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 | |
|---|---|---|---|---|---|---|---|
676
Ingredion
INGR
$6.12B
| $123K | 0.02% |
+1,161
| New | +$116K |
2016 Q1
0 quarters
|
|
677
SolarEdge
SEDG
$1.85B
| $123K | 0.02% |
4,919
+2,121
| +76% | +$55.5K |
2015 Q2
3 quarters
|
|
|
IPHS
678
DELISTED
Innophos Holdings, Inc.
IPHS
| $123K | 0.02% |
4,007
+1,010
| +34% | +$27.8K |
2015 Q2
3 quarters
|
|
679
Gartner
IT
$14.4B
| $122K | 0.02% |
+1,367
| New | +$116K |
2016 Q1
0 quarters
|
|
680
Stratasys
SSYS
$592M
| $122K | 0.02% |
+4,714
| New | +$96.1K |
2016 Q1
0 quarters
|
|
|
ETP
681
DELISTED
Energy Transfer Partners L.p.
ETP
| $121K | 0.02% |
+3,742
| New | +$104K |
2016 Q1
0 quarters
|
|
682
Pentair
PNR
$10.6B
| $120K | 0.02% |
3,304
-5,605
| -63% | -$181K |
2015 Q3
2 quarters
|
|
|
DF
683
DELISTED
Dean Foods Company
DF
| $120K | 0.02% |
+6,935
| New | +$131K |
2016 Q1
0 quarters
|
|
684
Target
TGT
$70.1B
| $118K | 0.02% |
+1,437
| New | +$109K |
2016 Q1
0 quarters
|
|
685
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
| $118K | 0.02% |
+5,625
| New | +$105K |
2016 Q1
0 quarters
|
|
686
DELISTED
Sage Therapeutics
SAGE
| $116K | 0.02% |
3,640
+1,726
| +90% | +$60.8K |
2015 Q1
4 quarters
|
|
687
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
| $116K | 0.02% |
6,306
+4,408
| +232% | +$77.8K |
2015 Q4
1 quarter
|
|
|
HW
688
DELISTED
Headwaters Inc
HW
| $116K | 0.02% |
5,864
-348
| -6% | -$5.83K |
2015 Q4
1 quarter
|
|
689
Alphabet (Google) Class C
GOOG
$3.42T
| $115K | 0.02% |
3,100
-760
| -20% | -$27.2K |
2015 Q4
1 quarter
|
|
|
AERI
690
DELISTED
Aerie Pharmaceuticals
AERI
| $115K | 0.02% |
+9,530
| New | +$151K |
2016 Q1
0 quarters
|
|
691
Sasol
SSL
$11B
| $114K | 0.02% |
+3,893
| New | +$106K |
2016 Q1
0 quarters
|
|
692
RingCentral
RNG
$6.8B
| $113K | 0.02% |
+7,229
| New | +$135K |
2016 Q1
0 quarters
|
|
|
QGENF
693
DELISTED
QIAGEN NV
QGENF
| $113K | 0.02% |
+5,069
| New | +$113K |
2016 Q1
0 quarters
|
|
694
CVR Energy
CVI
$5.87B
| $112K | 0.02% |
+4,307
| New | +$126K |
2016 Q1
0 quarters
|
|
695
DELISTED
Coherent Inc
COHR
| $112K | 0.02% |
+1,219
| New | +$93.9K |
2016 Q1
0 quarters
|
|
696
DELISTED
SPX FLOW, Inc.
FLOW
| $112K | 0.02% |
+4,501
| New | +$98.3K |
2016 Q1
0 quarters
|
|
|
NXTM
697
DELISTED
NxStage Medical Inc.
NXTM
| $112K | 0.02% |
7,494
+7,484
| +74,840% | +$125K |
2015 Q4
1 quarter
|
|
698
Akamai
AKAM
$13.3B
| $111K | 0.02% |
2,001
-34,319
| -94% | -$1.74M |
2015 Q2
3 quarters
|
|
699
The Greenbrier Companies
GBX
$1.21B
| $111K | 0.02% |
+4,033
| New | +$103K |
2016 Q1
0 quarters
|
|
700
Lithia Motors
LAD
$6.48B
| $111K | 0.02% |
+1,278
| New | +$110K |
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.