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 | |
|---|---|---|---|---|---|---|---|
1126
Ametek
AME
$56.9B
| – | – |
-25,671
| Closed | -$1.38M | – |
|
1127
Amgen
AMGN
$244B
| – | – |
-4,949
| Closed | -$803K | – |
|
1128
American Homes 4 Rent
AMH
$11.2B
| – | – |
-10,861
| Closed | -$180K | – |
|
1129
Ameriprise Financial
AMP
$43.5B
| – | – |
-29,283
| Closed | -$3.12M | – |
|
1130
American Tower
AMT
$85.2B
| – | – |
-13,888
| Closed | -$1.35M | – |
|
1131
America Movil
AMX
$71.5B
| – | – |
-31,929
| Closed | -$448K | – |
|
1132
Aon
AON
$67B
| – | – |
-13,664
| Closed | -$1.26M | – |
|
1133
Air Products & Chemicals
APD
$68.4B
| – | – |
-2,084
| Closed | -$250K | – |
|
1134
Archrock
AROC
$5.59B
| – | – |
-17,504
| Closed | -$131K | – |
|
1135
Armour Residential REIT
ARR
$1.79B
| – | – |
-861
| Closed | -$93K | – |
|
1136
Arrowhead Research
ARWR
$8.5B
| – | – |
-2,540
| Closed | -$15K | – |
|
1137
Arrow Electronics
ARW
$11.3B
| – | – |
-11,034
| Closed | -$597K | – |
|
1138
Ashland
ASH
$3.33B
| – | – |
-13,599
| Closed | -$683K | – |
|
1139
ASML
ASML
$641B
| $0 | ﹤0.01% |
9
-4,258
| -100% | -$384K |
2015 Q4
1 quarter
|
|
1140
Altisource Portfolio Solutions
ASPS
$64.5M
| – | – |
-72
| Closed | -$16K | – |
|
1141
ATI
ATI
$22.5B
| – | – |
-17,078
| Closed | -$192K | – |
|
1142
Avery Dennison
AVY
$13.7B
| – | – |
-13,124
| Closed | -$822K | – |
|
1143
Axon Enterprise
AXON
$34.4B
| – | – |
-9,368
| Closed | -$161K | – |
|
1144
Bank of America
BAC
$352B
| – | – |
-48,431
| Closed | -$815K | – |
|
1145
Banner Corp
BANR
$2.52B
| – | – |
-1,339
| Closed | -$61K | – |
|
1146
Barrett Business Services
BBSI
$786M
| – | – |
-13,848
| Closed | -$150K | – |
|
1147
Best Buy
BBY
$20.3B
| – | – |
-602
| Closed | -$18K | – |
|
1148
Boise Cascade
BCC
$2.6B
| – | – |
-5,451
| Closed | -$139K | – |
|
1149
Barclays
BCS
$76.1B
| – | – |
-11,228
| Closed | -$136K | – |
|
1150
Bunge Global
BG
$19.5B
| – | – |
-115
| Closed | -$7K | – |
|
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.