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 | |
|---|---|---|---|---|---|---|---|
1001
Hornbeck Offshore Services, Inc.
HOS
$2.35B
| $22K | ﹤0.01% |
+4,100
| New | +$17.3K |
2016 Q1
0 quarters
|
|
1002
Magnite
MGNI
$3.22B
| $22K | ﹤0.01% |
+1,258
| New | +$19.3K |
2016 Q1
0 quarters
|
|
1003
Everforth Inc
EFOR
$1.52B
| $21K | ﹤0.01% |
+571
| New | +$20.2K |
2016 Q1
0 quarters
|
|
|
ELME
1004
DELISTED
Elme Communities
ELME
| $21K | ﹤0.01% |
728
-6,493
| -90% | -$171K |
2015 Q3
2 quarters
|
|
1005
Interface
TILE
$2.13B
| $21K | ﹤0.01% |
1,133
-4,005
| -78% | -$67.3K |
2015 Q4
1 quarter
|
|
1006
Tvardi Therapeutics
TVRD
$11.5M
| $21K | ﹤0.01% |
+97
| New | +$29K |
2016 Q1
0 quarters
|
|
|
SIEN
1007
DELISTED
Sientra, Inc.
SIEN
| $21K | ﹤0.01% |
+322
| New | +$24.2K |
2016 Q1
0 quarters
|
|
1008
Integer Holdings
ITGR
$4.3B
| $20K | ﹤0.01% |
579
-3,275
| -85% | -$115K |
2015 Q4
1 quarter
|
|
|
SNR
1009
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
| $20K | ﹤0.01% |
2,026
-3,193
| -61% | -$29.9K |
2014 Q4
5 quarters
|
|
1010
Alamos Gold
AGI
$12.1B
| $19K | ﹤0.01% |
+3,757
| New | +$15.4K |
2016 Q1
0 quarters
|
|
1011
Larimar Therapeutics
LRMR
$277M
| $19K | ﹤0.01% |
238
-266
| -53% | -$21K |
2015 Q4
1 quarter
|
|
1012
Oaktree Specialty Lending
OCSL
$1.07B
| $19K | ﹤0.01% |
1,310
-3,470
| -73% | -$54.3K |
2015 Q2
3 quarters
|
|
1013
Sumitomo Mitsui Financial Group, Inc American Depositary Shares (each representing 1.2 shares of Common Stock)
SMFG
$155B
| $19K | ﹤0.01% |
3,208
-7,124
| -69% | -$44.4K |
2013 Q3
10 quarters
|
|
1014
Wingstop
WING
$3.93B
| $19K | ﹤0.01% |
+846
| New | +$19.8K |
2016 Q1
0 quarters
|
|
1015
DELISTED
Iconix Brand Group, Inc.
ICON
| $19K | ﹤0.01% |
241
+101
| +72% | +$7.32K |
2014 Q3
6 quarters
|
|
|
REGI
1016
DELISTED
Renewable Energy Group, Inc.
REGI
| $19K | ﹤0.01% |
+2,101
| New | +$16.1K |
2016 Q1
0 quarters
|
|
1017
FTI Consulting
FCN
$5B
| $18K | ﹤0.01% |
+518
| New | +$17.4K |
2016 Q1
0 quarters
|
|
1018
TTM Technologies
TTMI
$9.23B
| $18K | ﹤0.01% |
2,800
+2,417
| +631% | +$14.9K |
2015 Q2
3 quarters
|
|
|
ADXS
1019
DELISTED
Advaxis Inc
ADXS
| $18K | ﹤0.01% |
+134
| New | +$14.8K |
2016 Q1
0 quarters
|
|
1020
Sun Communities
SUI
$13.4B
| $17K | ﹤0.01% |
248
-3,289
| -93% | -$222K |
2015 Q4
1 quarter
|
|
1021
DELISTED
Tile Shop Holdings
TTSH
| $17K | ﹤0.01% |
+1,159
| New | +$16.5K |
2016 Q1
0 quarters
|
|
|
RPXC
1022
DELISTED
RPX Corporation
RPXC
| $17K | ﹤0.01% |
+1,541
| New | +$16.4K |
2016 Q1
0 quarters
|
|
|
SCMP
1023
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
| $17K | ﹤0.01% |
+1,568
| New | +$19.8K |
2016 Q1
0 quarters
|
|
|
CIE
1024
DELISTED
Cobalt International Energy, Inc
CIE
| $17K | ﹤0.01% |
392
-852
| -68% | -$40.6K |
2015 Q4
1 quarter
|
|
1025
Northwest Bancshares
NWBI
$2.25B
| $16K | ﹤0.01% |
+1,255
| New | +$16K |
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.