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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
+1.78%
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
$424M
AUM Growth
+$220M
Cap. Flow
+$217M
Cap. Flow %
51.12%
Top 10 Hldgs %
8.71%
Holding
1,560
New
605
Increased
315
Reduced
143
Closed
494
Avg Time Held
0.2 years
Top 10 Avg Time Held
0 years
Top 20 Avg Time Held
0 years

Top Buys

Rank Stock Value
1
GM icon
General Motors
GM
+$4.5M
2
ABT icon
Abbott
ABT
+$3.9M
3
SLB icon
SLB Ltd
SLB
+$3.78M
4
BIDU icon
Baidu
BIDU
+$3.55M
5
CMCSA icon
Comcast
CMCSA
+$3.45M

Sector Composition

Rank Sector Weight
1 Industrials 13.16%
2 Technology 12.71%
3 Consumer Discretionary 12.62%
4 Energy 12.18%
5 Financials 11.7%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake
Capital Flow Held Since
HIG icon
1201
Hartford Financial Services
HIG
$36.8B
– –
-15,329
Closed -$555K –
HIW icon
1202
Highwoods Properties
HIW
$3.43B
– –
-4,600
Closed -$166K –
HPQ icon
1203
HP
HPQ
$25.6B
– –
-176,724
Closed -$2.24M –
HRL icon
1204
Hormel Foods
HRL
$12.2B
– –
-22,532
Closed -$508K –
IBOC icon
1205
International Bancshares
IBOC
$4.22B
– –
-2,800
Closed -$73K –
ICUI icon
1206
ICU Medical
ICUI
$4.55B
– –
-800
Closed -$50K –
IDCC icon
1207
InterDigital
IDCC
$7.53B
– –
-300
Closed -$8K –
IFF icon
1208
International Flavors & Fragrances
IFF
$20.8B
– –
-300
Closed -$25K –
INCY icon
1209
Incyte
INCY
$24.5B
– –
-600
Closed -$30K –
INGR icon
1210
Ingredion
INGR
$5.73B
– –
-3,077
Closed -$210K –
IPG icon
1211
DELISTED
Interpublic Group of Companies
IPG
– –
-17,700
Closed -$313K –
IPI icon
1212
Intrepid Potash
IPI
$446M
– –
-750
Closed -$118K –
IRM icon
1213
Iron Mountain
IRM
$33B
– –
-2,705
Closed -$75K –
IRWD icon
1214
Ironwood Pharmaceuticals
IRWD
$796M
– –
-2,030
Closed -$19K –
ITT icon
1215
ITT
ITT
$19.3B
– –
-3,300
Closed -$143K –
ITRI icon
1216
Itron
ITRI
$4.37B
– –
-2,500
Closed -$103K –
JAZZ icon
1217
Jazz Pharmaceuticals
JAZZ
$15.8B
– –
-200
Closed -$25K –
JBHT icon
1218
JB Hunt Transport Services
JBHT
$21.1B
– –
-2,200
Closed -$170K –
JCI icon
1219
Johnson Controls International
JCI
$85.5B
– –
-2,578
Closed -$138K –
JEF icon
1220
Jefferies Financial Group
JEF
$11B
– –
-1,229
Closed -$31K –
JLL icon
1221
Jones Lang LaSalle
JLL
$17.1B
– –
-2,000
Closed -$204K –
JWN icon
1222
DELISTED
Nordstrom
JWN
– –
-7,334
Closed -$453K –
K icon
1223
DELISTED
Kellanova
K
– –
-23,081
Closed -$1.32M –
KALU icon
1224
Kaiser Aluminum
KALU
$1.8B
– –
-100
Closed -$7K –
KFY icon
1225
Korn Ferry
KFY
$4.25B
– –
-2,000
Closed -$52K –

Similar funds

Quantbot Technologies's Q1 2014 Portfolio in Review

As of Q1 2014, Quantbot Technologies held 1,560 positions worth $424M, up 107% from $204M the previous quarter. Its ten largest holdings account for 8.7% of the portfolio.

Quantbot Technologies deployed $217M of net new capital in Q1 2014, opening 605 new positions and adding to 315 existing holdings. Its largest new stake was General Motors: 122,527 shares worth $4.22M.

By sector, the portfolio is most concentrated in Industrials at 13% of assets, up from 9.1% a quarter earlier, followed by Technology and Consumer Discretionary.

On the sell side, the largest reduction was Regions Financial, an estimated $1.66M trimmed.

  • Quantbot Technologies's largest Q1 2014 buy was General Motors: 122,527 shares worth $4.22M.
  • Quantbot Technologies added most to Abbott in Q1 2014, an estimated $3.9M increase.
  • Quantbot Technologies's biggest Q1 2014 reduction was Regions Financial, cutting an estimated $1.66M.
  • Quantbot Technologies fully exited State Street SPDR S&P 500 ETF Trust in Q1 2014, selling an estimated $6.78M.
  • Quantbot Technologies's ten largest holdings make up 8.7% of its $424M portfolio in Q1 2014.
  • Quantbot Technologies opened 605 new positions and closed 494 in Q1 2014.
  • Quantbot Technologies's portfolio value rose 107% quarter-over-quarter to $424M.

Based on Quantbot Technologies's 13F filing for Q1 2014, filed 21 May 2014.