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 | |
|---|---|---|---|---|---|---|---|
876
DELISTED
Nimble Storage, Inc.
NMBL
| $49K | 0.01% |
+6,360
| New | +$45.2K |
2016 Q1
0 quarters
|
|
877
Banco Bilbao Vizcaya Argentaria
BBVA
$134B
| $48K | 0.01% |
+7,639
| New | +$48.5K |
2016 Q1
0 quarters
|
|
878
M/I Homes
MHO
$3.24B
| $48K | 0.01% |
2,600
+2,000
| +333% | +$36K |
2015 Q4
1 quarter
|
|
|
CBPO
879
DELISTED
China Biologic Products Holdings, Inc.
CBPO
| $48K | 0.01% |
+426
| New | +$50K |
2016 Q1
0 quarters
|
|
880
Benchmark Electronics
BHE
$2.59B
| $47K | 0.01% |
+2,052
| New | +$43.3K |
2016 Q1
0 quarters
|
|
881
Methode Electronics
MEI
$550M
| $47K | 0.01% |
1,620
-327
| -17% | -$8.89K |
2015 Q2
3 quarters
|
|
882
Acco Brands
ACCO
$402M
| $46K | 0.01% |
+5,152
| New | +$36K |
2016 Q1
0 quarters
|
|
883
ArcBest
ARCB
$2.83B
| $46K | 0.01% |
2,148
+1,842
| +602% | +$37.5K |
2015 Q4
1 quarter
|
|
884
LyondellBasell Industries
LYB
$21.1B
| $46K | 0.01% |
+548
| New | +$44K |
2016 Q1
0 quarters
|
|
885
Old National Bancorp
ONB
$9.5B
| $46K | 0.01% |
+3,851
| New | +$45.4K |
2016 Q1
0 quarters
|
|
|
BID
886
DELISTED
Sotheby's
BID
| $46K | 0.01% |
1,729
-10,053
| -85% | -$241K |
2015 Q2
3 quarters
|
|
887
Liberty Media Corporation Series A Common Stock
FWONA
$21.5B
| $45K | 0.01% |
+1,752
| New | +$42.5K |
2016 Q1
0 quarters
|
|
888
MillerKnoll
MLKN
$1.47B
| $45K | 0.01% |
1,485
+1
| +0.1% | +$27 |
2015 Q4
1 quarter
|
|
889
Universal Corp
UVV
$1.02B
| $45K | 0.01% |
+800
| New | +$43.4K |
2016 Q1
0 quarters
|
|
890
Zumiez
ZUMZ
$232M
| $45K | 0.01% |
+2,288
| New | +$42.9K |
2016 Q1
0 quarters
|
|
|
SFUN
891
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
| $44K | 0.01% |
+148
| New | +$42K |
2016 Q1
0 quarters
|
|
|
CORE
892
DELISTED
Core Mark Holding Co., Inc.
CORE
| $44K | 0.01% |
+1,096
| New | +$42.1K |
2016 Q1
0 quarters
|
|
|
NYRT
893
DELISTED
New York REIT, Inc.
NYRT
| $44K | 0.01% |
437
-1,419
| -76% | -$143K |
2015 Q4
1 quarter
|
|
894
Cheniere Energy
CQP
$32.3B
| $43K | 0.01% |
+1,523
| New | +$38K |
2016 Q1
0 quarters
|
|
895
DELISTED
Vista Outdoor Inc.
VSTO
| $43K | 0.01% |
833
-467
| -36% | -$22.5K |
2015 Q3
2 quarters
|
|
896
Minerals Technologies
MTX
$1.93B
| $42K | 0.01% |
744
+234
| +46% | +$10.9K |
2015 Q3
2 quarters
|
|
897
PennyMac Mortgage Investment
PMT
$634M
| $42K | 0.01% |
3,087
-6,454
| -68% | -$85.6K |
2015 Q4
1 quarter
|
|
898
Travelers Companies
TRV
$81.6B
| $42K | 0.01% |
+360
| New | +$39.3K |
2016 Q1
0 quarters
|
|
899
Tenaris
TS
$31B
| $42K | 0.01% |
+1,707
| New | +$37.4K |
2016 Q1
0 quarters
|
|
900
Natural Health Trends
NHTC
$6.57M
| $41K | 0.01% |
+1,261
| New | +$34.2K |
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.