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 | |
|---|---|---|---|---|---|---|---|
1126
DELISTED
Coterra Energy
CTRA
| – | – |
-33,438
| Closed | -$730K | – |
|
1127
Cognizant
CTSH
$28.5B
| – | – |
-26,742
| Closed | -$1.67M | – |
|
1128
Cousins Properties
CUZ
$4.86B
| – | – |
-15,619
| Closed | -$406K | – |
|
1129
Commault Systems
CVLT
$6.8B
| – | – |
-1,832
| Closed | -$62K | – |
|
|
1130
CVS Health
CVS
$115B
| – | – |
-91,570
| Closed | -$8.83M | – |
|
1131
Clearway Energy Class C
CWEN
$4.04B
| – | – |
-8,516
| Closed | -$98K | – |
|
1132
Crane NXT
CXT
$3.28B
| – | – |
-1,379
| Closed | -$22K | – |
|
1133
Dominion Energy
D
$59.4B
| – | – |
-40,779
| Closed | -$2.87M | – |
|
1134
Designer Brands
DBI
$329M
| – | – |
-13,766
| Closed | -$348K | – |
|
1135
DBV Technologies S.A. American Depositary Shares
DBVT
$718M
| – | – |
-533
| Closed | -$189K | – |
|
1136
Deere & Co
DE
$183B
| – | – |
-55,187
| Closed | -$4.08M | – |
|
1137
Deckers Outdoor
DECK
$11.3B
| – | – |
-34,500
| Closed | -$333K | – |
|
1138
Douglas Emmett
DEI
$1.65B
| – | – |
-9,113
| Closed | -$261K | – |
|
1139
DELISTED
Denny's
DENN
| – | – |
-10,796
| Closed | -$119K | – |
|
1140
Quest Diagnostics
DGX
$28.6B
| – | – |
-342
| Closed | -$21K | – |
|
1141
Delek US
DK
$4.15B
| – | – |
-24,181
| Closed | -$669K | – |
|
1142
Duke Energy
DUK
$100B
| – | – |
-13,266
| Closed | -$954K | – |
|
1143
Brinker International
EAT
$8.21B
| – | – |
-2,039
| Closed | -$107K | – |
|
1144
Consolidated Edison
ED
$44.3B
| – | – |
-37,628
| Closed | -$2.52M | – |
|
1145
Energy Focus
EFOI
$28.7M
| – | – |
-29
| Closed | -$11K | – |
|
1146
8x8 Inc
EGHT
$340M
| – | – |
-9,586
| Closed | -$79K | – |
|
1147
Estee Lauder
EL
$40B
| – | – |
-17,984
| Closed | -$1.45M | – |
|
1148
Emcor
EME
$29B
| – | – |
-2,073
| Closed | -$91K | – |
|
1149
The Ensign Group
ENSG
$10.9B
| – | – |
-2,324
| Closed | -$46K | – |
|
1150
Entegris
ENTG
$23.4B
| – | – |
-14,699
| Closed | -$193K | – |
|
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.