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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
JRJC
1501
DELISTED
China Finance Online Co., Ltd.
JRJC
– –
-70
Closed -$3K –
COR icon
1502
DELISTED
Coresite Realty Corporation
COR
– –
-1,857
Closed -$84K –
ZIXI
1503
DELISTED
Zix Corporation
ZIXI
– –
-749
Closed -$3K –
CXP
1504
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
– –
-9,150
Closed -$224K –
MDP
1505
DELISTED
Meredith Corporation
MDP
– –
-172
Closed -$8K –
CVA
1506
DELISTED
Covanta Holding Corporation
CVA
– –
-1,837
Closed -$38K –
CORE
1507
DELISTED
Core Mark Holding Co., Inc.
CORE
– –
-5,394
Closed -$159K –
NAV
1508
DELISTED
Navistar International
NAV
– –
-3,921
Closed -$88K –
BPFH
1509
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
– –
-17,311
Closed -$232K –
GRUB
1510
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
– –
-9,208
Closed -$627K –
CTB
1511
DELISTED
Cooper Tire & Rubber Co.
CTB
– –
-3,018
Closed -$102K –
IPHI
1512
DELISTED
INPHI CORPORATION
IPHI
– –
-2,022
Closed -$46K –
EV icon
1513
DELISTED
Eaton Vance Corp.
EV
– –
-747
Closed -$29K –
CXO
1514
DELISTED
CONCHO RESOURCES INC.
CXO
– –
-30,752
Closed -$3.5M –
VER
1515
DELISTED
VEREIT, Inc.
VER
– –
-3,508
Closed -$142K –
MNK
1516
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
– –
-1,390
Closed -$163K –
VSLR
1517
DELISTED
VIVINT SOLAR, INC.
VSLR
– –
-1,100
Closed -$13K –
AMTD icon
1518
DELISTED
TD Ameritrade Holding Corp
AMTD
– –
-19,053
Closed -$701K –
NBL
1519
DELISTED
Noble Energy, Inc.
NBL
– –
-59,336
Closed -$2.53M –
LM
1520
DELISTED
Legg Mason, Inc.
LM
– –
-10,980
Closed -$565K –
TECD
1521
DELISTED
Tech Data Corp
TECD
– –
-4,631
Closed -$266K –
TUES
1522
DELISTED
Tuesday Morning Corp
TUES
– –
-2,955
Closed -$33K –
UNT
1523
DELISTED
UNIT Corporation
UNT
– –
-13,182
Closed -$357K –
SSI
1524
DELISTED
Stage Stores Inc
SSI
– –
-2,050
Closed -$35K –
MLNX
1525
DELISTED
Mellanox Technologies, Ltd.
MLNX
– –
-1,150
Closed -$55K –

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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.