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 | |
|---|---|---|---|---|---|---|---|
751
Pembina Pipeline
PBA
$29.9B
| $92K | 0.01% |
3,429
-5,388
| -61% | -$126K |
2015 Q3
2 quarters
|
|
752
Ternium
TX
$10.4B
| $92K | 0.01% |
5,140
+1,440
| +39% | +$20.1K |
2014 Q4
5 quarters
|
|
753
Vera Bradley
VRA
$189M
| $92K | 0.01% |
+4,553
| New | +$74.5K |
2016 Q1
0 quarters
|
|
|
PVTB
754
DELISTED
PrivateBancorp Inc
PVTB
| $92K | 0.01% |
2,405
+2,103
| +696% | +$77.1K |
2015 Q4
1 quarter
|
|
755
OSI Systems
OSIS
$3.14B
| $91K | 0.01% |
1,400
+345
| +33% | +$22.8K |
2015 Q2
3 quarters
|
|
756
Arch Capital
ACGL
$34.7B
| $89K | 0.01% |
3,777
-19,800
| -84% | -$451K |
2015 Q3
2 quarters
|
|
757
Bio-Rad Laboratories Class A
BIO
$10B
| $87K | 0.01% |
642
-648
| -50% | -$85.1K |
2015 Q4
1 quarter
|
|
758
IQVIA
IQV
$44.1B
| $87K | 0.01% |
+1,345
| New | +$85.1K |
2016 Q1
0 quarters
|
|
759
Tidewater
TDW
$4.35B
| $87K | 0.01% |
+396
| New | +$78.3K |
2016 Q1
0 quarters
|
|
|
BWP
760
DELISTED
Boardwalk Pipeline Partners
BWP
| $87K | 0.01% |
5,947
-4,523
| -43% | -$55.1K |
2015 Q1
4 quarters
|
|
761
DELISTED
Cadence Bank
CADE
| $86K | 0.01% |
+4,061
| New | +$84.4K |
2016 Q1
0 quarters
|
|
|
LM
762
DELISTED
Legg Mason, Inc.
LM
| $86K | 0.01% |
+2,497
| New | +$78.3K |
2016 Q1
0 quarters
|
|
763
Tyler Technologies
TYL
$15.7B
| $85K | 0.01% |
+666
| New | +$92.6K |
2016 Q1
0 quarters
|
|
764
Tutor Perini Cor
TPC
$4.2B
| $85K | 0.01% |
5,500
+200
| +4% | +$2.77K |
2015 Q4
1 quarter
|
|
765
Televisa
TV
$1.1B
| $84K | 0.01% |
+3,085
| New | +$80.9K |
2016 Q1
0 quarters
|
|
|
VER
766
DELISTED
VEREIT, Inc.
VER
| $84K | 0.01% |
+1,908
| New | +$75.7K |
2016 Q1
0 quarters
|
|
|
MYCC
767
DELISTED
ClubCorp Holdings, Inc.
MYCC
| $84K | 0.01% |
6,008
+5,364
| +833% | +$70.8K |
2015 Q2
3 quarters
|
|
|
EFII
768
DELISTED
Electronics for Imaging
EFII
| $84K | 0.01% |
1,983
+430
| +28% | +$17.5K |
2015 Q4
1 quarter
|
|
769
Caleres
CAL
$465M
| $83K | 0.01% |
2,957
+2,446
| +479% | +$65K |
2015 Q4
1 quarter
|
|
770
Gibraltar Industries
ROCK
$1.19B
| $83K | 0.01% |
+2,922
| New | +$68.1K |
2016 Q1
0 quarters
|
|
771
TXNM Energy Inc
TXNM
$6.43B
| $83K | 0.01% |
+2,488
| New | +$79.6K |
2016 Q1
0 quarters
|
|
|
SHLM
772
DELISTED
Schulman (A.) Inc
SHLM
| $83K | 0.01% |
+3,076
| New | +$77.3K |
2016 Q1
0 quarters
|
|
773
DELISTED
LDR HOLDINGS CORP COM STK
LDRH
| $83K | 0.01% |
3,281
-2,473
| -43% | -$51.7K |
2015 Q3
2 quarters
|
|
774
DELISTED
Barnes Group Inc.
B
| $82K | 0.01% |
2,359
+1,858
| +371% | +$61.6K |
2015 Q4
1 quarter
|
|
|
BT
775
DELISTED
BT Group plc (ADR)
BT
| $82K | 0.01% |
2,568
+1,931
| +303% | +$64.7K |
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.