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 | |
|---|---|---|---|---|---|---|---|
1226
Invesco
IVZ
$12.5B
| – | – |
-129,775
| Closed | -$4.05M | – |
|
1227
JB Hunt Transport Services
JBHT
$21.2B
| – | – |
-3,674
| Closed | -$262K | – |
|
1228
Jack Henry & Associates
JKHY
$12.3B
| – | – |
-5,462
| Closed | -$380K | – |
|
1229
Jones Lang LaSalle
JLL
$16.7B
| – | – |
-1,090
| Closed | -$156K | – |
|
1230
DELISTED
Kellanova
K
| – | – |
-50,381
| Closed | -$3.15M | – |
|
1231
KeyCorp
KEY
$22.5B
| – | – |
-124,556
| Closed | -$1.62M | – |
|
1232
Coca-Cola Femsa
KOF
$24.9B
| – | – |
-1,300
| Closed | -$90K | – |
|
1233
DELISTED
Karyopharm Therapeutics
KPTI
| – | – |
-18
| Closed | -$2K | – |
|
1234
Kearny Financial
KRNY
$578M
| – | – |
-3,446
| Closed | -$39K | – |
|
1235
Kohl's
KSS
$2.66B
| – | – |
-81,879
| Closed | -$3.79M | – |
|
1236
Standard BioTools
LAB
$257M
| – | – |
-2,105
| Closed | -$17K | – |
|
1237
The Marzetti Company
MZTI
$3.01B
| – | – |
-1,269
| Closed | -$123K | – |
|
1238
Liberty Global Class A
LBTYA
$3.54B
| – | – |
-10,187
| Closed | -$381K | – |
|
1239
Lands' End
LE
$264M
| – | – |
-8,035
| Closed | -$217K | – |
|
1240
Lincoln Electric
LECO
$15.4B
| – | – |
-4,241
| Closed | -$222K | – |
|
1241
L3Harris
LHX
$50.6B
| – | – |
-11,477
| Closed | -$839K | – |
|
1242
LKQ Corp
LKQ
$4.97B
| – | – |
-15,997
| Closed | -$453K | – |
|
1243
Lindsay Corp
LNN
$1.1B
| – | – |
-1,532
| Closed | -$103K | – |
|
1244
DELISTED
Light & Wonder
LNW
| – | – |
-7,033
| Closed | -$73K | – |
|
1245
Grand Canyon Education
LOPE
$3B
| – | – |
-3,390
| Closed | -$128K | – |
|
1246
Louisiana-Pacific
LPX
$5.23B
| – | – |
-6,288
| Closed | -$89K | – |
|
1247
Lam Research
LRCX
$293B
| – | – |
-640,850
| Closed | -$4.19M | – |
|
1248
Lesaka Technologies
LSAK
$287M
| – | – |
-4,260
| Closed | -$71K | – |
|
1249
lululemon athletica
LULU
$12.1B
| – | – |
-9,323
| Closed | -$472K | – |
|
1250
Las Vegas Sands
LVS
$24.7B
| – | – |
-107,558
| Closed | -$4.08M | – |
|
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.