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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
RJET icon
1626
DELISTED
REPUBLIC AWYS HLDGS INC
RJET
– –
-19,528
Closed -$179K –
SLH
1627
DELISTED
SOLERA HOLDINGS, INC. COM
SLH
– –
-1,612
Closed -$71K –
PCL icon
1628
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
– –
-7,915
Closed -$321K –
CTCT
1629
DELISTED
CONSTANT CONTACT, INC COM
CTCT
– –
-3,854
Closed -$110K –
POZN
1630
DELISTED
POZEN INC
POZN
– –
-71
Closed – –
PBY
1631
DELISTED
PEP BOYS MANNY MOE& JACK
PBY
– –
-295
Closed -$3K –
PMCS
1632
DELISTED
P M C SIERRA INC
PMCS
– –
-9,842
Closed -$84K –
MWE
1633
DELISTED
MARKWEST ENERGY PARTNERS, LP
MWE
– –
-6,358
Closed -$358K –
CYBX
1634
DELISTED
CYBERONICS INC
CYBX
– –
-979
Closed -$58K –
THOR icon
1635
DELISTED
THORATEC CORPORATION
THOR
– –
-4,078
Closed -$181K –
HME
1636
DELISTED
HOME PROPERTIES, INC
HME
– –
-92
Closed -$6K –
HILL
1637
DELISTED
DOT HILL SYSTEMS CORP
HILL
– –
-6,651
Closed -$40K –
MOBL
1638
DELISTED
MobileIron, Inc.
MOBL
– –
-2,100
Closed -$12K –
DISH
1639
DELISTED
DISH Network Corp.
DISH
– –
-3,111
Closed -$210K –
CAM icon
1640
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
– –
-11,875
Closed -$621K –
PDLI
1641
DELISTED
PDL BioPharma, Inc.
PDLI
– –
-5,876
Closed -$37K –
DTSI
1642
DELISTED
DTS, Inc.
DTSI
– –
-600
Closed -$18K –
YELL
1643
DELISTED
Yellow Corporation Common Stock
YELL
– –
-6,532
Closed -$84K –
REGI
1644
DELISTED
Renewable Energy Group, Inc.
REGI
– –
-295
Closed -$3K –
CHL
1645
DELISTED
China Mobile Limited
CHL
– –
-3,686
Closed -$236K –
CY
1646
DELISTED
Cypress Semiconductor
CY
– –
-7,681
Closed -$90K –
AUO
1647
DELISTED
AU Optronics Corp
AUO
$0 ﹤0.01%
200
-1,500
-88% -$5.09K
2014 Q4
3 quarters
TRCO
1648
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
– –
-439
Closed -$23K –
EFII
1649
DELISTED
Electronics for Imaging
EFII
– –
-1,488
Closed -$64K –
MTGE
1650
DELISTED
MTGE Investment Corp. Common Stock
MTGE
– –
-5,532
Closed -$88K –

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.