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 | |
|---|---|---|---|---|---|---|---|
526
Bankunited
BKU
$3.06B
| $200K | 0.03% |
5,823
-9,503
| -62% | -$318K |
2015 Q4
1 quarter
|
|
|
PGRE
527
DELISTED
Paramount Group
PGRE
| $199K | 0.03% |
+12,510
| New | +$200K |
2016 Q1
0 quarters
|
|
|
KNGT
528
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
| $199K | 0.03% |
+7,628
| New | +$199K |
2016 Q1
0 quarters
|
|
529
Cboe Global Markets
CBOE
$35B
| $198K | 0.03% |
+3,043
| New | +$194K |
2016 Q1
0 quarters
|
|
530
Enterprise Products Partners
EPD
$82.4B
| $198K | 0.03% |
+8,045
| New | +$187K |
2016 Q1
0 quarters
|
|
531
3M
MMM
$89.9B
| $198K | 0.03% |
+1,424
| New | +$183K |
2016 Q1
0 quarters
|
|
|
BPL
532
DELISTED
Buckeye Partners, L.P.
BPL
| $198K | 0.03% |
2,924
+2,396
| +454% | +$146K |
2015 Q3
2 quarters
|
|
|
AFSI
533
DELISTED
AmTrust Financial Services, Inc.
AFSI
| $198K | 0.03% |
+7,660
| New | +$204K |
2016 Q1
0 quarters
|
|
534
American Financial Group
AFG
$12.8B
| $197K | 0.03% |
2,805
+2,783
| +12,650% | +$191K |
2015 Q4
1 quarter
|
|
535
Manitowoc
MTW
$831M
| $197K | 0.03% |
+11,409
| New | +$166K |
2016 Q1
0 quarters
|
|
536
Box
BOX
$5.96B
| $195K | 0.03% |
+15,926
| New | +$181K |
2016 Q1
0 quarters
|
|
537
Garmin
GRMN
$52.5B
| $195K | 0.03% |
+4,897
| New | +$182K |
2016 Q1
0 quarters
|
|
538
Prestige Consumer Healthcare
PBH
$2.32B
| $195K | 0.03% |
+3,661
| New | +$180K |
2016 Q1
0 quarters
|
|
|
NTRI
539
DELISTED
NutriSystem, Inc.
NTRI
| $195K | 0.03% |
9,347
-3,287
| -26% | -$65K |
2015 Q3
2 quarters
|
|
540
Dana Inc
DAN
$2.34B
| $194K | 0.03% |
13,787
-2,748
| -17% | -$34.3K |
2015 Q3
2 quarters
|
|
541
DELISTED
Vector Group Ltd.
VGR
| $194K | 0.03% |
14,587
+13,524
| +1,272% | +$180K |
2015 Q3
2 quarters
|
|
542
Aramark
ARMK
$14.2B
| $193K | 0.03% |
8,088
-26,437
| -77% | -$606K |
2015 Q2
3 quarters
|
|
543
Penske Automotive Group
PAG
$13.9B
| $193K | 0.03% |
5,110
-5,339
| -51% | -$190K |
2015 Q3
2 quarters
|
|
|
ALDR
544
DELISTED
Alder Biopharmaceuticals
ALDR
| $193K | 0.03% |
7,910
+6,125
| +343% | +$142K |
2015 Q4
1 quarter
|
|
545
Hudson Pacific Properties
HPP
$572M
| $192K | 0.03% |
949
+514
| +118% | +$93.4K |
2014 Q4
5 quarters
|
|
546
E.W. Scripps
SSP
$243M
| $190K | 0.03% |
12,242
+9,814
| +404% | +$172K |
2015 Q4
1 quarter
|
|
547
DELISTED
Treehouse Foods
THS
| $190K | 0.03% |
2,198
+1,674
| +319% | +$134K |
2015 Q3
2 quarters
|
|
548
Essential Utilities
WTRG
$12.4B
| $188K | 0.03% |
5,917
-420
| -7% | -$13K |
2015 Q3
2 quarters
|
|
|
CTB
549
DELISTED
Cooper Tire & Rubber Co.
CTB
| $188K | 0.03% |
5,097
+2,341
| +85% | +$85.7K |
2015 Q4
1 quarter
|
|
550
H.B. Fuller
FUL
$2.68B
| $187K | 0.03% |
4,427
+1,813
| +69% | +$67.8K |
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.