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 | |
|---|---|---|---|---|---|---|---|
551
GATX Corp
GATX
$6.32B
| $187K | 0.03% |
+3,947
| New | +$168K |
2016 Q1
0 quarters
|
|
552
Gentherm
THRM
$1.69B
| $187K | 0.03% |
+4,514
| New | +$182K |
2016 Q1
0 quarters
|
|
|
ELGX
553
DELISTED
Endologix Inc
ELGX
| $186K | 0.03% |
+2,228
| New | +$184K |
2016 Q1
0 quarters
|
|
554
DELISTED
Bankrate Inc
RATE
| $185K | 0.03% |
20,260
+13,977
| +222% | +$146K |
2015 Q4
1 quarter
|
|
555
LivaNova
LIVN
$4.35B
| $182K | 0.03% |
+3,383
| New | +$188K |
2016 Q1
0 quarters
|
|
|
DISCK
556
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
| $182K | 0.03% |
6,776
+3,879
| +134% | +$101K |
2015 Q3
2 quarters
|
|
|
CATM
557
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $181K | 0.03% |
5,048
+4,579
| +976% | +$150K |
2014 Q4
5 quarters
|
|
|
TFCF
558
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
| $181K | 0.03% |
6,425
-19,323
| -75% | -$519K |
2015 Q4
1 quarter
|
|
559
BGC Group
BGC
$5.24B
| $180K | 0.03% |
+30,960
| New | +$178K |
2016 Q1
0 quarters
|
|
560
Oceaneering
OII
$4.07B
| $180K | 0.03% |
5,434
-7,457
| -58% | -$232K |
2015 Q4
1 quarter
|
|
561
Wolfspeed
WOLF
$1.16B
| $180K | 0.03% |
+6,215
| New | +$178K |
2016 Q1
0 quarters
|
|
562
DELISTED
Bitauto Holdings Limited
BITA
| $180K | 0.03% |
+7,264
| New | +$160K |
2016 Q1
0 quarters
|
|
|
CRR
563
DELISTED
Carbo Ceramics Inc.
CRR
| $180K | 0.03% |
12,727
+12,363
| +3,396% | +$213K |
2014 Q3
6 quarters
|
|
|
ORBK
564
DELISTED
Orbotech Ltd
ORBK
| $179K | 0.03% |
+7,561
| New | +$164K |
2016 Q1
0 quarters
|
|
565
Aimco
AIV
$228M
| $178K | 0.03% |
31,994
+24,622
| +334% | +$126K |
2015 Q3
2 quarters
|
|
566
Fresenius Medical Care
FMS
$12B
| $178K | 0.03% |
+4,051
| New | +$172K |
2016 Q1
0 quarters
|
|
567
Southern Copper
SCCO
$150B
| $178K | 0.03% |
7,015
-6,844
| -49% | -$160K |
2015 Q1
4 quarters
|
|
568
DELISTED
Spirit Airlines, Inc.
SAVE
| $178K | 0.03% |
3,720
+3,148
| +550% | +$141K |
2015 Q2
3 quarters
|
|
569
Tower Semiconductor
TSEM
$18.9B
| $177K | 0.03% |
14,606
+13,429
| +1,141% | +$169K |
2014 Q3
6 quarters
|
|
|
ANDX
570
DELISTED
Andeavor Logistics LP
ANDX
| $177K | 0.03% |
3,884
+2,133
| +122% | +$93.2K |
2015 Q3
2 quarters
|
|
|
MBFI
571
DELISTED
MB Financial Corp
MBFI
| $177K | 0.03% |
+5,476
| New | +$169K |
2016 Q1
0 quarters
|
|
572
DELISTED
PHYSICIANS REALTY TRUST
DOC
| $177K | 0.03% |
9,550
+2,102
| +28% | +$36.2K |
2015 Q4
1 quarter
|
|
573
lululemon athletica
LULU
$12.4B
| $175K | 0.03% |
+2,587
| New | +$155K |
2016 Q1
0 quarters
|
|
|
CIT
574
DELISTED
CIT Group Inc.
CIT
| $175K | 0.03% |
+5,663
| New | +$178K |
2016 Q1
0 quarters
|
|
575
Innospec
IOSP
$2.46B
| $174K | 0.03% |
4,027
+3,728
| +1,247% | +$172K |
2015 Q4
1 quarter
|
|
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.