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 | |
|---|---|---|---|---|---|---|---|
1201
Dorman Products
DORM
$3.83B
| – | – |
-2,073
| Closed | -$98K | – |
|
1202
Amdocs
DOX
$6.5B
| – | – |
-16,038
| Closed | -$875K | – |
|
1203
Diamondrock Hospitality Co
DRH
$2.92B
| – | – |
-50,551
| Closed | -$487K | – |
|
1204
DaVita
DVA
$11.7B
| – | – |
-28,987
| Closed | -$2.02M | – |
|
1205
DELISTED
Dynavax Technologies
DVAX
| – | – |
-4,919
| Closed | -$118K | – |
|
1206
Ecolab
ECL
$82B
| – | – |
-13,945
| Closed | -$1.6M | – |
|
1207
Encore Capital Group
ECPG
$2.16B
| – | – |
-790
| Closed | -$22K | – |
|
1208
New Oriental
EDU
$7.86B
| – | – |
-7,842
| Closed | -$246K | – |
|
1209
Euronet Worldwide
EEFT
$2.29B
| – | – |
-944
| Closed | -$68K | – |
|
1210
Everest Group
EG
$14.8B
| – | – |
-609
| Closed | -$111K | – |
|
1211
Eagle Bancorp
EGBN
$1.01B
| – | – |
-1,335
| Closed | -$67K | – |
|
1212
EastGroup Properties
EGP
$10.5B
| – | – |
-680
| Closed | -$37K | – |
|
1213
Encompass Health
EHC
$12B
| – | – |
-6,725
| Closed | -$186K | – |
|
1214
Edison International
EIX
$22.6B
| – | – |
-62,713
| Closed | -$3.71M | – |
|
1215
Embraer S.A. ADS
EMBJ
$12.8B
| – | – |
-21,469
| Closed | -$634K | – |
|
1216
Essent Group
ESNT
$5.9B
| – | – |
-2,371
| Closed | -$51K | – |
|
1217
DELISTED
Esperion Therapeutics
ESPR
| – | – |
-3,118
| Closed | -$69K | – |
|
1218
Evercore
EVR
$11.2B
| – | – |
-4,777
| Closed | -$258K | – |
|
1219
Exelon
EXC
$46.1B
| – | – |
-90,782
| Closed | -$1.8M | – |
|
1220
Extra Space Storage
EXR
$30.6B
| – | – |
-6,091
| Closed | -$537K | – |
|
1221
First American
FAF
$6.49B
| – | – |
-1,521
| Closed | -$54K | – |
|
1222
Diamondback Energy
FANG
$57.7B
| – | – |
-32,508
| Closed | -$2.17M | – |
|
1223
DELISTED
Faro Technologies
FARO
| – | – |
-4,790
| Closed | -$141K | – |
|
1224
FedEx
FDX
$72.1B
| – | – |
-3,641
| Closed | -$542K | – |
|
1225
Franklin Electric
FELE
$4.27B
| – | – |
-3,115
| Closed | -$84K | – |
|
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.