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 | |
|---|---|---|---|---|---|---|---|
1226
Fiserv Inc
FISV
$25.5B
| – | – |
-113,290
| Closed | -$5.18M | – |
|
1227
Fifth Third Bancorp
FITB
$48.5B
| – | – |
-3,964
| Closed | -$79K | – |
|
1228
1-800-Flowers.com
FLWS
$189M
| – | – |
-1,434
| Closed | -$10K | – |
|
1229
Fomento Económico Mexicano
FMX
$42.1B
| – | – |
-1,315
| Closed | -$121K | – |
|
1230
Fabrinet
FN
$13.2B
| – | – |
-1,041
| Closed | -$24K | – |
|
1231
Franco-Nevada
FNV
$46.1B
| – | – |
-932
| Closed | -$42K | – |
|
1232
Federal Realty Investment Trust
FRT
$9.4B
| – | – |
-1,124
| Closed | -$164K | – |
|
1233
FS KKR Capital
FSK
$2.96B
| – | – |
-2,005
| Closed | -$72K | – |
|
1234
TechnipFMC
FTI
$28B
| – | – |
-7,173
| Closed | -$154K | – |
|
1235
Liberty Media Corporation Series C Common Stock
FWONK
$22.8B
| – | – |
-12,523
| Closed | -$337K | – |
|
1236
The GEO Group
GEO
$3.63B
| – | – |
-15,530
| Closed | -$299K | – |
|
1237
Geron
GERN
$622M
| – | – |
-1,700
| Closed | -$8K | – |
|
1238
Gildan
GIL
$7.39B
| – | – |
-3,849
| Closed | -$109K | – |
|
1239
Gilead Sciences
GILD
$197B
| – | – |
-20,892
| Closed | -$2.11M | – |
|
1240
General Mills
GIS
$17.7B
| – | – |
-90,094
| Closed | -$5.19M | – |
|
1241
Golar LNG
GLNG
$4.66B
| – | – |
-35,212
| Closed | -$555K | – |
|
1242
Globant
GLOB
$1.87B
| – | – |
-507
| Closed | -$19K | – |
|
1243
Gaming and Leisure Properties
GLPI
$11.2B
| – | – |
-3,699
| Closed | -$102K | – |
|
1244
Group 1 Automotive
GPI
$2.98B
| – | – |
-2,085
| Closed | -$157K | – |
|
1245
W.W. Grainger
GWW
$63.2B
| – | – |
-6,578
| Closed | -$1.33M | – |
|
1246
Hyatt Hotels
H
$16.3B
| – | – |
-6,801
| Closed | -$319K | – |
|
1247
Halliburton
HAL
$29.6B
| – | – |
-144,033
| Closed | -$4.9M | – |
|
1248
HCA Healthcare
HCA
$100B
| – | – |
-23,820
| Closed | -$1.61M | – |
|
1249
Home Depot
HD
$317B
| – | – |
-6,014
| Closed | -$795K | – |
|
1250
HEICO Corp
HEI
$43.4B
| – | – |
-7,400
| Closed | -$164K | – |
|
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.