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Quantbot Technologies Portfolio holdings
AUM
$2.54B
Turnover
50.19%
1-Year Est. Return
22.25%
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.
This Fund
S&P 500
This Quarter Est. Return
-3.44%
1 Year Est. Return
+22.25%
3 Year Est. Return
+33.64%
5 Year Est. Return
+6.9%
10 Year Est. Return
+44.54%
AUM
$558M
AUM Growth
+$154M
(+38%)
Cap. Flow
+$179M
Cap. Flow % of AUM
Cap. Flow %
32.17%
Top 10 Holdings %
Top 10 Hldgs %
15.58%
Holding
1,591
New
566
Increased
276
Reduced
238
Closed
508
Avg Time Held
0.3
years
Top 10 Avg Time Held
0.1
years
Top 20 Avg Time Held
0.1
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Automatic Data Processing
ADP
|
+$10.7M |
| 2 |
Lowe's Companies
LOW
|
+$10.2M |
| 3 |
Cardinal Health
CAH
|
+$10.2M |
| 4 |
Costco
COST
|
+$8.16M |
| 5 |
Coca-Cola
KO
|
+$7.99M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Du Pont De Nemours E I
DD
|
+$6M |
| 2 |
Lam Research
LRCX
|
+$4.49M |
| 3 |
Abbott
ABT
|
+$4.36M |
| 4 |
Altria Group
MO
|
+$4.2M |
| 5 |
Walt Disney
DIS
|
+$4.1M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 17.15% |
| 2 | Financials | 15.2% |
| 3 | Healthcare | 12.15% |
| 4 | Consumer Discretionary | 10.69% |
| 5 | Consumer Staples | 9.2% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
SCU
601
DELISTED
Sculptor Capital Management, Inc. Class A Common Stock
SCU
| $116K | 0.02% |
956
+724
| +312% | +$92.3K |
2014 Q3
3 quarters
|
|
|
JOBS
602
DELISTED
51job Inc
JOBS
| $116K | 0.02% |
+3,490
| New | +$118K |
2015 Q2
0 quarters
|
|
|
TVPT
603
DELISTED
Travelport Worldwide Limited
TVPT
| $116K | 0.02% |
+8,467
| New | +$130K |
2015 Q2
0 quarters
|
|
604
Boot Barn
BOOT
$3.95B
| $115K | 0.02% |
3,613
-939
| -21% | -$24.5K |
2015 Q1
1 quarter
|
|
605
Cincinnati Financial
CINF
$27.9B
| $115K | 0.02% |
+2,293
| New | +$118K |
2015 Q2
0 quarters
|
|
606
Hyatt Hotels
H
$17.4B
| $115K | 0.02% |
2,029
-1,076
| -35% | -$62.6K |
2015 Q1
1 quarter
|
|
607
Power Integrations
POWI
$2.74B
| $115K | 0.02% |
5,106
-5,524
| -52% | -$138K |
2014 Q2
4 quarters
|
|
|
TAHO
608
DELISTED
Tahoe Resources Inc
TAHO
| $115K | 0.02% |
+9,485
| New | +$126K |
2015 Q2
0 quarters
|
|
609
Galicia Financial Group
GGAL
$5.42B
| $114K | 0.02% |
6,085
+1,565
| +35% | +$33.8K |
2015 Q1
1 quarter
|
|
|
JMEI
610
DELISTED
Jumei International Holding Limited American depositary shares, each representing ten Class A ordina
JMEI
| $114K | 0.02% |
+502
| New | +$112K |
2015 Q2
0 quarters
|
|
|
TWO
611
DELISTED
Two Harbors Investment
TWO
| $113K | 0.02% |
+1,461
| New | +$123K |
2015 Q2
0 quarters
|
|
|
BNCL
612
DELISTED
Beneficial Bancorp, Inc.
