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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
SONC
1451
DELISTED
Sonic Corp
SONC
– –
-3,200
Closed -$64K –
COL
1452
DELISTED
Rockwell Collins
COL
– –
-1,400
Closed -$103K –
ANW
1453
DELISTED
Aegean Marine Petroleum Network
ANW
– –
-300
Closed -$3K –
PNK
1454
DELISTED
Pinnacle Entertainment Inc.
PNK
– –
-169
Closed -$4K –
EVHC
1455
DELISTED
Envision Healthcare Holdings Inc
EVHC
– –
-267
Closed -$28K –
SYNT
1456
DELISTED
Syntel Inc
SYNT
– –
-2,200
Closed -$100K –
PAY icon
1457
DELISTED
Verifone Systems Inc
PAY
– –
-5,000
Closed -$134K –
BWP
1458
DELISTED
Boardwalk Pipeline Partners
BWP
– –
-1,800
Closed -$45K –
WGL
1459
DELISTED
Wgl Holdings
WGL
– –
-700
Closed -$28K –
LAYN
1460
DELISTED
Layne Christensen Co
LAYN
– –
-2,900
Closed -$49K –
OA
1461
DELISTED
Orbital ATK, Inc.
OA
– –
-300
Closed -$36K –
EVEP
1462
DELISTED
EV Energy Partners, L.P.
EVEP
– –
-2,200
Closed -$74K –
IPXL
1463
DELISTED
Impax Laboratories, Inc.
IPXL
– –
-300
Closed -$7K –
LVNTA
1464
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
– –
-1,628
Closed -$49K –
CPN
1465
DELISTED
Calpine Corporation
CPN
– –
-38,241
Closed -$746K –
WAC
1466
DELISTED
Walter Investment Mgt Corp
WAC
– –
-1,300
Closed -$45K –
BSFT
1467
DELISTED
BroadSoft, Inc.
BSFT
– –
-100
Closed -$2K –
SYT
1468
DELISTED
Syngenta Ag
SYT
– –
-1,000
Closed -$79K –
POT
1469
DELISTED
Potash Corp Of Saskatchewan
POT
– –
-10,821
Closed -$356K –
GLBR
1470
DELISTED
Global Brokerage, Inc. Class A Common Stock
GLBR
– –
-210
Closed -$37K –
ABCO
1471
DELISTED
Advisory Board Co
ABCO
– –
-700
Closed -$44K –
ALR
1472
DELISTED
Alere Inc
ALR
– –
-3,919
Closed -$141K –
BHI
1473
DELISTED
Baker Hughes
BHI
– –
-2,400
Closed -$132K –
PWE
1474
DELISTED
Penn West Energy Petroleum Ltd
PWE
– –
-4,400
Closed -$36K –
VAL icon
1475
DELISTED
Valspar
VAL
– –
-1,690
Closed -$120K –

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.