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 | |
|---|---|---|---|---|---|---|---|
|
FGP
1076
DELISTED
Ferrellgas Partners, L.P.
FGP
| $6K | ﹤0.01% |
+393
| New | +$6.57K |
2016 Q1
0 quarters
|
|
1077
Comfort Systems
FIX
$48.2B
| $5K | ﹤0.01% |
+160
| New | +$4.53K |
2016 Q1
0 quarters
|
|
1078
Dorian LPG
LPG
$2.31B
| $5K | ﹤0.01% |
+545
| New | +$5.62K |
2016 Q1
0 quarters
|
|
1079
Strategy Inc
MSTR
$60.6B
| $5K | ﹤0.01% |
+330
| New | +$5.34K |
2016 Q1
0 quarters
|
|
1080
Onity Group
ONIT
$236M
| $5K | ﹤0.01% |
+144
| New | +$9.9K |
2016 Q1
0 quarters
|
|
|
STOR
1081
DELISTED
STORE Capital Corporation
STOR
| $5K | ﹤0.01% |
+203
| New | +$4.98K |
2016 Q1
0 quarters
|
|
|
CDR
1082
DELISTED
Cedar Realty Trust, Inc
CDR
| $5K | ﹤0.01% |
+106
| New | +$4.87K |
2016 Q1
0 quarters
|
|
|
ZAGG
1083
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
| $5K | ﹤0.01% |
622
-1,731
| -74% | -$16.6K |
2015 Q3
2 quarters
|
|
|
PETX
1084
DELISTED
Aratana Therapeutics, Inc.
PETX
| $5K | ﹤0.01% |
1,054
-446
| -30% | -$1.68K |
2015 Q3
2 quarters
|
|
|
FNGN
1085
DELISTED
Financial Engines, Inc.
FNGN
| $5K | ﹤0.01% |
175
-2,023
| -92% | -$56.1K |
2015 Q4
1 quarter
|
|
1086
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
| $5K | ﹤0.01% |
+90
| New | +$4.7K |
2016 Q1
0 quarters
|
|
|
NILE
1087
DELISTED
Blue Nile, Inc.
NILE
| $5K | ﹤0.01% |
200
-1,100
| -85% | -$32.2K |
2015 Q4
1 quarter
|
|
1088
Innoviva
INVA
$1.53B
| $4K | ﹤0.01% |
+368
| New | +$4.04K |
2016 Q1
0 quarters
|
|
1089
Regis Corp
RGS
| $4K | ﹤0.01% |
+15
| New | +$4.35K |
2016 Q1
0 quarters
|
|
1090
Sohu.com
SOHU
$336M
| $4K | ﹤0.01% |
+90
| New | +$4.36K |
2016 Q1
0 quarters
|
|
|
SNP
1091
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
| $4K | ﹤0.01% |
73
-3,972
| -98% | -$229K |
2015 Q4
1 quarter
|
|
1092
Grifois
GRFS
$5.5B
| $3K | ﹤0.01% |
+244
| New | +$3.69K |
2016 Q1
0 quarters
|
|
1093
HNI Corp
HNI
$3.47B
| $3K | ﹤0.01% |
91
-4,242
| -98% | -$144K |
2015 Q2
3 quarters
|
|
1094
DELISTED
Light & Wonder
LNW
| $3K | ﹤0.01% |
+400
| New | +$2.99K |
2016 Q1
0 quarters
|
|
1095
DELISTED
Regulus Therapeutics
RGLS
| $3K | ﹤0.01% |
4
-6
| -60% | -$4.77K |
2015 Q3
2 quarters
|
|
1096
Sensient Technologies
SXT
$5.61B
| $3K | ﹤0.01% |
56
-3,110
| -98% | -$183K |
2015 Q3
2 quarters
|
|
1097
DELISTED
Vonage Holdings Corporation
VG
| $3K | ﹤0.01% |
+700
| New | +$3.46K |
2016 Q1
0 quarters
|
|
1098
AZZ Inc
AZZ
$4.16B
| $2K | ﹤0.01% |
52
-248
| -83% | -$12.9K |
2015 Q4
1 quarter
|
|
1099
Churchill Downs
CHDN
$6.2B
| $2K | ﹤0.01% |
96
-7,002
| -99% | -$160K |
2015 Q4
1 quarter
|
|
1100
Entravision Communication
EVC
$581M
| $2K | ﹤0.01% |
+290
| New | +$2.14K |
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.