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 | |
|---|---|---|---|---|---|---|---|
901
Progressive
PGR
$133B
| $41K | 0.01% |
+1,179
| New | +$37.7K |
2016 Q1
0 quarters
|
|
902
U-Haul Holding Co
UHAL
$11B
| $41K | 0.01% |
1,150
-530
| -32% | -$18.4K |
2015 Q4
1 quarter
|
|
903
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
| $41K | 0.01% |
+2,328
| New | +$39.3K |
2016 Q1
0 quarters
|
|
904
Genworth Financial
GNW
$3.41B
| $40K | 0.01% |
+15,000
| New | +$38K |
2016 Q1
0 quarters
|
|
|
FMBI
905
DELISTED
First Midwest Bancorp Inc/IL
FMBI
| $40K | 0.01% |
+2,248
| New | +$38.7K |
2016 Q1
0 quarters
|
|
|
FIT
906
DELISTED
Fitbit, Inc. Class A common stock
FIT
| $40K | 0.01% |
+2,695
| New | +$42.8K |
2016 Q1
0 quarters
|
|
907
Precigen
PGEN
$2.38B
| $39K | 0.01% |
1,185
-2,300
| -66% | -$72.4K |
2015 Q1
4 quarters
|
|
908
DELISTED
TruBridge
TBRG
| $39K | 0.01% |
+752
| New | +$39.8K |
2016 Q1
0 quarters
|
|
|
MSGN
909
DELISTED
MSG Networks Inc.
MSGN
| $39K | 0.01% |
+2,301
| New | +$40.1K |
2016 Q1
0 quarters
|
|
910
Blackstone Mortgage Trust
BXMT
$1.8B
| $38K | 0.01% |
1,439
+1,091
| +314% | +$27.5K |
2015 Q3
2 quarters
|
|
911
Erie Indemnity
ERIE
$13.1B
| $38K | 0.01% |
+419
| New | +$39.4K |
2016 Q1
0 quarters
|
|
|
TGP
912
DELISTED
Teekay LNG Partners L.P.
TGP
| $38K | 0.01% |
+3,074
| New | +$34.9K |
2016 Q1
0 quarters
|
|
|
MNTA
913
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
| $38K | 0.01% |
4,149
-14,346
| -78% | -$154K |
2015 Q4
1 quarter
|
|
|
JCP
914
DELISTED
J.C. Penney Company, Inc.
JCP
| $38K | 0.01% |
+3,469
| New | +$30.4K |
2016 Q1
0 quarters
|
|
|
HSNI
915
DELISTED
HSN, Inc.
HSNI
| $38K | 0.01% |
738
-743
| -50% | -$36.9K |
2015 Q3
2 quarters
|
|
|
PKY
916
DELISTED
Parkway, Inc.
PKY
| $38K | 0.01% |
2,473
-7,233
| -75% | -$100K |
2015 Q4
1 quarter
|
|
917
Aecom
ACM
$8.17B
| $37K | 0.01% |
1,202
-3,238
| -73% | -$89.9K |
2015 Q4
1 quarter
|
|
918
Cathay General Bancorp
CATY
$4.36B
| $37K | 0.01% |
+1,325
| New | +$36.7K |
2016 Q1
0 quarters
|
|
919
Groupon
GRPN
$661M
| $37K | 0.01% |
465
| – | – |
2015 Q4
1 quarter
|
|
920
Antero Resources
AR
$12.7B
| $36K | 0.01% |
+1,483
| New | +$35.6K |
2016 Q1
0 quarters
|
|
921
DELISTED
Liberty Broadband Class A
LBRDA
| $36K | 0.01% |
+635
| New | +$32K |
2016 Q1
0 quarters
|
|
922
Nokia
NOK
$52.1B
| $36K | 0.01% |
+6,203
| New | +$39.7K |
2016 Q1
0 quarters
|
|
923
Grupo Aeroportuario del Pacifico
PAC
$13.5B
| $36K | 0.01% |
409
-1,284
| -76% | -$105K |
2015 Q4
1 quarter
|
|
|
FLIR
924
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $36K | 0.01% |
+1,103
| New | +$34.1K |
2016 Q1
0 quarters
|
|
|
ACHN
925
DELISTED
Achillion Pharmaceuticals
ACHN
| $36K | 0.01% |
+4,761
| New | +$34.9K |
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.