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 | |
|---|---|---|---|---|---|---|---|
601
Ecopetrol
EC
$35.3B
| $162K | 0.03% |
18,900
+17,448
| +1,202% | +$123K |
2015 Q4
1 quarter
|
|
602
DELISTED
Neenah, Inc. Common Stock
NP
| $162K | 0.03% |
+2,546
| New | +$151K |
2016 Q1
0 quarters
|
|
|
LHCG
603
DELISTED
LHC Group LLC
LHCG
| $161K | 0.03% |
+4,549
| New | +$167K |
2016 Q1
0 quarters
|
|
604
Green Plains
GPRE
$988M
| $158K | 0.03% |
+9,902
| New | +$159K |
2016 Q1
0 quarters
|
|
|
CLC
605
DELISTED
Clarcor
CLC
| $158K | 0.03% |
+2,737
| New | +$135K |
2016 Q1
0 quarters
|
|
|
IOC
606
DELISTED
Interoil Corporation
IOC
| $158K | 0.03% |
4,990
+395
| +9% | +$11.1K |
2015 Q4
1 quarter
|
|
607
Broadcom
AVGO
$1.56T
| $157K | 0.03% |
+10,180
| New | +$138K |
2016 Q1
0 quarters
|
|
608
Emcor
EME
$29.8B
| $157K | 0.03% |
+3,247
| New | +$148K |
2016 Q1
0 quarters
|
|
609
KKR & Co
KKR
$84.7B
| $157K | 0.03% |
+10,755
| New | +$146K |
2016 Q1
0 quarters
|
|
610
Piedmont Realty Trust
PDM
$1.19B
| $157K | 0.03% |
+7,770
| New | +$145K |
2016 Q1
0 quarters
|
|
611
Universal Display
OLED
$3.78B
| $156K | 0.03% |
2,892
+2,025
| +234% | +$99K |
2015 Q4
1 quarter
|
|
612
Ryanair
RYAAY
$27.8B
| $155K | 0.02% |
+4,530
| New | +$149K |
2016 Q1
0 quarters
|
|
613
8x8 Inc
EGHT
$302M
| $154K | 0.02% |
+15,376
| New | +$169K |
2016 Q1
0 quarters
|
|
614
Cincinnati Financial
CINF
$27.8B
| $153K | 0.02% |
+2,343
| New | +$143K |
2016 Q1
0 quarters
|
|
|
ARGO
615
DELISTED
Argo Group International Holdings, Ltd.
ARGO
| $153K | 0.02% |
3,384
+52
| +2% | +$2.3K |
2015 Q3
2 quarters
|
|
616
Jacobs Solutions
J
$18.1B
| $151K | 0.02% |
4,208
+3,897
| +1,253% | +$127K |
2015 Q2
3 quarters
|
|
617
EnerSys
ENS
$5.77B
| $150K | 0.02% |
2,706
-29
| -1% | -$1.5K |
2015 Q4
1 quarter
|
|
618
Heartland Express
HTLD
$790M
| $150K | 0.02% |
+8,135
| New | +$146K |
2016 Q1
0 quarters
|
|
619
Bank OZK
OZK
$5.56B
| $150K | 0.02% |
3,577
-843
| -19% | -$35.5K |
2015 Q2
3 quarters
|
|
620
AGCO
AGCO
$7.65B
| $149K | 0.02% |
3,012
-6,896
| -70% | -$332K |
2015 Q4
1 quarter
|
|
621
Adecoagro
AGRO
$1.4B
| $149K | 0.02% |
+12,963
| New | +$157K |
2016 Q1
0 quarters
|
|
622
Banco Macro
BMA
$3.85B
| $149K | 0.02% |
+2,317
| New | +$148K |
2016 Q1
0 quarters
|
|
623
Lexicon Pharmaceuticals
LXRX
$632M
| $149K | 0.02% |
12,470
+10,191
| +447% | +$107K |
2015 Q4
1 quarter
|
|
|
SA
624
Seabridge Gold
SA
$2.78B
| $149K | 0.02% |
+13,598
| New | +$119K |
2016 Q1
0 quarters
|
|
625
Sonida Senior Living
SNDA
$1.65B
| $149K | 0.02% |
+539
| New | +$140K |
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.