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 | |
|---|---|---|---|---|---|---|---|
926
BCE
BCE
$18.7B
| $35K | 0.01% |
784
-4,892
| -86% | -$204K |
2015 Q4
1 quarter
|
|
927
Black Hills Corp
BKH
$6.21B
| $35K | 0.01% |
593
-2,314
| -80% | -$124K |
2015 Q2
3 quarters
|
|
928
Scotiabank
BNS
$116B
| $35K | 0.01% |
736
-7,399
| -91% | -$303K |
2015 Q3
2 quarters
|
|
929
DELISTED
Guess Inc
GES
| $35K | 0.01% |
1,894
+728
| +62% | +$14K |
2015 Q4
1 quarter
|
|
930
Sturm, Ruger & Co
RGR
$731M
| $35K | 0.01% |
+517
| New | +$33.7K |
2016 Q1
0 quarters
|
|
|
LOGM
931
DELISTED
LogMein, Inc.
LOGM
| $35K | 0.01% |
+702
| New | +$36.2K |
2016 Q1
0 quarters
|
|
932
DELISTED
Sanchez Energy Corporation
SN
| $35K | 0.01% |
6,495
+4,482
| +223% | +$17.4K |
2015 Q1
4 quarters
|
|
|
AHL
933
DELISTED
ASPEN Insurance Holding Limited
AHL
| $35K | 0.01% |
738
-9,413
| -93% | -$429K |
2015 Q4
1 quarter
|
|
934
Cooper-Standard Automotive
CPS
$370M
| $34K | 0.01% |
+476
| New | +$33.8K |
2016 Q1
0 quarters
|
|
935
Evertec
EVTC
$1.85B
| $34K | 0.01% |
+2,503
| New | +$33.8K |
2016 Q1
0 quarters
|
|
936
Morningstar
MORN
$8.26B
| $34K | 0.01% |
+389
| New | +$31K |
2016 Q1
0 quarters
|
|
937
OFG Bancorp
OFG
$2.14B
| $34K | 0.01% |
+4,894
| New | +$29.9K |
2016 Q1
0 quarters
|
|
|
EEQ
938
DELISTED
Enbridge Energy Management Llc
EEQ
| $34K | 0.01% |
+2,493
| New | +$32.9K |
2016 Q1
0 quarters
|
|
|
CWEI
939
DELISTED
Clayton Williams Energy, Inc.
CWEI
| $34K | 0.01% |
+3,833
| New | +$56K |
2016 Q1
0 quarters
|
|
940
Grupo Aeroportuario del Sureste
ASR
$7.59B
| $33K | 0.01% |
225
+154
| +217% | +$21K |
2015 Q3
2 quarters
|
|
941
Sonic Automotive
SAH
$2.01B
| $33K | 0.01% |
+1,807
| New | +$33.1K |
2016 Q1
0 quarters
|
|
|
SGNT
942
DELISTED
SAGENT PHARMACEUTICALS INC COM STK (DE)
SGNT
| $33K | 0.01% |
+2,780
| New | +$39K |
2016 Q1
0 quarters
|
|
943
St. Joe Company
JOE
$4.06B
| $32K | 0.01% |
+1,900
| New | +$30K |
2016 Q1
0 quarters
|
|
944
DELISTED
Trinseo
TSE
| $32K | 0.01% |
+870
| New | +$24.8K |
2016 Q1
0 quarters
|
|
|
CSH
945
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
| $32K | 0.01% |
+831
| New | +$27.1K |
2016 Q1
0 quarters
|
|
946
Alliance Resource Partners
ARLP
$3.46B
| $31K | 0.01% |
2,726
+226
| +9% | +$2.75K |
2015 Q1
4 quarters
|
|
947
Materion
MTRN
$5B
| $31K | 0.01% |
+1,205
| New | +$30K |
2016 Q1
0 quarters
|
|
948
Super Micro Computer
SMCI
$22.6B
| $31K | 0.01% |
9,350
-102,270
| -92% | -$306K |
2015 Q1
4 quarters
|
|
949
Home BancShares
HOMB
$5.99B
| $30K | ﹤0.01% |
1,482
-7,664
| -84% | -$151K |
2015 Q4
1 quarter
|
|
950
Enviri
NVRI
$535M
| $30K | ﹤0.01% |
5,600
-41,615
| -88% | -$240K |
2015 Q2
3 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.