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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
QUOT
1476
DELISTED
Quotient Technology Inc
QUOT
– –
-100
Closed -$1K –
NUVA
1477
DELISTED
NuVasive, Inc.
NUVA
– –
-1,820
Closed -$86K –
PDCE
1478
DELISTED
PDC Energy, Inc.
PDCE
– –
-2,067
Closed -$110K –
DBD icon
1479
DELISTED
Diebold Nixdorf Incorporated
DBD
– –
-636
Closed -$22K –
FRC
1480
DELISTED
First Republic Bank
FRC
– –
-2,399
Closed -$151K –
ATCO
1481
DELISTED
Atlas Corp.
ATCO
– –
-200
Closed -$3K –
CAJ
1482
DELISTED
Canon, Inc.
CAJ
– –
-5,200
Closed -$168K –
RFP
1483
DELISTED
Resolute Forest Products Inc.
RFP
– –
-1,147
Closed -$12K –
IVC
1484
DELISTED
Invacare Corporation
IVC
– –
-1,455
Closed -$31K –
SWIR
1485
DELISTED
Sierra Wireless
SWIR
– –
-441
Closed -$10K –
CLR
1486
DELISTED
CONTINENTAL RESOURCES INC.
CLR
– –
-40,683
Closed -$1.72M –
ZEN
1487
DELISTED
ZENDESK INC
ZEN
– –
-2,728
Closed -$60K –
HNGR
1488
DELISTED
Hanger Inc.
HNGR
– –
-22
Closed – –
DRE
1489
DELISTED
Duke Realty Corp.
DRE
– –
-19,873
Closed -$369K –
MNDT
1490
DELISTED
Mandiant, Inc. Common Stock
MNDT
– –
-6,723
Closed -$328K –
PTR
1491
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
– –
-723
Closed -$80K –
ENDP
1492
DELISTED
Endo International plc
ENDP
– –
-4,510
Closed -$359K –
RDUS icon
1493
DELISTED
Radius Health, Inc.
RDUS
– –
-486
Closed -$32K –
MIC icon
1494
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
– –
-775
Closed -$64K –
PSB
1495
DELISTED
PS Business Parks, Inc.
PSB
– –
-4,608
Closed -$332K –
XENT
1496
DELISTED
Intersect ENT, Inc
XENT
– –
-3,069
Closed -$87K –
JOBS
1497
DELISTED
51job Inc
JOBS
– –
-3,490
Closed -$116K –
ISBC
1498
DELISTED
Investors Bancorp, Inc.
ISBC
– –
-3,967
Closed -$48K –
INFO icon
1499
DELISTED
IHS Markit Ltd. Common Shares
INFO
– –
-3,713
Closed -$94K –
CSLT
1500
DELISTED
CASTLIGHT HEALTH, INC.
CSLT
– –
-3,766
Closed -$30K –

Similar funds

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.