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 | |
|---|---|---|---|---|---|---|---|
1026
DELISTED
Immunogen Inc
IMGN
| $16K | ﹤0.01% |
+1,900
| New | +$16.1K |
2016 Q1
0 quarters
|
|
|
CALD
1027
DELISTED
Callidus Software, Inc.
CALD
| $16K | ﹤0.01% |
978
-2,112
| -68% | -$31.3K |
2015 Q4
1 quarter
|
|
|
NRF
1028
DELISTED
NorthStar Realty Finance Corp.
NRF
| $16K | ﹤0.01% |
1,231
-27,300
| -96% | -$335K |
2015 Q1
4 quarters
|
|
1029
Lumentum
LITE
$83.3B
| $15K | ﹤0.01% |
+566
| New | +$13.1K |
2016 Q1
0 quarters
|
|
1030
Saia
SAIA
$9.13B
| $15K | ﹤0.01% |
+548
| New | +$13.5K |
2016 Q1
0 quarters
|
|
|
SRC
1031
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $15K | ﹤0.01% |
313
-6,414
| -95% | -$299K |
2015 Q2
3 quarters
|
|
|
ALOG
1032
DELISTED
Analogic Corp
ALOG
| $15K | ﹤0.01% |
200
-630
| -76% | -$47.2K |
2015 Q4
1 quarter
|
|
1033
Ethan Allen Interiors
ETD
$509M
| $14K | ﹤0.01% |
+458
| New | +$12.8K |
2016 Q1
0 quarters
|
|
1034
Moog Inc Class A
MOG.A
$11.5B
| $14K | ﹤0.01% |
324
-2,400
| -88% | -$112K |
2015 Q3
2 quarters
|
|
|
INFI
1035
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
| $14K | ﹤0.01% |
2,780
+2,054
| +283% | +$12.6K |
2014 Q3
6 quarters
|
|
|
ESND
1036
DELISTED
Essendant Inc.
ESND
| $14K | ﹤0.01% |
+468
| New | +$13.8K |
2016 Q1
0 quarters
|
|
1037
Entegris
ENTG
$24.4B
| $13K | ﹤0.01% |
+1,000
| New | +$12.1K |
2016 Q1
0 quarters
|
|
1038
KT
KT
$8.13B
| $13K | ﹤0.01% |
1,006
-2,346
| -70% | -$28.3K |
2015 Q4
1 quarter
|
|
1039
TFS Financial
TFSL
$4.7B
| $13K | ﹤0.01% |
+760
| New | +$13K |
2016 Q1
0 quarters
|
|
|
BPFH
1040
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
| $13K | ﹤0.01% |
+1,211
| New | +$12.8K |
2016 Q1
0 quarters
|
|
|
WMGI
1041
DELISTED
Wright Medical Group Inc
WMGI
| $13K | ﹤0.01% |
+836
| New | +$15.5K |
2016 Q1
0 quarters
|
|
|
BBG
1042
DELISTED
Bill Barrett Corp
BBG
| $13K | ﹤0.01% |
+2,100
| New | +$8.42K |
2016 Q1
0 quarters
|
|
|
PRXL
1043
DELISTED
Parexel International Corp
PRXL
| $13K | ﹤0.01% |
+219
| New | +$13.5K |
2016 Q1
0 quarters
|
|
1044
COPT Defense Properties
CDP
$3.88B
| $12K | ﹤0.01% |
+475
| New | +$11K |
2016 Q1
0 quarters
|
|
1045
Constellium
CSTM
$3.23B
| $12K | ﹤0.01% |
2,500
-1,700
| -40% | -$9.8K |
2015 Q3
2 quarters
|
|
1046
FuelCell Energy
FCEL
$974M
| $12K | ﹤0.01% |
+5
| New | +$10.4K |
2016 Q1
0 quarters
|
|
1047
Metallus
MTUS
$888M
| $12K | ﹤0.01% |
1,400
-15,826
| -92% | -$116K |
2015 Q4
1 quarter
|
|
|
SYKE
1048
DELISTED
SYKES Enterprises Inc
SYKE
| $11K | ﹤0.01% |
+393
| New | +$11.5K |
2016 Q1
0 quarters
|
|
1049
AptarGroup
ATR
$8.31B
| $10K | ﹤0.01% |
+138
| New | +$10.1K |
2016 Q1
0 quarters
|
|
1050
Pampa Energía
PAM
$4.03B
| $10K | ﹤0.01% |
489
-5,221
| -91% | -$109K |
2015 Q4
1 quarter
|
|
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.