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 | |
|---|---|---|---|---|---|---|---|
826
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
| $65K | 0.01% |
+3,525
| New | +$57.7K |
2016 Q1
0 quarters
|
|
827
AMC Entertainment Holdings
AMC
$2.73B
| $64K | 0.01% |
+230
| New | +$55.1K |
2016 Q1
0 quarters
|
|
828
Biogen
BIIB
$37.6B
| $64K | 0.01% |
+247
| New | +$65.2K |
2016 Q1
0 quarters
|
|
|
BZH
829
DELISTED
Beazer Homes USA
BZH
| $64K | 0.01% |
7,346
+1,568
| +27% | +$13K |
2015 Q3
2 quarters
|
|
830
Watsco Inc
WSO
$12.6B
| $64K | 0.01% |
476
-750
| -61% | -$91K |
2015 Q4
1 quarter
|
|
|
DPLO
831
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
| $63K | 0.01% |
+2,318
| New | +$68.3K |
2016 Q1
0 quarters
|
|
832
Nice
NICE
$6.73B
| $62K | 0.01% |
961
+586
| +156% | +$35.1K |
2015 Q3
2 quarters
|
|
833
Omnicell
OMCL
$1.68B
| $62K | 0.01% |
2,228
-3,445
| -61% | -$94.6K |
2015 Q3
2 quarters
|
|
834
SouthState Bank Corp
SSB
$10.2B
| $62K | 0.01% |
972
-440
| -31% | -$28.3K |
2015 Q3
2 quarters
|
|
|
AXLL
835
DELISTED
AXIALL CORP COM STK (DE)
AXLL
| $62K | 0.01% |
2,850
+1,876
| +193% | +$33.1K |
2015 Q3
2 quarters
|
|
|
PLKI
836
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
| $61K | 0.01% |
+1,177
| New | +$66.8K |
2016 Q1
0 quarters
|
|
837
Edgewell Personal Care
EPC
$1.33B
| $60K | 0.01% |
+755
| New | +$57.9K |
2016 Q1
0 quarters
|
|
838
Open Text
OTEX
$6.44B
| $60K | 0.01% |
+2,326
| New | +$56K |
2016 Q1
0 quarters
|
|
839
Unisys
UIS
$189M
| $60K | 0.01% |
7,870
+6,104
| +346% | +$58.1K |
2014 Q2
7 quarters
|
|
840
CMB.TECH NV
CMBT
$5.32B
| $60K | 0.01% |
+5,864
| New | +$63.3K |
2016 Q1
0 quarters
|
|
841
DELISTED
Kaman Corp
KAMN
| $60K | 0.01% |
+1,419
| New | +$57.9K |
2016 Q1
0 quarters
|
|
|
WUBA
842
DELISTED
58.com Inc
WUBA
| $60K | 0.01% |
+1,084
| New | +$59.9K |
2016 Q1
0 quarters
|
|
843
Aegon
AEG
$11.9B
| $59K | 0.01% |
14,988
-3,613
| -19% | -$14K |
2015 Q4
1 quarter
|
|
844
LGI Homes
LGIH
$1.02B
| $59K | 0.01% |
2,463
-6,939
| -74% | -$154K |
2015 Q4
1 quarter
|
|
|
GMLP
845
DELISTED
Golar LNG Partners LP
GMLP
| $59K | 0.01% |
4,068
+805
| +25% | +$10.8K |
2015 Q4
1 quarter
|
|
|
HZNP
846
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $58K | 0.01% |
3,542
-28,776
| -89% | -$503K |
2015 Q4
1 quarter
|
|
847
Apogee Enterprises
APOG
$948M
| $57K | 0.01% |
1,300
-571
| -31% | -$22.7K |
2015 Q1
4 quarters
|
|
848
Cerus
CERS
$459M
| $57K | 0.01% |
+9,700
| New | +$53.7K |
2016 Q1
0 quarters
|
|
849
FirstCash
FCFS
$7.77B
| $57K | 0.01% |
+1,251
| New | +$50.5K |
2016 Q1
0 quarters
|
|
850
REX American Resources
REX
$1.3B
| $57K | 0.01% |
+6,204
| New | +$53.5K |
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.