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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
WHR icon
1376
Whirlpool
WHR
$1.99B
– –
-4,700
Closed -$737K –
WRB icon
1377
W.R. Berkley
WRB
$28.5B
– –
-4,050
Closed -$52K –
WSO icon
1378
Watsco Inc
WSO
$12.9B
– –
-300
Closed -$28K –
WTFC icon
1379
Wintrust Financial
WTFC
$10.4B
– –
-3,800
Closed -$175K –
WTI icon
1380
W&T Offshore
WTI
$448M
– –
-2,100
Closed -$33K –
WTW icon
1381
Willis Towers Watson
WTW
$30.7B
– –
-1,208
Closed -$143K –
XOM icon
1382
ExxonMobil
XOM
$671B
– –
-4,700
Closed -$475K –
XPO icon
1383
XPO
XPO
$21.9B
– –
-289
Closed -$2K –
ZTS icon
1384
Zoetis
ZTS
$33.5B
– –
-26,481
Closed -$865K –
ZUMZ icon
1385
Zumiez
ZUMZ
$220M
– –
-1,800
Closed -$46K –
SGI icon
1386
Somnigroup International
SGI
$14.5B
– –
-6,380
Closed -$86K –
QVCGA
1387
DELISTED
QVC Group Inc Series A
QVCGA
– –
-562
Closed -$677K –
INFN icon
1388
DELISTED
Infinera Corporation Common Stock
INFN
– –
-7,470
Closed -$73K –
SWN icon
1389
DELISTED
Southwestern Energy Company
SWN
– –
-21,652
Closed -$851K –
TUP icon
1390
DELISTED
Tupperware Brands Corporation
TUP
– –
-300
Closed -$28K –
SLCA icon
1391
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
– –
-2,000
Closed -$68K –
ERF icon
1392
DELISTED
Enerplus Corporation
ERF
– –
-806
Closed -$14K –
PXD icon
1393
DELISTED
Pioneer Natural Resource Co.
PXD
– –
-600
Closed -$110K –
NS icon
1394
DELISTED
NuStar Energy L.P.
NS
– –
-300
Closed -$15K –
AEL icon
1395
DELISTED
American Equity Investment Life Holding Company
AEL
– –
-800
Closed -$21K –
MDC icon
1396
DELISTED
M.D.C. Holdings, Inc.
MDC
– –
-6,523
Closed -$151K –
MDRX
1397
DELISTED
Veradigm Inc. Common Stock
MDRX
– –
-5,785
Closed -$89K –
GHL
1398
DELISTED
Greenhill & Co., Inc.
GHL
– –
-500
Closed -$28K –
VMW
1399
DELISTED
VMware, Inc
VMW
– –
-4,889
Closed -$438K –
PDCE
1400
DELISTED
PDC Energy, Inc.
PDCE
– –
-6,467
Closed -$344K –

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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.