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 | |
|---|---|---|---|---|---|---|---|
576
AngloGold Ashanti
AU
$40.4B
| $173K | 0.03% |
+12,658
| New | +$137K |
2016 Q1
0 quarters
|
|
577
Belden
BDC
$4.13B
| $172K | 0.03% |
2,815
+2,490
| +766% | +$123K |
2014 Q2
7 quarters
|
|
578
Navient Holdings, Inc. Common Stock
NAVI
$872M
| $172K | 0.03% |
14,443
-14,382
| -50% | -$150K |
2015 Q2
3 quarters
|
|
579
Smith & Wesson
SWBI
$591M
| $172K | 0.03% |
8,421
-4,886
| -37% | -$90.9K |
2015 Q1
4 quarters
|
|
|
IBKC
580
DELISTED
IBERIABANK Corp
IBKC
| $172K | 0.03% |
3,365
+2,423
| +257% | +$119K |
2014 Q3
6 quarters
|
|
|
CBI
581
DELISTED
Chicago Bridge & Iron Nv
CBI
| $172K | 0.03% |
+4,711
| New | +$168K |
2016 Q1
0 quarters
|
|
582
LXP Industrial Trust
LXP
$3.61B
| $171K | 0.03% |
3,979
-5,148
| -56% | -$198K |
2013 Q3
10 quarters
|
|
583
STMicroelectronics
STM
$41.8B
| $171K | 0.03% |
30,754
+21,465
| +231% | +$126K |
2015 Q3
2 quarters
|
|
|
MORE
584
DELISTED
Monogram Residential Trust, Inc.
MORE
| $171K | 0.03% |
+17,360
| New | +$158K |
2016 Q1
0 quarters
|
|
585
Deckers Outdoor
DECK
$10.9B
| $170K | 0.03% |
+17,076
| New | +$148K |
2016 Q1
0 quarters
|
|
|
ABB
586
DELISTED
ABB Ltd
ABB
| $170K | 0.03% |
8,767
+4,235
| +93% | +$74.8K |
2015 Q1
4 quarters
|
|
|
RDS.B
587
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
| $170K | 0.03% |
3,465
-770
| -18% | -$34.6K |
2015 Q2
3 quarters
|
|
588
Pearson
PSO
$10.4B
| $169K | 0.03% |
13,537
-8,545
| -39% | -$97.7K |
2015 Q4
1 quarter
|
|
589
Honda
HMC
$44.1B
| $167K | 0.03% |
6,129
+6,117
| +50,975% | +$168K |
2015 Q4
1 quarter
|
|
590
Vistance Networks Inc
VISN
$1.51B
| $166K | 0.03% |
+5,956
| New | +$145K |
2016 Q1
0 quarters
|
|
591
Dine Brands
DIN
$450M
| $166K | 0.03% |
1,785
-945
| -35% | -$82.8K |
2014 Q1
8 quarters
|
|
592
InterDigital
IDCC
$8.02B
| $166K | 0.03% |
2,995
-77
| -3% | -$3.72K |
2015 Q1
4 quarters
|
|
593
Nexstar Media Group
NXST
$5.28B
| $166K | 0.03% |
+3,771
| New | +$171K |
2016 Q1
0 quarters
|
|
594
Popular Inc
BPOP
$9.8B
| $165K | 0.03% |
5,782
-5,946
| -51% | -$156K |
2015 Q4
1 quarter
|
|
595
Eaton
ETN
$144B
| $165K | 0.03% |
+2,644
| New | +$146K |
2016 Q1
0 quarters
|
|
596
DELISTED
Synchronoss Technologies
SNCR
| $165K | 0.03% |
568
+128
| +29% | +$33.3K |
2015 Q2
3 quarters
|
|
597
Teradata
TDC
$3.19B
| $165K | 0.03% |
6,289
-7,966
| -56% | -$197K |
2015 Q4
1 quarter
|
|
|
WBC
598
DELISTED
WABCO HOLDINGS INC.
WBC
| $165K | 0.03% |
+1,549
| New | +$146K |
2016 Q1
0 quarters
|
|
|
ABCO
599
DELISTED
Advisory Board Co
ABCO
| $164K | 0.03% |
+5,107
| New | +$191K |
2016 Q1
0 quarters
|
|
|
BKS
600
DELISTED
Barnes & Noble
BKS
| $163K | 0.03% |
13,207
+8,513
| +181% | +$83.4K |
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.