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 |
AGN
Allergan plc
AGN
|
+$8.16M |
| 2 |
Wells Fargo
WFC
|
+$8.09M |
| 3 |
Keurig Dr Pepper
KDP
|
+$7.71M |
| 4 |
RAI
Reynolds American Inc
RAI
|
+$7.31M |
| 5 |
Boeing
BA
|
+$6.4M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Walt Disney
DIS
|
+$10.8M |
| 2 |
United Parcel Service
UPS
|
+$10.5M |
| 3 |
Eli Lilly
LLY
|
+$9.28M |
| 4 |
Texas Instruments
TXN
|
+$8.27M |
| 5 |
Comcast
CMCSA
|
+$7.63M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 17.01% |
| 2 | Financials | 14.97% |
| 3 | Healthcare | 13.34% |
| 4 | Technology | 11.38% |
| 5 | Industrials | 10.96% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
476
Alnylam Pharmaceuticals
ALNY
$20.9B
| $248K | 0.04% |
3,957
+3,072
| +347% | +$204K |
2015 Q4
1 quarter
|
|
477
Prospect Capital
PSEC
$785M
| $248K | 0.04% |
34,193
+17,533
| +105% | +$117K |
2014 Q2
7 quarters
|
|
478
Yelp
YELP
$1.06B
| $248K | 0.04% |
+12,476
| New | +$255K |
2016 Q1
0 quarters
|
|
|
MLNX
479
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $246K | 0.04% |
4,529
+2,893
| +177% | +$134K |
2015 Q4
1 quarter
|
|
|
STAY
480
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
| $245K | 0.04% |
15,053
+10,765
| +251% | +$150K |
2015 Q3
2 quarters
|
|
|
CPN
481
DELISTED
Calpine Corporation
CPN
| $243K | 0.04% |
+16,031
| New | +$225K |
2016 Q1
0 quarters
|
|
482
Empire State Realty Trust
ESRT
$894M
| $242K | 0.04% |
13,852
-16,310
| -54% | -$269K |
2015 Q3
2 quarters
|
|
483
Huntsman Corp
HUN
$1.66B
| $242K | 0.04% |
+18,227
| New | +$188K |
2016 Q1
0 quarters
|
|
484
DELISTED
Diebold Nixdorf Incorporated
DBD
| $242K | 0.04% |
8,380
-2,191
| -21% | -$57.3K |
2015 Q4
1 quarter
|
|
|
AVG
485
DELISTED
AVG Technologies N.V.
AVG
| $242K | 0.04% |
+11,679
| New | +$219K |
2016 Q1
0 quarters
|
|
486
Nu Skin
NUS
$200M
| $240K | 0.04% |
+6,289
| New | +$208K |
2016 Q1
0 quarters
|
|
487
Gogo Inc
GOGO
$526M
| $237K | 0.04% |
+21,538
| New | +$273K |
2016 Q1
0 quarters
|
|
|
WRI
488
DELISTED
Weingarten Realty Investors
WRI
| $236K | 0.04% |
6,294
-37,088
| -85% | -$1.31M |
2015 Q3
2 quarters
|
|
|
CRAY
489
DELISTED
Cray, Inc.
CRAY
| $236K | 0.04% |
5,635
+4,724
| +519% | +$180K |
2015 Q1
4 quarters
|
|
490
East-West Bancorp
EWBC
$17.7B
| $234K | 0.04% |
+7,211
| New | +$235K |
2016 Q1
0 quarters
|
|
491
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $232K | 0.04% |
+6,468
| New | +$216K |
2016 Q1
0 quarters
|
|
492
AES
AES
$10.6B
| $231K | 0.04% |
19,577
+5,708
| +41% | +$56.8K |
2015 Q3
2 quarters
|
|
|
FINL
493
DELISTED
Finish Line
FINL
| $231K | 0.04% |
+10,968
| New | +$203K |
2016 Q1
0 quarters
|
|
494
Banco Santander Chile
BSAC
$15.2B
| $230K | 0.04% |
+11,934
| New | +$211K |
2016 Q1
0 quarters
|
|
495
Century Aluminum
CENX
$3.31B
| $230K | 0.04% |
+32,664
| New | +$181K |
2016 Q1
0 quarters
|
|
496
DuPont de Nemours
DD
$19.4B
| $230K | 0.04% |
+1,788
| New | +$214K |
2016 Q1
0 quarters
|
|
497
Knowles
KN
$2.65B
| $230K | 0.04% |
17,516
+14,727
| +528% | +$181K |
2015 Q3
2 quarters
|
|
498
Cheetah Mobile
CMCM
$71.7M
| $229K | 0.04% |
2,810
+1,053
| +60% | +$81.2K |
2014 Q3
6 quarters
|
|
499
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $227K | 0.04% |
6,298
+2,911
| +86% | +$105K |
2015 Q4
1 quarter
|
|
500
DELISTED
Tri Pointe Homes
TPH
| $226K | 0.04% |
+19,207
| New | +$203K |
2016 Q1
0 quarters
|
|
Similar funds
Quantbot Technologies's Q1 2016 Portfolio in Review
As of Q1 2016, Quantbot Technologies held 1,613 positions worth $624M, up 7.1% from $583M the previous quarter. Its ten largest holdings account for 12% of the portfolio.
Quantbot Technologies deployed $37.9M of net new capital in Q1 2016, opening 566 new positions and adding to 296 existing holdings. Its largest new stake was Keurig Dr Pepper: 84,504 shares worth $7.56M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 17% of assets, up from 15% a quarter earlier, followed by Financials and Healthcare.
On the sell side, the largest reduction was United Parcel Service, an estimated $10.5M trimmed.
- Quantbot Technologies's largest Q1 2016 buy was Keurig Dr Pepper: 84,504 shares worth $7.56M.
- Quantbot Technologies added most to Allergan plc in Q1 2016, an estimated $8.16M increase.
- Quantbot Technologies's biggest Q1 2016 reduction was United Parcel Service, cutting an estimated $10.5M.
- Quantbot Technologies fully exited Walt Disney in Q1 2016, selling an estimated $10.8M.
- Quantbot Technologies's ten largest holdings make up 12% of its $624M portfolio in Q1 2016.
- Quantbot Technologies opened 566 new positions and closed 491 in Q1 2016.
- Quantbot Technologies's portfolio value rose 7.1% quarter-over-quarter to $624M.
Based on Quantbot Technologies's 13F filing for Q1 2016, filed 28 Apr 2016.