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 | |
|---|---|---|---|---|---|---|---|
1251
Helen of Troy
HELE
$676M
| $0 | ﹤0.01% |
+4
| New | +$373 |
2016 Q1
0 quarters
|
|
1252
Hartford Financial Services
HIG
$35.5B
| – | – |
-40,670
| Closed | -$1.77M | – |
|
1253
Himax Technologies
HIMX
$1.9B
| – | – |
-2,700
| Closed | -$22K | – |
|
1254
Hilton Worldwide
HLT
$79.4B
| – | – |
-51,708
| Closed | -$3.32M | – |
|
1255
Harley-Davidson
HOG
$3.25B
| – | – |
-23,955
| Closed | -$1.09M | – |
|
1256
DELISTED
Anywhere Real Estate
HOUS
| – | – |
-1,865
| Closed | -$68K | – |
|
1257
Helmerich & Payne
HP
$4.3B
| – | – |
-10,708
| Closed | -$573K | – |
|
1258
HP
HPQ
$26B
| – | – |
-31,985
| Closed | -$378K | – |
|
1259
HealthEquity
HQY
$8.48B
| – | – |
-8,536
| Closed | -$213K | – |
|
1260
Herc Holdings
HRI
$5.55B
| – | – |
-12,615
| Closed | -$538K | – |
|
1261
Heron Therapeutics
HRTX
$52.7M
| – | – |
-170
| Closed | -$4K | – |
|
1262
Hilltop Holdings
HTH
$2.11B
| – | – |
-6,342
| Closed | -$121K | – |
|
1263
International Bancshares
IBOC
$4.16B
| – | – |
-1,188
| Closed | -$30K | – |
|
1264
Icahn Enterprises
IEP
$3.69B
| – | – |
-2,893
| Closed | -$177K | – |
|
1265
Incyte
INCY
$24.5B
| – | – |
-4,273
| Closed | -$463K | – |
|
1266
Inogen
INGN
$182M
| – | – |
-736
| Closed | -$29K | – |
|
1267
Summit Hotel Properties
INN
$768M
| – | – |
-1,400
| Closed | -$16K | – |
|
1268
Insmed
INSM
$24.7B
| – | – |
-4,767
| Closed | -$86K | – |
|
1269
Ionis Pharmaceuticals
IONS
$7.23B
| – | – |
-6,200
| Closed | -$383K | – |
|
1270
Ironwood Pharmaceuticals
IRWD
$578M
| – | – |
-5,741
| Closed | -$55K | – |
|
1271
Jazz Pharmaceuticals
JAZZ
$14B
| – | – |
-6,974
| Closed | -$980K | – |
|
1272
JetBlue
JBLU
$1.08B
| – | – |
-105,519
| Closed | -$2.39M | – |
|
1273
Jefferies Financial Group
JEF
$10.6B
| – | – |
-15,664
| Closed | -$243K | – |
|
1274
DELISTED
Nordstrom
JWN
| – | – |
-50,774
| Closed | -$2.53M | – |
|
1275
Openlane
OPLN
$4.76B
| – | – |
-33,915
| Closed | -$475K | – |
|
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.