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 | |
|---|---|---|---|---|---|---|---|
626
Patrick Industries
PATK
$2.49B
| $148K | 0.02% |
+7,369
| New | +$128K |
2016 Q1
0 quarters
|
|
|
GWB
627
DELISTED
Great Western Bancorp, Inc.
GWB
| $148K | 0.02% |
5,462
+2,151
| +65% | +$55.1K |
2015 Q2
3 quarters
|
|
628
Enbridge
ENB
$110B
| $146K | 0.02% |
3,774
-12,999
| -77% | -$444K |
2015 Q3
2 quarters
|
|
|
BEAV
629
DELISTED
B/E Aerospace Inc
BEAV
| $145K | 0.02% |
3,162
-9,961
| -76% | -$426K |
2015 Q2
3 quarters
|
|
630
DELISTED
ANTERO MIDSTREAM PARTNERS LP
AM
| $145K | 0.02% |
+6,598
| New | +$141K |
2016 Q1
0 quarters
|
|
631
Mativ Holdings
MATV
$626M
| $142K | 0.02% |
4,522
+1,582
| +54% | +$56.6K |
2015 Q3
2 quarters
|
|
|
BFX
632
DELISTED
BowFlex Inc.
BFX
| $142K | 0.02% |
+7,384
| New | +$139K |
2016 Q1
0 quarters
|
|
633
Commercial Metals
CMC
$7.06B
| $141K | 0.02% |
8,365
-9,713
| -54% | -$142K |
2015 Q1
4 quarters
|
|
634
Designer Brands
DBI
$345M
| $141K | 0.02% |
+5,127
| New | +$128K |
2016 Q1
0 quarters
|
|
635
Tenet Healthcare
THC
$21.7B
| $141K | 0.02% |
4,888
-14,945
| -75% | -$389K |
2015 Q4
1 quarter
|
|
636
Genesis Energy
GEL
$1.79B
| $140K | 0.02% |
+4,421
| New | +$123K |
2016 Q1
0 quarters
|
|
|
ARRS
637
DELISTED
ARRIS International plc Ordinary Shares
ARRS
| $140K | 0.02% |
+6,142
| New | +$150K |
2016 Q1
0 quarters
|
|
|
ANAC
638
DELISTED
ANACOR PHARMACEUTICALS INC COM
ANAC
| $140K | 0.02% |
2,630
+1,828
| +228% | +$135K |
2015 Q4
1 quarter
|
|
639
Astronics
ATRO
$2.55B
| $139K | 0.02% |
5,818
+5,505
| +1,759% | +$116K |
2015 Q4
1 quarter
|
|
640
Callaway Golf Company
CALY
$2.71B
| $139K | 0.02% |
15,253
+4,022
| +36% | +$35.3K |
2015 Q3
2 quarters
|
|
|
OCLR
641
DELISTED
Oclaro Inc.
OCLR
| $139K | 0.02% |
+25,922
| New | +$109K |
2016 Q1
0 quarters
|
|
|
ISIL
642
DELISTED
Intersil Corp
ISIL
| $138K | 0.02% |
10,349
-72
| -0.7% | -$901 |
2015 Q4
1 quarter
|
|
|
QLIK
643
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
| $138K | 0.02% |
4,799
+2,911
| +154% | +$72.9K |
2015 Q2
3 quarters
|
|
644
Nordson
NDSN
$18B
| $137K | 0.02% |
1,809
+161
| +10% | +$10.6K |
2015 Q2
3 quarters
|
|
645
Gray Television
GTN
$462M
| $136K | 0.02% |
11,627
+6,898
| +146% | +$84.9K |
2015 Q4
1 quarter
|
|
|
FEIC
646
DELISTED
FEI COMPANY
FEIC
| $136K | 0.02% |
+1,530
| New | +$118K |
2016 Q1
0 quarters
|
|
647
Kulicke & Soffa
KLIC
$3.88B
| $135K | 0.02% |
11,934
+2,509
| +27% | +$27.3K |
2015 Q2
3 quarters
|
|
648
ITT
ITT
$17.7B
| $133K | 0.02% |
+3,612
| New | +$123K |
2016 Q1
0 quarters
|
|
649
Littelfuse
LFUS
$10B
| $133K | 0.02% |
+1,081
| New | +$119K |
2016 Q1
0 quarters
|
|
|
ENLK
650
DELISTED
EnLink Midstream Partners, LP
ENLK
| $133K | 0.02% |
+11,023
| New | +$121K |
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.