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 | |
|---|---|---|---|---|---|---|---|
1151
Edgewell Personal Care
EPC
$1.32B
| – | – |
-10,914
| Closed | -$890K | – |
|
1152
Enterprise Products Partners
EPD
$80.7B
| – | – |
-3,184
| Closed | -$79K | – |
|
1153
EPR Properties
EPR
$4.51B
| – | – |
-9,861
| Closed | -$508K | – |
|
1154
Equinix
EQIX
$106B
| – | – |
-2,469
| Closed | -$675K | – |
|
1155
Vivmark Residential
VMRK
$49.5B
| – | – |
-12,533
| Closed | -$941K | – |
|
1156
EQT Corp
EQT
$32.8B
| – | – |
-10,787
| Closed | -$380K | – |
|
1157
Element Solutions
ESI
$8.08B
| – | – |
-36,714
| Closed | -$464K | – |
|
1158
Essex Property Trust
ESS
$17.5B
| – | – |
-1,267
| Closed | -$283K | – |
|
1159
Energy Transfer Partners
ET
$66.9B
| – | – |
-59,228
| Closed | -$1.23M | – |
|
1160
Ethan Allen Interiors
ETD
$446M
| – | – |
-2,994
| Closed | -$79K | – |
|
1161
Eaton
ETN
$139B
| – | – |
-12,244
| Closed | -$628K | – |
|
1162
Etsy
ETSY
$7.61B
| – | – |
-745
| Closed | -$10K | – |
|
1163
East-West Bancorp
EWBC
$18B
| – | – |
-25,191
| Closed | -$967K | – |
|
1164
Exelixis
EXEL
$17B
| – | – |
-17,800
| Closed | -$99K | – |
|
1165
Ezcorp Inc
EZPW
$1.66B
| – | – |
-200
| Closed | -$1K | – |
|
1166
FirstCash
FCFS
$7.79B
| – | – |
-510
| Closed | -$20K | – |
|
1167
Federated Hermes
FHI
$4.7B
| – | – |
-9,103
| Closed | -$263K | – |
|
1168
Flex
FLEX
$28.9B
| – | – |
-57,904
| Closed | -$459K | – |
|
1169
FMC
FMC
$787M
| – | – |
-9,553
| Closed | -$280K | – |
|
1170
FNB Corp
FNB
$6.35B
| – | – |
-12,654
| Closed | -$163K | – |
|
1171
Fidelity National Financial
FNF
$11.6B
| – | – |
-2,440
| Closed | -$60K | – |
|
1172
DELISTED
Amicus Therapeutics
FOLD
| – | – |
-4,257
| Closed | -$59K | – |
|
1173
Fossil Group
FOSL
$517M
| – | – |
-1,430
| Closed | -$79K | – |
|
1174
Forward Air
FWRD
$579M
| – | – |
-75
| Closed | -$3K | – |
|
1175
Genpact
G
$7.21B
| – | – |
-1,600
| Closed | -$37K | – |
|
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.