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 | |
|---|---|---|---|---|---|---|---|
1051
Alto Ingredients
ALTO
$288M
| – | – |
-9,463
| Closed | -$61K | – |
|
1052
Autoliv
ALV
$8.56B
| – | – |
-2,908
| Closed | -$228K | – |
|
1053
AMC Entertainment Holdings
AMC
$2.98B
| – | – |
-113
| Closed | -$28K | – |
|
1054
AMN Healthcare
AMN
$1.44B
| – | – |
-12,038
| Closed | -$361K | – |
|
1055
Amazon
AMZN
$2.89T
| – | – |
-98,440
| Closed | -$2.52M | – |
|
1056
Arista Networks
ANET
$261B
| – | – |
-104,016
| Closed | -$397K | – |
|
1057
Abercrombie & Fitch
ANF
$6.39B
| – | – |
-11,905
| Closed | -$252K | – |
|
1058
DELISTED
Ansys
ANSS
| – | – |
-2,161
| Closed | -$190K | – |
|
1059
Aptiv
APTV
$7.86B
| – | – |
-13,949
| Closed | -$1.06M | – |
|
1060
Antero Resources
AR
$11.9B
| – | – |
-11,282
| Closed | -$238K | – |
|
1061
Accuray
ARAY
$9.24M
| – | – |
-95
| Closed | -$18K | – |
|
1062
Alexandria Real Estate Equities
ARE
$7.72B
| – | – |
-9,479
| Closed | -$802K | – |
|
1063
DELISTED
Apollo Commercial Real Estate
ARI
| – | – |
-2,745
| Closed | -$43K | – |
|
1064
Astec Industries
ASTE
$890M
| – | – |
-3,402
| Closed | -$114K | – |
|
1065
Atara Biotherapeutics
ATRA
$80.8M
| – | – |
-124
| Closed | -$97K | – |
|
1066
AngloGold Ashanti
AU
$44.3B
| – | – |
-20,874
| Closed | -$170K | – |
|
1067
Avient
AVNT
$4.12B
| – | – |
-7,514
| Closed | -$220K | – |
|
1068
Armstrong World Industries
AWI
$7.31B
| – | – |
-18,315
| Closed | -$874K | – |
|
1069
Axos Financial
AX
$5.18B
| – | – |
-1,756
| Closed | -$56K | – |
|
1070
AXIS Capital
AXS
$7.76B
| – | – |
-20,622
| Closed | -$1.11M | – |
|
1071
Alibaba
BABA
$235B
| – | – |
-25,581
| Closed | -$1.51M | – |
|
1072
Braskem
BAK
$450M
| – | – |
-3,933
| Closed | -$33K | – |
|
1073
Ball Corp
BALL
$16.9B
| – | – |
-31,614
| Closed | -$983K | – |
|
1074
Banco Bilbao Vizcaya Argentaria
BBVA
$141B
| – | – |
-4,371
| Closed | -$35K | – |
|
1075
Brunswick
BC
$4.91B
| – | – |
-3,028
| Closed | -$145K | – |
|
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.