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 | |
|---|---|---|---|---|---|---|---|
1176
CME Group
CME
$105B
| – | – |
-7,194
| Closed | -$651K | – |
|
1177
Chipotle Mexican Grill
CMG
$36.4B
| – | – |
-752,800
| Closed | -$7.22M | – |
|
1178
Cummins
CMI
$73.2B
| – | – |
-4,528
| Closed | -$398K | – |
|
1179
CMS Energy
CMS
$21.4B
| – | – |
-11,885
| Closed | -$428K | – |
|
1180
CNA Financial
CNA
$13B
| – | – |
-2,235
| Closed | -$78K | – |
|
1181
Cinemark Holdings
CNK
$4.52B
| – | – |
-3,323
| Closed | -$111K | – |
|
1182
CONMED
CNMD
$1.37B
| – | – |
-851
| Closed | -$37K | – |
|
1183
Coty
COTY
$2.96B
| – | – |
-15,439
| Closed | -$395K | – |
|
1184
Copart
CPRT
$26.8B
| – | – |
-110,912
| Closed | -$526K | – |
|
1185
Camden Property Trust
CPT
$11.5B
| – | – |
-7,837
| Closed | -$601K | – |
|
1186
Carter's
CRI
$1.14B
| – | – |
-3,114
| Closed | -$277K | – |
|
1187
Crocs
CROX
$5.74B
| – | – |
-6,781
| Closed | -$69K | – |
|
1188
DELISTED
Calavo Growers
CVGW
| – | – |
-1,891
| Closed | -$92K | – |
|
1189
California Water Service
CWT
$2.92B
| – | – |
-2,100
| Closed | -$48K | – |
|
1190
Community Health Systems
CYH
$375M
| – | – |
-5,953
| Closed | -$130K | – |
|
1191
Cytokinetics
CYTK
$8.52B
| – | – |
-9,419
| Closed | -$98K | – |
|
1192
Darling Ingredients
DAR
$8.75B
| – | – |
-3,235
| Closed | -$34K | – |
|
1193
3D Systems Corp
DDD
$497M
| $0 | ﹤0.01% |
50
-12,261
| -100% | -$126K |
2014 Q1
8 quarters
|
|
1194
Dillards
DDS
$10.3B
| – | – |
-2,213
| Closed | -$145K | – |
|
1195
Diversified Healthcare Trust
DHC
$1.89B
| – | – |
-12,816
| Closed | -$190K | – |
|
1196
D.R. Horton
DHI
$40B
| – | – |
-15,768
| Closed | -$505K | – |
|
1197
Danaher
DHR
$165B
| – | – |
-35,361
| Closed | -$2.21M | – |
|
|
1198
Walt Disney
DIS
$188B
| – | – |
-103,115
| Closed | -$10.8M | – |
|
1199
Dollar Tree
DLTR
$23.9B
| – | – |
-12,046
| Closed | -$930K | – |
|
1200
Deluxe
DLX
$1.05B
| – | – |
-1,034
| Closed | -$56K | – |
|
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.