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 | |
|---|---|---|---|---|---|---|---|
501
DELISTED
BRF SA
BRFS
| $224K | 0.04% |
15,800
-14,509
| -48% | -$192K |
2015 Q3
2 quarters
|
|
502
NOV
NOV
$6.26B
| $224K | 0.04% |
+7,216
| New | +$220K |
2016 Q1
0 quarters
|
|
503
Enpro
NPO
$5.47B
| $224K | 0.04% |
3,885
+732
| +23% | +$35.3K |
2015 Q2
3 quarters
|
|
504
FNB Corp
FNB
$6.28B
| $223K | 0.04% |
+17,161
| New | +$213K |
2016 Q1
0 quarters
|
|
|
ILG
505
DELISTED
ILG, Inc Common Stock
ILG
| $223K | 0.04% |
15,477
+11,421
| +282% | +$148K |
2015 Q4
1 quarter
|
|
506
DNOW Inc
DNOW
$2.39B
| $221K | 0.04% |
12,521
+12,143
| +3,212% | +$187K |
2015 Q4
1 quarter
|
|
507
DELISTED
Dun & Bradstreet
DNB
| $221K | 0.04% |
2,150
+487
| +29% | +$47.3K |
2015 Q2
3 quarters
|
|
508
DELISTED
Dominion Diamond Corporation
DDC
| $221K | 0.04% |
19,936
+9,673
| +94% | +$106K |
2015 Q1
4 quarters
|
|
509
Gentex
GNTX
$4.19B
| $218K | 0.03% |
+13,938
| New | +$203K |
2016 Q1
0 quarters
|
|
510
TriNet
TNET
$3.05B
| $218K | 0.03% |
+15,204
| New | +$216K |
2016 Q1
0 quarters
|
|
511
Trex
TREX
$5.47B
| $218K | 0.03% |
+18,260
| New | +$178K |
2016 Q1
0 quarters
|
|
512
Covista Inc
CVSA
$3.67B
| $216K | 0.03% |
12,544
+11,640
| +1,288% | +$230K |
2015 Q4
1 quarter
|
|
513
Vail Resorts
MTN
$5.66B
| $214K | 0.03% |
1,603
+1,197
| +295% | +$150K |
2015 Q3
2 quarters
|
|
514
WPP
WPP
$5.88B
| $213K | 0.03% |
1,830
+1,125
| +160% | +$121K |
2015 Q4
1 quarter
|
|
515
XPLR Infrastructure LP
XIFR
$690M
| $213K | 0.03% |
+7,834
| New | +$209K |
2016 Q1
0 quarters
|
|
516
Flagstar Bank National Association
FLG
$4.37B
| $212K | 0.03% |
4,464
-5,352
| -55% | -$248K |
2015 Q3
2 quarters
|
|
517
Chimera Investment
CIM
$612M
| $211K | 0.03% |
+5,182
| New | +$201K |
2016 Q1
0 quarters
|
|
518
Cousins Properties
CUZ
$4.87B
| $211K | 0.03% |
+7,233
| New | +$184K |
2016 Q1
0 quarters
|
|
519
Factset
FDS
$11.6B
| $206K | 0.03% |
1,362
+747
| +121% | +$111K |
2015 Q2
3 quarters
|
|
520
United Community Banks
UCB
$4.42B
| $205K | 0.03% |
11,136
+9,621
| +635% | +$171K |
2015 Q4
1 quarter
|
|
|
SJI
521
DELISTED
South Jersey Industries, Inc.
SJI
| $205K | 0.03% |
7,212
-2,874
| -28% | -$73.7K |
2013 Q4
9 quarters
|
|
522
DELISTED
Westar Energy Inc
WR
| $205K | 0.03% |
4,147
-4,932
| -54% | -$220K |
2015 Q4
1 quarter
|
|
|
GHL
523
DELISTED
Greenhill & Co., Inc.
GHL
| $204K | 0.03% |
+9,222
| New | +$212K |
2016 Q1
0 quarters
|
|
|
TVPT
524
DELISTED
Travelport Worldwide Limited
TVPT
| $203K | 0.03% |
+14,888
| New | +$179K |
2016 Q1
0 quarters
|
|
|
ESL
525
DELISTED
Esterline Technologies
ESL
| $201K | 0.03% |
3,152
-3,642
| -54% | -$240K |
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.