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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
KRC icon
1226
Kilroy Realty
KRC
$4.17B
– –
-3,900
Closed -$195K –
KSS icon
1227
Kohl's
KSS
$2.81B
– –
-733
Closed -$41K –
KTOS icon
1228
Kratos Defense & Security Solutions
KTOS
$6.91B
– –
-2,400
Closed -$18K –
LAMR icon
1229
Lamar Advertising Co
LAMR
$16.6B
– –
-4,400
Closed -$229K –
LBTYA icon
1230
Liberty Global Class A
LBTYA
$3.41B
– –
-20,854
Closed -$765K –
LECO icon
1231
Lincoln Electric
LECO
$15.4B
– –
-200
Closed -$14K –
LH icon
1232
Labcorp
LH
$30.1B
– –
-1,048
Closed -$82K –
LII icon
1233
Lennox International
LII
$11.9B
– –
-400
Closed -$34K –
LKQ icon
1234
LKQ Corp
LKQ
$5.1B
– –
-15,960
Closed -$525K –
LMT icon
1235
Lockheed Martin
LMT
$139B
– –
-3,261
Closed -$484K –
LNC icon
1236
Lincoln National
LNC
$8.14B
– –
-31,288
Closed -$1.62M –
LOPE icon
1237
Grand Canyon Education
LOPE
$2.97B
– –
-700
Closed -$30K –
LPX icon
1238
Louisiana-Pacific
LPX
$5.28B
– –
-1,200
Closed -$22K –
LRCX icon
1239
Lam Research
LRCX
$278B
– –
-34,610
Closed -$188K –
LSCC icon
1240
Lattice Semiconductor
LSCC
$15.8B
– –
-9,275
Closed -$51K –
LUMN icon
1241
Lumen Technologies, Inc. Common Stock
LUMN
$4.86B
– –
-18,266
Closed -$581K –
LVS icon
1242
Las Vegas Sands
LVS
$26.4B
– –
-6,498
Closed -$512K –
MAR icon
1243
Marriott International
MAR
$110B
– –
-9,620
Closed -$474K –
MCK icon
1244
McKesson
MCK
$125B
– –
-1,640
Closed -$264K –
MELI icon
1245
Mercado Libre
MELI
$75.6B
– –
-527
Closed -$56K –
MFA icon
1246
MFA Financial
MFA
$603M
– –
-3,125
Closed -$88K –
MFC icon
1247
Manulife Financial
MFC
$73.1B
– –
-20,370
Closed -$401K –
MKC icon
1248
McCormick & Company Non-Voting
MKC
$12.6B
– –
-1,200
Closed -$41K –
MLCO icon
1249
Melco Resorts & Entertainment
MLCO
$1.61B
– –
-1,697
Closed -$66K –
MLKN icon
1250
MillerKnoll
MLKN
$1.51B
– –
-6,800
Closed -$200K –

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.