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 | |
|---|---|---|---|---|---|---|---|
951
SPS Commerce
SPSC
$3.08B
| $30K | ﹤0.01% |
1,414
+760
| +116% | +$19.1K |
2015 Q3
2 quarters
|
|
952
Viavi Solutions
VIAV
$8.19B
| $30K | ﹤0.01% |
+4,463
| New | +$26.8K |
2016 Q1
0 quarters
|
|
953
DELISTED
Chimerix, Inc.
CMRX
| $30K | ﹤0.01% |
5,900
+5,346
| +965% | +$34.9K |
2015 Q4
1 quarter
|
|
|
PTLA
954
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
| $30K | ﹤0.01% |
+1,492
| New | +$47.3K |
2016 Q1
0 quarters
|
|
|
AVP
955
DELISTED
Avon Products, Inc.
AVP
| $30K | ﹤0.01% |
6,380
-1,720
| -21% | -$6.14K |
2015 Q4
1 quarter
|
|
|
INSY
956
DELISTED
Insys Therapeutics, Inc.
INSY
| $30K | ﹤0.01% |
1,884
-1,636
| -46% | -$31.1K |
2015 Q2
3 quarters
|
|
957
DELISTED
Investment Technology Group Inc
ITG
| $30K | ﹤0.01% |
+1,400
| New | +$25.6K |
2016 Q1
0 quarters
|
|
|
RHT
958
DELISTED
Red Hat Inc
RHT
| $30K | ﹤0.01% |
+404
| New | +$28.5K |
2016 Q1
0 quarters
|
|
959
Federal Signal
FSS
$7.03B
| $29K | ﹤0.01% |
+2,200
| New | +$30.3K |
2016 Q1
0 quarters
|
|
960
Rogers Communications
RCI
$17B
| $29K | ﹤0.01% |
748
-109
| -13% | -$3.94K |
2015 Q4
1 quarter
|
|
961
UMB Financial
UMBF
$10.3B
| $29K | ﹤0.01% |
574
-3,769
| -87% | -$181K |
2015 Q3
2 quarters
|
|
|
NSM
962
DELISTED
Nationstar Mortgage Holdings
NSM
| $29K | ﹤0.01% |
+2,971
| New | +$31.7K |
2016 Q1
0 quarters
|
|
|
FNFV
963
DELISTED
Fidelity Natl Financial, Inc.
FNFV
| $29K | ﹤0.01% |
+2,753
| New | +$27.5K |
2016 Q1
0 quarters
|
|
964
DELISTED
Caesars Entertainment Corporation
CZR
| $29K | ﹤0.01% |
+4,329
| New | +$30.3K |
2016 Q1
0 quarters
|
|
965
Enovis
ENOV
$1.32B
| $28K | ﹤0.01% |
583
-551
| -49% | -$23.4K |
2015 Q3
2 quarters
|
|
966
Scholastic
SCHL
$722M
| $28K | ﹤0.01% |
758
-700
| -48% | -$24.9K |
2015 Q4
1 quarter
|
|
|
CONE
967
DELISTED
CyrusOne Inc Common Stock
CONE
| $28K | ﹤0.01% |
628
-182
| -22% | -$6.95K |
2015 Q2
3 quarters
|
|
968
Radian Group
RDN
$4.72B
| $27K | ﹤0.01% |
2,220
-38,785
| -95% | -$440K |
2014 Q4
5 quarters
|
|
969
DELISTED
CalAmp Corp.
CAMP
| $27K | ﹤0.01% |
66
-194
| -75% | -$79.3K |
2014 Q4
5 quarters
|
|
|
ANAT
970
DELISTED
American National Group, Inc. Common Stock
ANAT
| $27K | ﹤0.01% |
+242
| New | +$24.8K |
2016 Q1
0 quarters
|
|
|
DGI
971
DELISTED
DigitalGlobe Inc.
DGI
| $27K | ﹤0.01% |
1,596
-15,923
| -91% | -$237K |
2014 Q2
7 quarters
|
|
972
BOK Financial
BOKF
$8.04B
| $26K | ﹤0.01% |
487
-8,887
| -95% | -$464K |
2015 Q2
3 quarters
|
|
973
La-Z-Boy
LZB
$1.22B
| $26K | ﹤0.01% |
+1,005
| New | +$23.5K |
2016 Q1
0 quarters
|
|
974
John Wiley & Sons Class A
WLY
$2.61B
| $26K | ﹤0.01% |
549
-4,246
| -89% | -$185K |
2014 Q3
6 quarters
|
|
975
DELISTED
LL Flooring Holdings, Inc.
LL
| $26K | ﹤0.01% |
1,985
-711
| -26% | -$8.95K |
2015 Q1
4 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.