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 | |
|---|---|---|---|---|---|---|---|
|
AAWW
801
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
| $73K | 0.01% |
+1,731
| New | +$64.8K |
2016 Q1
0 quarters
|
|
|
QUNR
802
DELISTED
Qunar Cayman Islands Limited
QUNR
| $73K | 0.01% |
+1,845
| New | +$71.1K |
2016 Q1
0 quarters
|
|
803
MFA Financial
MFA
$673M
| $71K | 0.01% |
2,593
-7,085
| -73% | -$186K |
2015 Q3
2 quarters
|
|
|
PHH
804
DELISTED
PHH Corporation
PHH
| $71K | 0.01% |
+5,675
| New | +$67.9K |
2016 Q1
0 quarters
|
|
|
TEP
805
DELISTED
Tallgrass Energy Partners, LP
TEP
| $71K | 0.01% |
+1,858
| New | +$64.9K |
2016 Q1
0 quarters
|
|
|
SPNC
806
DELISTED
Spectranetics Corp
SPNC
| $71K | 0.01% |
4,890
-2,427
| -33% | -$33.6K |
2015 Q4
1 quarter
|
|
807
MasTec
MTZ
$14.9B
| $69K | 0.01% |
+3,415
| New | +$55.9K |
2016 Q1
0 quarters
|
|
808
Southwest Gas
SWX
$6.74B
| $69K | 0.01% |
1,060
-236
| -18% | -$14.2K |
2015 Q1
4 quarters
|
|
|
NUVA
809
DELISTED
NuVasive, Inc.
NUVA
| $69K | 0.01% |
+1,425
| New | +$64.7K |
2016 Q1
0 quarters
|
|
|
EIGI
810
DELISTED
Endurance International Group Holdings, Inc.
EIGI
| $69K | 0.01% |
+6,644
| New | +$65.7K |
2016 Q1
0 quarters
|
|
811
Kite Realty
KRG
$5.02B
| $68K | 0.01% |
2,471
+1,197
| +94% | +$31.8K |
2015 Q1
4 quarters
|
|
812
Zions Bancorporation
ZION
$9.5B
| $68K | 0.01% |
2,839
-38,770
| -93% | -$892K |
2015 Q4
1 quarter
|
|
|
DCP
813
DELISTED
DCP Midstream, LP
DCP
| $68K | 0.01% |
+2,520
| New | +$52.8K |
2016 Q1
0 quarters
|
|
|
BGG
814
DELISTED
Briggs & Stratton Corp.
BGG
| $68K | 0.01% |
2,866
-6,750
| -70% | -$139K |
2015 Q3
2 quarters
|
|
|
RLYP
815
DELISTED
RELYPSA INC COM
RLYP
| $68K | 0.01% |
5,027
+4,754
| +1,741% | +$80.8K |
2014 Q4
5 quarters
|
|
816
Equinor
EQNR
$115B
| $67K | 0.01% |
4,367
-10,755
| -71% | -$150K |
2015 Q4
1 quarter
|
|
817
MKS Inc
MKSI
$13.7B
| $67K | 0.01% |
1,805
-1,771
| -50% | -$60.5K |
2015 Q3
2 quarters
|
|
818
JBT Marel
JBTM
$5.66B
| $67K | 0.01% |
+1,194
| New | +$58.1K |
2016 Q1
0 quarters
|
|
819
DELISTED
Primo Water Corporation
PRMW
| $67K | 0.01% |
+4,882
| New | +$55.5K |
2016 Q1
0 quarters
|
|
|
NPTN
820
DELISTED
NEOPHOTONICS CORP
NPTN
| $67K | 0.01% |
+4,797
| New | +$49.6K |
2016 Q1
0 quarters
|
|
|
CBPX
821
DELISTED
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
| $67K | 0.01% |
+3,660
| New | +$59.4K |
2016 Q1
0 quarters
|
|
822
DELISTED
Pandora Media Inc
P
| $67K | 0.01% |
7,526
-16,383
| -69% | -$161K |
2015 Q4
1 quarter
|
|
823
MiMedx Group
MDXG
$566M
| $66K | 0.01% |
7,586
-164
| -2% | -$1.36K |
2015 Q4
1 quarter
|
|
824
Zillow
Z
$6.96B
| $66K | 0.01% |
+2,787
| New | +$58.3K |
2016 Q1
0 quarters
|
|
825
Oxford Industries
OXM
$422M
| $65K | 0.01% |
976
-552
| -36% | -$37.6K |
2015 Q1
4 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.