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 | |
|---|---|---|---|---|---|---|---|
1051
XPO
XPO
$21.4B
| $10K | ﹤0.01% |
+1,026
| New | +$8.94K |
2016 Q1
0 quarters
|
|
1052
Summit Midstream
SMC
$433M
| $10K | ﹤0.01% |
+40
| New | +$9.6K |
2016 Q1
0 quarters
|
|
|
VIAB
1053
DELISTED
Viacom Inc. Class B
VIAB
| $10K | ﹤0.01% |
260
-51,451
| -99% | -$2.04M |
2015 Q4
1 quarter
|
|
1054
Greif
GEF
$4.67B
| $9K | ﹤0.01% |
+287
| New | +$7.92K |
2016 Q1
0 quarters
|
|
1055
Adamas Trust
ADAM
$645M
| $9K | ﹤0.01% |
500
-555
| -53% | -$10.4K |
2015 Q2
3 quarters
|
|
1056
Trustco Bank Corp NY
TRST
$968M
| $9K | ﹤0.01% |
+320
| New | +$9.16K |
2016 Q1
0 quarters
|
|
1057
DELISTED
Enerplus Corporation
ERF
| $9K | ﹤0.01% |
2,300
-15,600
| -87% | -$48.4K |
2015 Q3
2 quarters
|
|
|
ADMS
1058
DELISTED
Adamas Pharmaceuticals
ADMS
| $9K | ﹤0.01% |
649
-2,604
| -80% | -$43.9K |
2015 Q4
1 quarter
|
|
|
LXFT
1059
DELISTED
Luxoft Holding, Inc.
LXFT
| $9K | ﹤0.01% |
+171
| New | +$10.3K |
2016 Q1
0 quarters
|
|
1060
ASE Group
ASX
$98.3B
| $8K | ﹤0.01% |
+1,515
| New | +$8.25K |
2016 Q1
0 quarters
|
|
1061
DHI Group
DHX
$210M
| $8K | ﹤0.01% |
996
-1,133
| -53% | -$9.31K |
2015 Q4
1 quarter
|
|
1062
Gold Fields
GFI
$31.3B
| $8K | ﹤0.01% |
+2,146
| New | +$8.02K |
2016 Q1
0 quarters
|
|
1063
Mitsubishi UFJ Financial
MUFG
$247B
| $8K | ﹤0.01% |
+1,764
| New | +$8.6K |
2016 Q1
0 quarters
|
|
|
NATI
1064
DELISTED
National Instruments Corp
NATI
| $8K | ﹤0.01% |
293
-10,002
| -97% | -$287K |
2015 Q4
1 quarter
|
|
1065
DELISTED
Diamond Offshore Drilling
DO
| $8K | ﹤0.01% |
+405
| New | +$7.98K |
2016 Q1
0 quarters
|
|
1066
Flotek Industries
FTK
$930M
| $7K | ﹤0.01% |
167
-1,157
| -87% | -$50.8K |
2015 Q3
2 quarters
|
|
1067
Paylocity
PCTY
$8.79B
| $7K | ﹤0.01% |
+218
| New | +$6.79K |
2016 Q1
0 quarters
|
|
1068
Papa John's
PZZA
$619M
| $7K | ﹤0.01% |
142
-309
| -69% | -$16.2K |
2015 Q4
1 quarter
|
|
1069
Shutterstock
SSTK
$160M
| $7K | ﹤0.01% |
+205
| New | +$6.63K |
2016 Q1
0 quarters
|
|
1070
WD-40
WDFC
$2.94B
| $7K | ﹤0.01% |
66
| – | – |
2015 Q3
2 quarters
|
|
1071
J&J Snack Foods
JJSF
$1.57B
| $6K | ﹤0.01% |
+57
| New | +$6.15K |
2016 Q1
0 quarters
|
|
1072
Lesaka Technologies
LSAK
$348M
| $6K | ﹤0.01% |
+654
| New | +$6.6K |
2016 Q1
0 quarters
|
|
1073
ArcelorMittal
MT
$46.5B
| $6K | ﹤0.01% |
500
-892
| -64% | -$8.62K |
2014 Q1
8 quarters
|
|
1074
TIM SA
TIMB
$8.61B
| $6K | ﹤0.01% |
+614
| New | +$5.4K |
2016 Q1
0 quarters
|
|
|
NAV
1075
DELISTED
Navistar International
NAV
| $6K | ﹤0.01% |
+483
| New | +$4.4K |
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.