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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
NTT
1651
DELISTED
Nippon Telegraph & Telephone
NTT
– –
-3,644
Closed -$132K –
LNKD
1652
DELISTED
LinkedIn Corporation
LNKD
– –
-4,305
Closed -$889K –
RKUS
1653
DELISTED
RUCKUS WIRELESS INC COM STK (DE)
RKUS
– –
-3,237
Closed -$33K –
DOC icon
1654
DELISTED
PHYSICIANS REALTY TRUST
DOC
– –
-250
Closed -$3K –
ENV icon
1655
DELISTED
ENVESTNET, INC.
ENV
– –
-2,679
Closed -$108K –
RHT
1656
DELISTED
Red Hat Inc
RHT
– –
-5,981
Closed -$454K –
CIT
1657
DELISTED
CIT Group Inc.
CIT
– –
-7,299
Closed -$339K –
HK
1658
DELISTED
Halcon Resources Corporation
HK
– –
-54
Closed -$10K –
ANAC
1659
DELISTED
ANACOR PHARMACEUTICALS INC COM
ANAC
– –
-1,996
Closed -$154K –
DDC icon
1660
DELISTED
Dominion Diamond Corporation
DDC
$0 ﹤0.01%
30
-4,855
-99% -$58.6K
2015 Q1
2 quarters
ARP icon
1661
DELISTED
ATLAS RESOURCE PARTNERS L P COM UIT REPSTG LTD PTNRS
ARP
– –
-2,435
Closed -$15K –
DNY
1662
DELISTED
DONNELLEY R R & SONS CO
DNY
– –
-8,146
Closed -$141K –
TCF
1663
DELISTED
TCF Financial Corporation
TCF
– –
-9,310
Closed -$154K –

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.