BNCL
| $113K | 0.02% |
9,100
+7,387
| +431% | +$88.4K |
2015 Q1
1 quarter
|
|
613
Sociedad Química y Minera de Chile
SQM
$16.1B
| $112K | 0.02% |
7,240
+5,542
| +326% | +$106K |
2014 Q4
2 quarters
|
|
614
Vishay Intertechnology
VSH
$4.51B
| $112K | 0.02% |
9,593
+9,489
| +9,124% | +$122K |
2015 Q1
1 quarter
|
|
|
FCB
615
DELISTED
FCB Financial Holdings, Inc.
FCB
| $112K | 0.02% |
+3,550
| New | +$101K |
2015 Q2
0 quarters
|
|
616
Strategy Inc
MSTR
$60B
| $111K | 0.02% |
6,540
+5,760
| +738% | +$101K |
2015 Q1
1 quarter
|
|
617
DELISTED
iRobot
IRBT
| $110K | 0.02% |
+3,471
| New | +$114K |
2015 Q2
0 quarters
|
|
|
PDCE
618
DELISTED
PDC Energy, Inc.
PDCE
| $110K | 0.02% |
+2,067
| New | +$117K |
2015 Q2
0 quarters
|
|
|
CTCT
619
DELISTED
CONSTANT CONTACT, INC COM
CTCT
| $110K | 0.02% |
3,854
+3,023
| +364% | +$96K |
2015 Q1
1 quarter
|
|
|
MW
620
DELISTED
THE MENS WAREHOUSE INC
MW
| $110K | 0.02% |
1,718
+973
| +131% | +$56.8K |
2014 Q1
5 quarters
|
|
621
Unisys
UIS
$194M
| $109K | 0.02% |
5,466
-4,346
| -44% | -$93.4K |
2014 Q2
4 quarters
|
|
|
LTRPA
622
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
| $109K | 0.02% |
+3,396
| New | +$103K |
2015 Q2
0 quarters
|
|
623
Highwoods Properties
HIW
$3.36B
| $108K | 0.02% |
+2,722
| New | +$117K |
2015 Q2
0 quarters
|
|
624
Paycom
PAYC
$11.7B
| $108K | 0.02% |
3,170
-3,255
| -51% | -$113K |
2015 Q1
1 quarter
|
|
|
AXE
625
DELISTED
Anixter International Inc
AXE
| $108K | 0.02% |
1,661
-865
| -34% | -$61.2K |
2015 Q1
1 quarter
|
|
Similar funds
Quantbot Technologies's Q2 2015 Portfolio in Review
As of Q2 2015, Quantbot Technologies held 1,591 positions worth $558M, up 38% from $404M the previous quarter. Its ten largest holdings account for 16% of the portfolio.
Quantbot Technologies deployed $179M of net new capital in Q2 2015, opening 566 new positions and adding to 276 existing holdings. Its largest new stake was Cardinal Health: 115,558 shares worth $9.7M.
By sector, the portfolio is most concentrated in Technology at 17% of assets, up from 14% a quarter earlier, followed by Financials and Healthcare.
On the sell side, the largest reduction was Crown Castle, an estimated $3.01M trimmed.
- Quantbot Technologies's largest Q2 2015 buy was Cardinal Health: 115,558 shares worth $9.7M.
- Quantbot Technologies added most to Automatic Data Processing in Q2 2015, an estimated $10.7M increase.
- Quantbot Technologies's biggest Q2 2015 reduction was Crown Castle, cutting an estimated $3.01M.
- Quantbot Technologies fully exited Du Pont De Nemours E I in Q2 2015, selling an estimated $6M.
- Quantbot Technologies's ten largest holdings make up 16% of its $558M portfolio in Q2 2015.
- Quantbot Technologies opened 566 new positions and closed 508 in Q2 2015.
- Quantbot Technologies's portfolio value rose 38% quarter-over-quarter to $558M.
Based on Quantbot Technologies's 13F filing for Q2 2015, filed 27 Jul 2015.