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 | |
|---|---|---|---|---|---|---|---|
|
DNR
976
DELISTED
Denbury Resources, Inc.
DNR
| $26K | ﹤0.01% |
11,830
+4,043
| +52% | +$6.73K |
2015 Q4
1 quarter
|
|
977
ABM Industries
ABM
$3.16B
| $25K | ﹤0.01% |
+802
| New | +$24.2K |
2016 Q1
0 quarters
|
|
978
Babcock & Wilcox
BW
$679M
| $25K | ﹤0.01% |
121
-39
| -24% | -$7.77K |
2015 Q4
1 quarter
|
|
979
Celldex Therapeutics
CLDX
$2.35B
| $25K | ﹤0.01% |
441
+288
| +188% | +$32.4K |
2015 Q3
2 quarters
|
|
980
KRONOS Worldwide
KRO
$857M
| $25K | ﹤0.01% |
4,386
+3,786
| +631% | +$19.7K |
2015 Q3
2 quarters
|
|
981
Insperity
NSP
$1.77B
| $25K | ﹤0.01% |
+994
| New | +$23.4K |
2016 Q1
0 quarters
|
|
982
DELISTED
CyberArk
CYBR
| $24K | ﹤0.01% |
564
-5,481
| -91% | -$221K |
2014 Q4
5 quarters
|
|
983
The Ensign Group
ENSG
$10.9B
| $24K | ﹤0.01% |
+1,179
| New | +$23.2K |
2016 Q1
0 quarters
|
|
984
Paycom
PAYC
$11.7B
| $24K | ﹤0.01% |
693
-4,033
| -85% | -$126K |
2015 Q4
1 quarter
|
|
985
TETRA Technologies
TTI
$884M
| $24K | ﹤0.01% |
+3,836
| New | +$22.5K |
2016 Q1
0 quarters
|
|
986
Watts Water Technologies
WTS
$11.7B
| $24K | ﹤0.01% |
436
-237
| -35% | -$12K |
2015 Q4
1 quarter
|
|
987
DELISTED
Conn's Inc.
CONN
| $24K | ﹤0.01% |
+1,972
| New | +$31.2K |
2016 Q1
0 quarters
|
|
|
FRAN
988
DELISTED
Francesca's Holdings Corporation
FRAN
| $24K | ﹤0.01% |
+106
| New | +$22.9K |
2016 Q1
0 quarters
|
|
|
LOCK
989
DELISTED
LifeLock, Inc.
LOCK
| $24K | ﹤0.01% |
2,063
-1,937
| -48% | -$22.8K |
2015 Q3
2 quarters
|
|
990
Alto Ingredients
ALTO
$283M
| $23K | ﹤0.01% |
+5,084
| New | +$20K |
2016 Q1
0 quarters
|
|
991
Columbia Sportswear
COLM
$3.26B
| $23K | ﹤0.01% |
391
-1,861
| -83% | -$102K |
2015 Q4
1 quarter
|
|
992
Kinross Gold
KGC
$25.6B
| $23K | ﹤0.01% |
7,007
-9,700
| -58% | -$24.1K |
2015 Q4
1 quarter
|
|
993
Manulife Financial
MFC
$74.9B
| $23K | ﹤0.01% |
+1,675
| New | +$22.4K |
2016 Q1
0 quarters
|
|
994
NewMarket
NEU
$7.39B
| $23K | ﹤0.01% |
+59
| New | +$21.7K |
2016 Q1
0 quarters
|
|
995
Sociedad Química y Minera de Chile
SQM
$16.1B
| $23K | ﹤0.01% |
+1,152
| New | +$19.9K |
2016 Q1
0 quarters
|
|
996
DELISTED
Taylor Morrison
TMHC
| $23K | ﹤0.01% |
1,676
+1,629
| +3,466% | +$21.6K |
2015 Q4
1 quarter
|
|
|
APU
997
DELISTED
AmeriGas Partners, L.P.
APU
| $23K | ﹤0.01% |
+542
| New | +$21.5K |
2016 Q1
0 quarters
|
|
|
CLNY
998
DELISTED
Colony Capital, Inc.
CLNY
| $23K | ﹤0.01% |
1,386
-8,258
| -86% | -$139K |
2015 Q2
3 quarters
|
|
999
American Assets Trust
AAT
$1.37B
| $22K | ﹤0.01% |
562
-2,730
| -83% | -$102K |
2015 Q3
2 quarters
|
|
1000
DELISTED
bluebird bio
BLUE
| $22K | ﹤0.01% |
41
-446
| -92% | -$274K |
2015 Q2
3 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.