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 | |
|---|---|---|---|---|---|---|---|
251
Pultegroup
PHM
$22.8B
| $648K | 0.1% |
34,656
+995
| +3% | +$17K |
2015 Q4
1 quarter
|
|
252
Highwoods Properties
HIW
$3.22B
| $646K | 0.1% |
+13,528
| New | +$590K |
2016 Q1
0 quarters
|
|
|
IDTI
253
DELISTED
Integrated Device Technology I
IDTI
| $644K | 0.1% |
31,514
+4,829
| +18% | +$102K |
2015 Q4
1 quarter
|
|
254
DELISTED
Team Health Holdings Inc
TMH
| $644K | 0.1% |
15,405
+10,499
| +214% | +$429K |
2015 Q3
2 quarters
|
|
|
BWLD
255
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $642K | 0.1% |
+4,339
| New | +$663K |
2016 Q1
0 quarters
|
|
256
Stifel
SF
$10B
| $635K | 0.1% |
48,339
+43,580
| +916% | +$619K |
2015 Q3
2 quarters
|
|
257
Live Nation Entertainment
LYV
$40.2B
| $634K | 0.1% |
28,462
+15,398
| +118% | +$336K |
2015 Q4
1 quarter
|
|
258
Welltower
WELL
$167B
| $633K | 0.1% |
9,142
-4,462
| -33% | -$288K |
2015 Q1
4 quarters
|
|
|
SJR
259
DELISTED
Shaw Communications Inc.
SJR
| $632K | 0.1% |
+32,735
| New | +$573K |
2016 Q1
0 quarters
|
|
260
UBS Group
UBS
$141B
| $627K | 0.1% |
+39,184
| New | +$636K |
2016 Q1
0 quarters
|
|
261
Bruker
BRKR
$9.45B
| $625K | 0.1% |
22,329
+6,065
| +37% | +$151K |
2015 Q3
2 quarters
|
|
|
BMS
262
DELISTED
Bemis
BMS
| $617K | 0.1% |
11,925
+7,925
| +198% | +$382K |
2015 Q1
4 quarters
|
|
263
MSCI
MSCI
$44B
| $610K | 0.1% |
+8,247
| New | +$570K |
2016 Q1
0 quarters
|
|
264
Novo Nordisk
NVO
$169B
| $610K | 0.1% |
+22,526
| New | +$603K |
2016 Q1
0 quarters
|
|
265
Truist Financial
TFC
$59.2B
| $602K | 0.1% |
18,104
+15,120
| +507% | +$502K |
2015 Q2
3 quarters
|
|
266
DTE Energy
DTE
$27.5B
| $601K | 0.1% |
7,801
-13,833
| -64% | -$999K |
2015 Q3
2 quarters
|
|
|
ETP
267
DELISTED
Energy Transfer Partners, L.P.
ETP
| $601K | 0.1% |
+24,009
| New | +$544K |
2016 Q1
0 quarters
|
|
268
DELISTED
Verifone Systems Inc
PAY
| $596K | 0.1% |
+21,112
| New | +$522K |
2016 Q1
0 quarters
|
|
269
Marvell Technology
MRVL
$226B
| $593K | 0.1% |
+57,541
| New | +$530K |
2016 Q1
0 quarters
|
|
270
Trimble
TRMB
$15B
| $593K | 0.1% |
23,939
+18,930
| +378% | +$418K |
2015 Q4
1 quarter
|
|
271
Ally Financial
ALLY
$11.8B
| $592K | 0.09% |
+31,637
| New | +$545K |
2016 Q1
0 quarters
|
|
|
CHMT
272
DELISTED
Chemtura Corporation
CHMT
| $592K | 0.09% |
22,453
+15,911
| +243% | +$407K |
2015 Q4
1 quarter
|
|
|
QVCGA
273
DELISTED
QVC Group Inc Series A
QVCGA
| $589K | 0.09% |
+481
| New | +$586K |
2016 Q1
0 quarters
|
|
274
Restaurant Brands International
QSR
$25.8B
| $584K | 0.09% |
+15,058
| New | +$524K |
2016 Q1
0 quarters
|
|
275
Bloomin' Brands
BLMN
$855M
| $582K | 0.09% |
+34,536
| New | +$581K |
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.