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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
CALD
1576
DELISTED
Callidus Software, Inc.
CALD
– –
-700
Closed -$10K –
LVNTA
1577
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
– –
-7,789
Closed -$305K –
CPN
1578
DELISTED
Calpine Corporation
CPN
– –
-69,201
Closed -$1.24M –
JUNO
1579
DELISTED
Juno Therapeutics, Inc.
JUNO
– –
-4,000
Closed -$213K –
RGC icon
1580
DELISTED
Regal Entertainment Group
RGC
– –
-6,424
Closed -$134K –
RXDX
1581
DELISTED
Ignyta, Inc.
RXDX
– –
-2,285
Closed -$34K –
POT
1582
DELISTED
Potash Corp Of Saskatchewan
POT
– –
-67,070
Closed -$2.08M –
RT
1583
DELISTED
Ruby Tuesday Georgia
RT
– –
-200
Closed -$1K –
VWR
1584
DELISTED
VWR Corporation
VWR
– –
-2,892
Closed -$77K –
BRCD
1585
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
– –
-24,699
Closed -$293K –
RATE icon
1586
DELISTED
Bankrate Inc
RATE
– –
-671
Closed -$7K –
CEMP
1587
DELISTED
Cempra, Inc.
CEMP
– –
-5,143
Closed -$176K –
AF
1588
DELISTED
Astoria Financial Corporation
AF
– –
-18,786
Closed -$259K –
WBMD
1589
DELISTED
WebMD Health Corp.
WBMD
– –
-2,049
Closed -$90K –
MBLY icon
1590
DELISTED
Mobileye N.V.
MBLY
– –
-5,041
Closed -$268K –
WFM
1591
DELISTED
Whole Foods Market Inc
WFM
– –
-30,896
Closed -$1.22M –
SPNC
1592
DELISTED
Spectranetics Corp
SPNC
– –
-5,598
Closed -$128K –
CBPO
1593
DELISTED
China Biologic Products Holdings, Inc.
CBPO
– –
-754
Closed -$86K –
PVTB
1594
DELISTED
PrivateBancorp Inc
PVTB
– –
-9,727
Closed -$387K –
CIE
1595
DELISTED
Cobalt International Energy, Inc
CIE
– –
-1,211
Closed -$176K –
YHOO
1596
DELISTED
Yahoo Inc
YHOO
– –
-29,231
Closed -$1.15M –
VAL icon
1597
DELISTED
Valspar
VAL
– –
-3,832
Closed -$313K –
UAM
1598
DELISTED
Universal American Corp
UAM
– –
-100
Closed -$1K –
CWEI
1599
DELISTED
Clayton Williams Energy, Inc.
CWEI
– –
-769
Closed -$50K –
CHMT
1600
DELISTED
Chemtura Corporation
CHMT
– –
-12,006
Closed -$339K –

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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.