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 | |
|---|---|---|---|---|---|---|---|
1326
Comscore
SCOR
$46.2M
| – | – |
-449
| Closed | -$413K | – |
|
1327
DELISTED
Sealed Air
SEE
| – | – |
-45,631
| Closed | -$2.14M | – |
|
1328
SEI Investments
SEIC
$12.9B
| – | – |
-16,251
| Closed | -$783K | – |
|
1329
Sprouts Farmers Market
SFM
$4.74B
| – | – |
-16,298
| Closed | -$343K | – |
|
1330
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
| $0 | ﹤0.01% |
64
-4,136
| -98% | -$31.9K |
2014 Q4
4 quarters
|
|
1331
Steven Madden
SHOO
$3.01B
| – | – |
-1,883
| Closed | -$45K | – |
|
1332
Signet Jewelers
SIG
$4.53B
| – | – |
-785
| Closed | -$106K | – |
|
1333
Semtech
SMTC
$11.1B
| – | – |
-419
| Closed | -$6K | – |
|
1334
Snap-on
SNA
$19B
| – | – |
-869
| Closed | -$131K | – |
|
1335
DELISTED
Sleep Number
SNBR
| – | – |
-5,034
| Closed | -$110K | – |
|
1336
Synopsys
SNPS
$88.7B
| – | – |
-6,341
| Closed | -$292K | – |
|
1337
TD Synnex
SNX
$19.3B
| – | – |
-936
| Closed | -$39K | – |
|
1338
Southern Company
SO
$108B
| – | – |
-88,472
| Closed | -$3.95M | – |
|
1339
Spectrum Brands
SPB
$2.03B
| – | – |
-1,474
| Closed | -$134K | – |
|
1340
SPX Corp
SPXC
$7.55B
| – | – |
-17,654
| Closed | -$210K | – |
|
1341
Sociedad Química y Minera de Chile
SQM
$15.4B
| – | – |
-14,536
| Closed | -$205K | – |
|
1342
Spire
SR
$5.21B
| – | – |
-1,188
| Closed | -$64K | – |
|
1343
Sarepta Therapeutics
SRPT
$1.72B
| – | – |
-12,326
| Closed | -$395K | – |
|
1344
Sasol
SSL
$9.19B
| – | – |
-10,465
| Closed | -$291K | – |
|
1345
Shutterstock
SSTK
$98.9M
| – | – |
-11,304
| Closed | -$341K | – |
|
1346
Stratasys
SSYS
$512M
| – | – |
-5,700
| Closed | -$150K | – |
|
1347
Stagwell
STGW
$2.76B
| – | – |
-3,350
| Closed | -$61K | – |
|
|
STKL
1348
DELISTED
SunOpta
STKL
| – | – |
-4,929
| Closed | -$23K | – |
|
1349
Steel Dynamics
STLD
$33.7B
| – | – |
-5,552
| Closed | -$95K | – |
|
1350
Synchrony
SYF
$22.3B
| – | – |
-1,288
| Closed | -$40K | – |
|
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.