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 | |
|---|---|---|---|---|---|---|---|
351
Casey's General Stores
CASY
$26.1B
| $318K | 0.05% |
2,646
+2,047
| +342% | +$234K |
2014 Q4
4 quarters
|
|
352
DELISTED
Diebold Nixdorf Incorporated
DBD
| $318K | 0.05% |
+10,571
| New | +$359K |
2015 Q4
0 quarters
|
|
353
DELISTED
Synovus
SNV
| $312K | 0.05% |
9,654
+5,669
| +142% | +$181K |
2015 Q3
1 quarter
|
|
354
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $311K | 0.05% |
+16,630
| New | +$311K |
2015 Q4
0 quarters
|
|
|
MSCC
355
DELISTED
Microsemi Corp
MSCC
| $311K | 0.05% |
+9,558
| New | +$337K |
2015 Q4
0 quarters
|
|
|
DRII
356
DELISTED
DIAMOND RESORTS INTL, INC
DRII
| $307K | 0.05% |
12,043
+4,552
| +61% | +$120K |
2015 Q1
3 quarters
|
|
|
BID
357
DELISTED
Sotheby's
BID
| $303K | 0.05% |
11,782
+165
| +1% | +$5K |
2015 Q2
2 quarters
|
|
358
DELISTED
CATALENT, INC.
CTLT
| $302K | 0.05% |
12,095
+9,222
| +321% | +$243K |
2015 Q2
2 quarters
|
|
|
SRC
359
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $302K | 0.05% |
6,727
+6,666
| +10,928% | +$295K |
2015 Q2
2 quarters
|
|
360
DELISTED
Steelcase
SCS
| $301K | 0.05% |
+20,263
| New | +$382K |
2015 Q4
0 quarters
|
|
361
Medical Properties Trust
MPT
$1.01B
| $300K | 0.05% |
26,137
-28,882
| -52% | -$330K |
2015 Q3
1 quarter
|
|
|
ARIA
362
DELISTED
Ariad Pharmaceuticals Inc
ARIA
| $300K | 0.05% |
48,158
+17,985
| +60% | +$118K |
2015 Q1
3 quarters
|
|
363
The GEO Group
GEO
$4.24B
| $299K | 0.05% |
15,530
+4,788
| +45% | +$95.7K |
2014 Q4
4 quarters
|
|
364
Pentair
PNR
$10.9B
| $296K | 0.05% |
8,909
+201
| +2% | +$7.35K |
2015 Q3
1 quarter
|
|
|
NATI
365
DELISTED
National Instruments Corp
NATI
| $295K | 0.05% |
+10,295
| New | +$305K |
2015 Q4
0 quarters
|
|
366
Oshkosh
OSK
$8.56B
| $294K | 0.05% |
7,553
+5,434
| +256% | +$221K |
2015 Q2
2 quarters
|
|
367
DELISTED
Air Lease Corp
AL
| $291K | 0.05% |
+8,703
| New | +$289K |
2015 Q4
0 quarters
|
|
368
Acuity Brands
AYI
$9.9B
| $291K | 0.05% |
+1,246
| New | +$270K |
2015 Q4
0 quarters
|
|
369
Omega Healthcare
OHI
$14.3B
| $291K | 0.05% |
+8,321
| New | +$287K |
2015 Q4
0 quarters
|
|
370
Advanced Energy
AEIS
$9.26B
| $288K | 0.05% |
+10,207
| New | +$291K |
2015 Q4
0 quarters
|
|
371
Rayonier
RYN
$6.29B
| $288K | 0.05% |
+14,340
| New | +$302K |
2015 Q4
0 quarters
|
|
372
Waters Corp
WAT
$90.8B
| $286K | 0.05% |
2,130
+1,851
| +663% | +$238K |
2015 Q2
2 quarters
|
|
373
The Gap Inc
GAP
$7.46B
| $286K | 0.05% |
+11,594
| New | +$309K |
2015 Q4
0 quarters
|
|
|
FBR
374
DELISTED
Fibria Celulose Sa
FBR
| $285K | 0.05% |
+22,498
| New | +$308K |
2015 Q4
0 quarters
|
|
|
CMO
375
DELISTED
Capstead Mortgage Corp.
CMO
| $285K | 0.05% |
+32,630
| New | +$315K |
2015 Q4
0 quarters
|
|
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.