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 | |
|---|---|---|---|---|---|---|---|
|
SPIL
851
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
| $56K | 0.01% |
+7,039
| New | +$53.8K |
2016 Q1
0 quarters
|
|
|
ARIA
852
DELISTED
Ariad Pharmaceuticals Inc
ARIA
| $56K | 0.01% |
8,900
-39,258
| -82% | -$220K |
2015 Q1
4 quarters
|
|
853
Cabot Corp
CBT
$3.84B
| $55K | 0.01% |
+1,154
| New | +$49.7K |
2016 Q1
0 quarters
|
|
854
Ribbon Communications
RBBN
$278M
| $55K | 0.01% |
7,397
-4,301
| -37% | -$28.7K |
2015 Q4
1 quarter
|
|
855
DELISTED
TrueCar
TRUE
| $55K | 0.01% |
+9,845
| New | +$59.4K |
2016 Q1
0 quarters
|
|
856
NGL Energy Partners
NGL
$2.05B
| $54K | 0.01% |
+7,311
| New | +$66.1K |
2016 Q1
0 quarters
|
|
857
Alaunos Therapeutics
TCRT
$4.95M
| $54K | 0.01% |
49
+9
| +23% | +$9.21K |
2015 Q1
4 quarters
|
|
|
MKTO
858
DELISTED
MARKETO INC COM STK (DE)
MKTO
| $53K | 0.01% |
+2,720
| New | +$51.6K |
2016 Q1
0 quarters
|
|
859
Amkor Technology
AMKR
$9.8B
| $52K | 0.01% |
8,945
+7,945
| +795% | +$43.1K |
2015 Q4
1 quarter
|
|
860
DHT Holdings
DHT
$4.03B
| $52K | 0.01% |
+9,131
| New | +$54.3K |
2016 Q1
0 quarters
|
|
861
NatWest
NWG
$61.2B
| $52K | 0.01% |
7,614
+2,713
| +55% | +$20.6K |
2015 Q1
4 quarters
|
|
862
Pacific Biosciences
PACB
$808M
| $52K | 0.01% |
+6,211
| New | +$61.1K |
2016 Q1
0 quarters
|
|
863
Travere Therapeutics
TVTX
$4.75B
| $52K | 0.01% |
+3,836
| New | +$58.2K |
2016 Q1
0 quarters
|
|
864
Healthcare Realty
HR
$6.34B
| $51K | 0.01% |
1,754
+1,344
| +328% | +$37.3K |
2015 Q3
2 quarters
|
|
865
Ubiquiti
UI
$34.1B
| $51K | 0.01% |
+1,560
| New | +$48.4K |
2016 Q1
0 quarters
|
|
|
CYS
866
DELISTED
CYS Investments Inc.
CYS
| $51K | 0.01% |
6,365
+165
| +3% | +$1.22K |
2015 Q3
2 quarters
|
|
867
Universal Insurance Holdings
UVE
$1.35B
| $50K | 0.01% |
+2,815
| New | +$52.2K |
2016 Q1
0 quarters
|
|
868
Zurn Elkay Water Solutions
ZWS
$7.4B
| $50K | 0.01% |
+5,192
| New | +$44.1K |
2016 Q1
0 quarters
|
|
869
CoStar Group
CSGP
$12.1B
| $49K | 0.01% |
2,610
+650
| +33% | +$11.5K |
2015 Q2
3 quarters
|
|
870
Howard Hughes
HHH
$4.55B
| $49K | 0.01% |
+491
| New | +$45.1K |
2016 Q1
0 quarters
|
|
871
El Pollo Loco
LOCO
$466M
| $49K | 0.01% |
3,725
+309
| +9% | +$3.89K |
2014 Q4
5 quarters
|
|
872
MGIC Investment
MTG
$5.83B
| $49K | 0.01% |
6,472
-24,056
| -79% | -$172K |
2015 Q3
2 quarters
|
|
873
DELISTED
Radius Recycling
RDUS
| $49K | 0.01% |
+2,662
| New | +$39.3K |
2016 Q1
0 quarters
|
|
874
DELISTED
Infinera Corporation Common Stock
INFN
| $49K | 0.01% |
3,107
-871
| -22% | -$13.4K |
2015 Q4
1 quarter
|
|
875
DELISTED
SEMGROUP CORPORATION
SEMG
| $49K | 0.01% |
+2,228
| New | +$46K |
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.