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Quantbot Technologies

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
-12.02%
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
$574M
AUM Growth
+$15.7M
Cap. Flow
+$92.1M
Cap. Flow %
16.06%
Top 10 Hldgs %
13.55%
Holding
1,663
New
580
Increased
342
Reduced
240
Closed
499
Avg Time Held
0.3 years
Top 10 Avg Time Held
0 years
Top 20 Avg Time Held
0 years

Top Sells

Rank Stock Value
1
ADP icon
Automatic Data Processing
ADP
+$12.4M
2
LOW icon
Lowe's Companies
LOW
+$9.7M
3
CAH icon
Cardinal Health
CAH
+$9.29M
4
MCK icon
McKesson
MCK
+$8.56M
5
KO icon
Coca-Cola
KO
+$7.7M

Sector Composition

Rank Sector Weight
1 Healthcare 16.34%
2 Consumer Discretionary 14.86%
3 Industrials 13.03%
4 Financials 11.85%
5 Technology 10.67%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake
Capital Flow Held Since
WNC icon
1451
Wabash National
WNC
$460M
– –
-13,810
Closed -$173K –
WTI icon
1452
W&T Offshore
WTI
$441M
– –
-400
Closed -$2K –
WYNN icon
1453
Wynn Resorts
WYNN
$8.83B
– –
-1,361
Closed -$134K –
XNET icon
1454
Xunlei
XNET
$219M
– –
-900
Closed -$10K –
ZD icon
1455
Ziff Davis
ZD
$1.66B
– –
-501
Closed -$29K –
ZG icon
1456
Zillow
ZG
$6.53B
$0 ﹤0.01%
+28
New +$749
2015 Q3
0 quarters
ZION icon
1457
Zions Bancorporation
ZION
$9.5B
– –
-8,648
Closed -$274K –
ZWS icon
1458
Zurn Elkay Water Solutions
ZWS
$7.45B
– –
-12,375
Closed -$142K –
VRN icon
1459
DELISTED
Veren
VRN
– –
-4,965
Closed -$100K –
TEN icon
1460
Tsakos Energy Navigation Ltd
TEN
$1.36B
– –
-637
Closed -$30K –
JOYY icon
1461
JOYY Inc
JOYY
$3.92B
– –
-7,570
Closed -$526K –
VSA icon
1462
VisionSys AI
VSA
$5.89M
– –
-3
Closed -$98K –
RVNC icon
1463
DELISTED
Revance Therapeutics, Inc.
RVNC
– –
-4,367
Closed -$139K –
B icon
1464
DELISTED
Barnes Group Inc.
B
– –
-5,658
Closed -$220K –
MRO icon
1465
DELISTED
Marathon Oil Corporation
MRO
– –
-59,782
Closed -$1.59M –
EGRX icon
1466
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
– –
-960
Closed -$77K –
BIG icon
1467
DELISTED
Big Lots, Inc.
BIG
– –
-13,844
Closed -$622K –
TWOU icon
1468
DELISTED
2U Inc
TWOU
– –
-96
Closed -$93K –
CONN icon
1469
DELISTED
Conn's Inc.
CONN
– –
-4,252
Closed -$168K –
SIX icon
1470
DELISTED
Six Flags Entertainment Corp.
SIX
– –
-8,867
Closed -$397K –
PXD icon
1471
DELISTED
Pioneer Natural Resource Co.
PXD
– –
-15,789
Closed -$2.19M –
VMW
1472
DELISTED
VMware, Inc
VMW
– –
-8,708
Closed -$746K –
SCU
1473
DELISTED
Sculptor Capital Management, Inc. Class A Common Stock
SCU
– –
-956
Closed -$116K –
NXGN
1474
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
– –
-500
Closed -$8K –
NATI
1475
DELISTED
National Instruments Corp
NATI
– –
-54
Closed -$1K –

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Quantbot Technologies's Q3 2015 Portfolio in Review

As of Q3 2015, Quantbot Technologies held 1,663 positions worth $574M, up 2.8% from $558M the previous quarter. Its ten largest holdings account for 14% of the portfolio.

Quantbot Technologies deployed $92.1M of net new capital in Q3 2015, opening 580 new positions and adding to 342 existing holdings. Its largest new stake was CVS Health: 91,570 shares worth $8.83M.

By sector, the portfolio is most concentrated in Healthcare at 16% of assets, up from 12% a quarter earlier, followed by Consumer Discretionary and Industrials.

On the sell side, the largest reduction was Cardinal Health, an estimated $9.29M trimmed.

  • Quantbot Technologies's largest Q3 2015 buy was CVS Health: 91,570 shares worth $8.83M.
  • Quantbot Technologies added most to Sherwin-Williams in Q3 2015, an estimated $8.84M increase.
  • Quantbot Technologies's biggest Q3 2015 reduction was Cardinal Health, cutting an estimated $9.29M.
  • Quantbot Technologies fully exited Automatic Data Processing in Q3 2015, selling an estimated $12.4M.
  • Quantbot Technologies's ten largest holdings make up 14% of its $574M portfolio in Q3 2015.
  • Quantbot Technologies opened 580 new positions and closed 499 in Q3 2015.
  • Quantbot Technologies's portfolio value rose 2.8% quarter-over-quarter to $574M.

Based on Quantbot Technologies's 13F filing for Q3 2015, filed 22 Oct 2015.