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 | |
|---|---|---|---|---|---|---|---|
651
Forum Energy Technologies
FET
$974M
| $132K | 0.02% |
503
+358
| +247% | +$80.1K |
2015 Q4
1 quarter
|
|
|
SSRI
652
DELISTED
Silver Standard Resources
SSRI
| $132K | 0.02% |
23,847
+15,168
| +175% | +$80.1K |
2015 Q4
1 quarter
|
|
653
Four Corners Property Trust
FCPT
$2.47B
| $131K | 0.02% |
+7,333
| New | +$123K |
2016 Q1
0 quarters
|
|
654
ICU Medical
ICUI
$4.1B
| $131K | 0.02% |
+1,268
| New | +$121K |
2016 Q1
0 quarters
|
|
|
SHLX
655
DELISTED
Shell Midstream Partners, L.P.
SHLX
| $131K | 0.02% |
+3,589
| New | +$127K |
2016 Q1
0 quarters
|
|
|
AXE
656
DELISTED
Anixter International Inc
AXE
| $131K | 0.02% |
2,529
+1,377
| +120% | +$64.7K |
2015 Q1
4 quarters
|
|
657
Calumet Specialty Products
CLMT
$4.36B
| $130K | 0.02% |
11,085
+10,219
| +1,180% | +$142K |
2015 Q4
1 quarter
|
|
658
Sanmina
SANM
$8.87B
| $130K | 0.02% |
5,583
+1,329
| +31% | +$26.7K |
2015 Q4
1 quarter
|
|
659
DELISTED
NuStar Energy L.P.
NS
| $130K | 0.02% |
+3,237
| New | +$113K |
2016 Q1
0 quarters
|
|
|
BNCL
660
DELISTED
Beneficial Bancorp, Inc.
BNCL
| $130K | 0.02% |
+9,557
| New | +$124K |
2016 Q1
0 quarters
|
|
|
HTS
661
DELISTED
HATTERAS FINANCIAL CORP
HTS
| $130K | 0.02% |
9,143
-29,747
| -76% | -$392K |
2015 Q2
3 quarters
|
|
|
KKD
662
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
| $130K | 0.02% |
8,366
+6,380
| +321% | +$92.6K |
2014 Q1
8 quarters
|
|
663
AMC Global Media
AMCX
$325M
| $129K | 0.02% |
1,999
+1,676
| +519% | +$115K |
2015 Q4
1 quarter
|
|
|
CEO
664
DELISTED
CNOOC Limited
CEO
| $129K | 0.02% |
1,110
+1,034
| +1,361% | +$108K |
2015 Q2
3 quarters
|
|
|
TCF
665
DELISTED
TCF Financial Corporation Common Stock
TCF
| $128K | 0.02% |
+3,612
| New | +$120K |
2016 Q1
0 quarters
|
|
666
Essex Property Trust
ESS
$17B
| $127K | 0.02% |
+544
| New | +$119K |
2016 Q1
0 quarters
|
|
667
Interactive Brokers
IBKR
$34.8B
| $127K | 0.02% |
+12,964
| New | +$114K |
2016 Q1
0 quarters
|
|
668
NorthWestern Energy
NWE
$4.91B
| $127K | 0.02% |
2,061
+307
| +18% | +$17.7K |
2015 Q2
3 quarters
|
|
|
LXK
669
DELISTED
Lexmark Intl Inc
LXK
| $127K | 0.02% |
+3,825
| New | +$113K |
2016 Q1
0 quarters
|
|
670
SK Telecom
SKM
$11.6B
| $125K | 0.02% |
3,790
-3,615
| -49% | -$117K |
2015 Q3
2 quarters
|
|
|
VRTU
671
DELISTED
Virtusa Corporation
VRTU
| $125K | 0.02% |
3,339
+2,463
| +281% | +$93.3K |
2015 Q4
1 quarter
|
|
|
GLOG
672
DELISTED
GASLOG LTD
GLOG
| $124K | 0.02% |
12,748
+12,101
| +1,870% | +$104K |
2015 Q4
1 quarter
|
|
|
TCP
673
DELISTED
TC Pipelines LP
TCP
| $124K | 0.02% |
+2,587
| New | +$117K |
2016 Q1
0 quarters
|
|
674
DELISTED
El Paso Electric Company
EE
| $124K | 0.02% |
2,703
+2,634
| +3,817% | +$108K |
2015 Q4
1 quarter
|
|
675
Dauch Corp
DCH
$1.14B
| $123K | 0.02% |
8,034
-17,984
| -69% | -$259K |
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.