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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
SPPI
1401
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
– –
-400
Closed -$3K –
AJRD
1402
DELISTED
Aerojet Rocketdyne Holdings
AJRD
– –
-1,900
Closed -$34K –
ACOR
1403
DELISTED
Acorda Therapeutics
ACOR
– –
-48
Closed -$169K –
DRE
1404
DELISTED
Duke Realty Corp.
DRE
– –
-1,600
Closed -$24K –
PTR
1405
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
– –
-200
Closed -$21K –
ACC
1406
DELISTED
American Campus Communities, Inc.
ACC
– –
-200
Closed -$6K –
ENIA
1407
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
– –
-26,115
Closed -$211K –
PBCT
1408
DELISTED
People's United Financial Inc
PBCT
– –
-30,956
Closed -$468K –
TGP
1409
DELISTED
Teekay LNG Partners L.P.
TGP
– –
-300
Closed -$12K –
MDP
1410
DELISTED
Meredith Corporation
MDP
– –
-1,300
Closed -$67K –
CVA
1411
DELISTED
Covanta Holding Corporation
CVA
– –
-9,172
Closed -$162K –
XONE icon
1412
DELISTED
The ExOne Company
XONE
– –
-100
Closed -$6K –
PFPT
1413
DELISTED
Proofpoint, Inc.
PFPT
– –
-200
Closed -$6K –
MXIM
1414
DELISTED
Maxim Integrated Products
MXIM
– –
-30,700
Closed -$856K –
NAV
1415
DELISTED
Navistar International
NAV
– –
-6,900
Closed -$263K –
FLIR
1416
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
– –
-1,300
Closed -$39K –
RP
1417
DELISTED
RealPage, Inc.
RP
– –
-400
Closed -$9K –
VAR
1418
DELISTED
Varian Medical Systems, Inc.
VAR
– –
-282
Closed -$19K –
CZZ
1419
DELISTED
Cosan Limited
CZZ
– –
-11,300
Closed -$155K –
WMGI
1420
DELISTED
Wright Medical Group Inc
WMGI
– –
-700
Closed -$21K –
DNR
1421
DELISTED
Denbury Resources, Inc.
DNR
– –
-84,713
Closed -$1.39M –
LM
1422
DELISTED
Legg Mason, Inc.
LM
– –
-12,793
Closed -$556K –
MINI
1423
DELISTED
Mobile Mini Inc
MINI
– –
-300
Closed -$12K –
IBKC
1424
DELISTED
IBERIABANK Corp
IBKC
– –
-500
Closed -$31K –
CHK icon
1425
DELISTED
Chesapeake Energy Corporation
CHK
– –
-252
Closed -$1.3M –

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.