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 | |
|---|---|---|---|---|---|---|---|
776
Motorola Solutions
MSI
$81.3B
| $81K | 0.01% |
+1,077
| New | +$72.9K |
2016 Q1
0 quarters
|
|
777
Primerica
PRI
$8.65B
| $81K | 0.01% |
1,836
+787
| +75% | +$34K |
2014 Q4
5 quarters
|
|
|
ENH
778
DELISTED
Endurance Specialty Holdings Ltd
ENH
| $81K | 0.01% |
1,252
-1,109
| -47% | -$69.4K |
2015 Q3
2 quarters
|
|
|
DCM
779
DELISTED
NTT DOCOMO, Inc.
DCM
| $80K | 0.01% |
+3,551
| New | +$79.3K |
2016 Q1
0 quarters
|
|
780
Badger Meter
BMI
$4.3B
| $79K | 0.01% |
2,400
+800
| +50% | +$24.7K |
2015 Q4
1 quarter
|
|
781
DELISTED
H&E Equipment Services
HEES
| $79K | 0.01% |
+4,546
| New | +$65.9K |
2016 Q1
0 quarters
|
|
782
Marriott Vacations Worldwide
VAC
$3.97B
| $79K | 0.01% |
1,183
+541
| +84% | +$30.6K |
2015 Q4
1 quarter
|
|
783
Element Solutions
ESI
$8.35B
| $78K | 0.01% |
+9,150
| New | +$72.1K |
2016 Q1
0 quarters
|
|
784
Genuine Parts
GPC
$16.7B
| $78K | 0.01% |
+788
| New | +$69.9K |
2016 Q1
0 quarters
|
|
785
Photronics
PLAB
$1.63B
| $78K | 0.01% |
7,512
-5,297
| -41% | -$57.2K |
2015 Q4
1 quarter
|
|
786
Sunoco
SUN
$13.3B
| $78K | 0.01% |
2,379
-105
| -4% | -$3.35K |
2015 Q1
4 quarters
|
|
787
Ziff Davis
ZD
$1.88B
| $78K | 0.01% |
1,471
-207
| -12% | -$12.5K |
2015 Q4
1 quarter
|
|
788
Delek US
DK
$4.5B
| $77K | 0.01% |
+5,096
| New | +$82.2K |
2016 Q1
0 quarters
|
|
789
Wayfair
W
$15.9B
| $77K | 0.01% |
1,798
-9,328
| -84% | -$386K |
2015 Q3
2 quarters
|
|
|
XLRN
790
DELISTED
Acceleron Pharma
XLRN
| $77K | 0.01% |
+2,930
| New | +$85.2K |
2016 Q1
0 quarters
|
|
|
HDP
791
DELISTED
Hortonworks, Inc.
HDP
| $77K | 0.01% |
+6,870
| New | +$80.5K |
2016 Q1
0 quarters
|
|
792
DELISTED
Allete
ALE
| $76K | 0.01% |
1,360
-3,169
| -70% | -$169K |
2014 Q2
7 quarters
|
|
793
Duke Energy
DUK
$99.3B
| $76K | 0.01% |
+942
| New | +$71.3K |
2016 Q1
0 quarters
|
|
794
Targa Resources
TRGP
$67.5B
| $76K | 0.01% |
+2,564
| New | +$61.2K |
2016 Q1
0 quarters
|
|
795
EchoStar
ECHO
$28.2B
| $74K | 0.01% |
+2,076
| New | +$66.1K |
2016 Q1
0 quarters
|
|
796
Semtech
SMTC
$11.9B
| $74K | 0.01% |
+3,405
| New | +$65.6K |
2016 Q1
0 quarters
|
|
797
Astec Industries
ASTE
$904M
| $73K | 0.01% |
+1,571
| New | +$62.9K |
2016 Q1
0 quarters
|
|
798
Invesco Mortgage Capital
IVR
$579M
| $73K | 0.01% |
+601
| New | +$69.4K |
2016 Q1
0 quarters
|
|
799
DELISTED
2U Inc
TWOU
| $73K | 0.01% |
+108
| New | +$68.4K |
2016 Q1
0 quarters
|
|
|
HTWR
800
DELISTED
HEARTWARE INTERNATIONAL INC COM STK (DE)
HTWR
| $73K | 0.01% |
+2,340
| New | +$79.2K |
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.