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 | |
|---|---|---|---|---|---|---|---|
1101
Inovio Pharmaceuticals
INO
$85.5M
| $2K | ﹤0.01% |
24
-91
| -79% | -$7.03K |
2015 Q3
2 quarters
|
|
1102
Grand Canyon Education
LOPE
$4.01B
| $2K | ﹤0.01% |
+48
| New | +$1.85K |
2016 Q1
0 quarters
|
|
1103
Titan International
TWI
$318M
| $2K | ﹤0.01% |
+508
| New | +$2.11K |
2016 Q1
0 quarters
|
|
|
GNC
1104
DELISTED
GNC Holdings, Inc.
GNC
| $2K | ﹤0.01% |
92
-4,908
| -98% | -$141K |
2015 Q2
3 quarters
|
|
|
CTCM
1105
DELISTED
CTC MEDIA INC COM STK
CTCM
| $2K | ﹤0.01% |
1,200
| – | – |
2014 Q4
5 quarters
|
|
|
MTSC
1106
DELISTED
MTS Systems Corp
MTSC
| $2K | ﹤0.01% |
+38
| New | +$2.09K |
2016 Q1
0 quarters
|
|
1107
DELISTED
Exact Sciences
EXAS
| $1K | ﹤0.01% |
287
-4,569
| -94% | -$29.2K |
2015 Q2
3 quarters
|
|
1108
Fossil Group
FOSL
$402M
| $1K | ﹤0.01% |
+24
| New | +$947 |
2016 Q1
0 quarters
|
|
1109
Navios Maritime Partners
NMM
$2.58B
| $1K | ﹤0.01% |
107
-100
| -48% | -$2.37K |
2015 Q3
2 quarters
|
|
|
XENT
1110
DELISTED
Intersect ENT, Inc
XENT
| $1K | ﹤0.01% |
+100
| New | +$1.81K |
2016 Q1
0 quarters
|
|
1111
Applied Optoelectronics
AAOI
$6.91B
| – | – |
-4,558
| Closed | -$78K | – |
|
1112
Ameris Bancorp
ABCB
$5.56B
| – | – |
-264
| Closed | -$8K | – |
|
1113
Abbott
ABT
$180B
| – | – |
-43,987
| Closed | -$1.98M | – |
|
1114
Acadia Healthcare
ACHC
$2.69B
| – | – |
-2,373
| Closed | -$148K | – |
|
1115
ACI Worldwide
ACIW
$5.61B
| – | – |
-19,236
| Closed | -$411K | – |
|
1116
Archer Daniels Midland
ADM
$36.9B
| – | – |
-16,245
| Closed | -$595K | – |
|
1117
Advanced Energy
AEIS
$9.7B
| – | – |
-10,207
| Closed | -$288K | – |
|
1118
Agios Pharmaceuticals
AGIO
$2.25B
| – | – |
-600
| Closed | -$38K | – |
|
1119
Ashford Hospitality Trust
AHT
$16.9M
| – | – |
-9
| Closed | -$54K | – |
|
1120
Arthur J. Gallagher & Co
AJG
$68.3B
| – | – |
-8,887
| Closed | -$363K | – |
|
1121
Acadia Realty Trust
AKR
$2.59B
| – | – |
-7
| Closed | – | – |
|
1122
Align Technology
ALGN
$11.1B
| – | – |
-2,341
| Closed | -$154K | – |
|
1123
Allegiant Air
ALGT
$2.02B
| – | – |
-820
| Closed | -$137K | – |
|
1124
Allstate
ALL
$64.2B
| – | – |
-20,285
| Closed | -$1.26M | – |
|
1125
Applied Materials
AMAT
$334B
| – | – |
-62,253
| Closed | -$1.16M | – |
|
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.