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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
RL icon
1301
Ralph Lauren
RL
$23.6B
– –
-400
Closed -$70K –
RMBS icon
1302
Rambus
RMBS
$8.65B
– –
-7,000
Closed -$66K –
ROG icon
1303
Rogers Corp
ROG
$2.28B
– –
-700
Closed -$43K –
ROK icon
1304
Rockwell Automation
ROK
$44.1B
– –
-301
Closed -$35K –
RRX icon
1305
Regal Rexnord
RRX
$12B
– –
-300
Closed -$22K –
RVTY icon
1306
Revvity
RVTY
$17.8B
– –
-676
Closed -$27K –
RYN icon
1307
Rayonier
RYN
$6.34B
– –
-7,822
Closed -$223K –
SAIA icon
1308
Saia
SAIA
$9.06B
– –
-500
Closed -$16K –
SBUX icon
1309
Starbucks
SBUX
$125B
– –
-200
Closed -$7K –
SCI icon
1310
Service Corp International
SCI
$10.1B
– –
-8,600
Closed -$155K –
SCS icon
1311
DELISTED
Steelcase
SCS
– –
-2,300
Closed -$36K –
SID icon
1312
Companhia Siderúrgica Nacional
SID
$1.07B
– –
-34,600
Closed -$214K –
SJM icon
1313
J.M. Smucker
SJM
$14.3B
– –
-1,375
Closed -$142K –
SKM icon
1314
SK Telecom
SKM
$12.7B
– –
-10,337
Closed -$419K –
SKX icon
1315
DELISTED
Skechers
SKX
– –
-9,000
Closed -$99K –
SKYW icon
1316
Skywest
SKYW
$3.19B
– –
-1,800
Closed -$26K –
SLF icon
1317
Sun Life Financial
SLF
$40.9B
– –
-800
Closed -$28K –
SLGN icon
1318
Silgan Holdings
SLGN
$4.42B
– –
-200
Closed -$4K –
SNBR icon
1319
DELISTED
Sleep Number
SNBR
– –
-1,500
Closed -$31K –
SONY icon
1320
Sony
SONY
$156B
– –
-27,000
Closed -$93K –
SPB icon
1321
Spectrum Brands
SPB
$2.04B
– –
-300
Closed -$21K –
SPY icon
1322
State Street SPDR S&P 500 ETF Trust
SPY
$796B
– –
-36,700
Closed -$6.78M –
SQM icon
1323
Sociedad Química y Minera de Chile
SQM
$15.5B
– –
-2,054
Closed -$51K –
SSD icon
1324
Simpson Manufacturing
SSD
$8.17B
– –
-800
Closed -$29K –
STLD icon
1325
Steel Dynamics
STLD
$33.6B
– –
-5,087
Closed -$99K –

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.