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 | |
|---|---|---|---|---|---|---|---|
701
LTC Properties
LTC
$2.41B
| $111K | 0.02% |
2,474
+776
| +46% | +$34.2K |
2015 Q3
2 quarters
|
|
702
CNH Industrial
CNH
$18.9B
| $111K | 0.02% |
19,033
+19,016
| +111,859% | +$107K |
2015 Q4
1 quarter
|
|
703
Green Dot
GDOT
$701M
| $110K | 0.02% |
+4,832
| New | +$93.8K |
2016 Q1
0 quarters
|
|
|
POLY
704
DELISTED
Plantronics, Inc.
POLY
| $110K | 0.02% |
2,812
+1,499
| +114% | +$58.7K |
2015 Q1
4 quarters
|
|
|
WWAV
705
DELISTED
The WhiteWave Foods Company
WWAV
| $110K | 0.02% |
+2,707
| New | +$103K |
2016 Q1
0 quarters
|
|
706
Xenia Hotels & Resorts
XHR
$1.89B
| $109K | 0.02% |
6,980
+649
| +10% | +$9.6K |
2015 Q4
1 quarter
|
|
|
VWR
707
DELISTED
VWR Corporation
VWR
| $109K | 0.02% |
+4,032
| New | +$100K |
2016 Q1
0 quarters
|
|
708
DELISTED
Air Lease Corp
AL
| $108K | 0.02% |
3,372
-5,331
| -61% | -$151K |
2015 Q4
1 quarter
|
|
709
Rogers Corp
ROG
$2.37B
| $107K | 0.02% |
1,788
+135
| +8% | +$6.8K |
2015 Q4
1 quarter
|
|
|
ICPT
710
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $107K | 0.02% |
835
-1,028
| -55% | -$121K |
2015 Q4
1 quarter
|
|
711
Broadridge
BR
$20.2B
| $106K | 0.02% |
+1,796
| New | +$98K |
2016 Q1
0 quarters
|
|
712
CRH
CRH
$60.4B
| $106K | 0.02% |
+3,762
| New | +$100K |
2016 Q1
0 quarters
|
|
713
Nordic American Tanker
NAT
$1.67B
| $106K | 0.02% |
+7,607
| New | +$101K |
2016 Q1
0 quarters
|
|
714
HF Sinclair
DINO
$19.7B
| $105K | 0.02% |
2,994
-62,261
| -95% | -$2.15M |
2015 Q4
1 quarter
|
|
|
TWTR
715
DELISTED
Twitter, Inc.
TWTR
| $105K | 0.02% |
+6,402
| New | +$112K |
2016 Q1
0 quarters
|
|
716
DELISTED
Infoblox Inc
BLOX
| $105K | 0.02% |
6,151
+4,866
| +379% | +$77.7K |
2015 Q3
2 quarters
|
|
|
ABAX
717
DELISTED
Abaxis Inc
ABAX
| $105K | 0.02% |
+2,328
| New | +$103K |
2016 Q1
0 quarters
|
|
718
Rollins
ROL
$16.7B
| $103K | 0.02% |
+8,613
| New | +$102K |
2016 Q1
0 quarters
|
|
719
Worthington Enterprises
WOR
$3.09B
| $103K | 0.02% |
+4,715
| New | +$90.1K |
2016 Q1
0 quarters
|
|
|
MGLN
720
DELISTED
Magellan Health Services, Inc.
MGLN
| $103K | 0.02% |
+1,517
| New | +$91.3K |
2016 Q1
0 quarters
|
|
721
Main Street Capital
MAIN
$5.17B
| $102K | 0.02% |
+3,263
| New | +$94.8K |
2016 Q1
0 quarters
|
|
|
OUTR
722
DELISTED
OUTERWALL INC
OUTR
| $102K | 0.02% |
2,764
+131
| +5% | +$4.31K |
2014 Q4
5 quarters
|
|
723
OneSpan
OSPN
$946M
| $101K | 0.02% |
6,599
-6,518
| -50% | -$96.7K |
2014 Q4
5 quarters
|
|
724
Silicon Laboratories
SLAB
$7.42B
| $101K | 0.02% |
2,262
+1,538
| +212% | +$66.2K |
2015 Q3
2 quarters
|
|
725
DELISTED
Tupperware Brands Corporation
TUP
| $101K | 0.02% |
+1,746
| New | +$90K |
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.