K | 0.02% |
47
+40
| +571% | +$190K |
2013 Q4
8 quarters
|
|
575
Aecom
ACM
$9.08B
| $133K | 0.02% |
+4,440
| New | +$133K |
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.