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Quantbot Technologies

Quantbot Technologies Portfolio holdings

AUM $2.78B Turnover 51.46%
1-Year Est. Return 9.9%
 

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
+9.9%
3 Year Est. Return
+36.77%
5 Year Est. Return
+5.57%
10 Year Est. Return
+35.66%
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
CMLP
1501
DELISTED
CRESTWOOD MIDSTREAM PARTNERS LP NEW UTS REP LTD PRT INT (DE)
CMLP
– –
-300
Closed -$7K –
OWW
1502
DELISTED
ORBITZ WORLDWIDE, INC
OWW
– –
-2,700
Closed -$19K –
PLL icon
1503
DELISTED
PALL CORP
PLL
– –
-5,200
Closed -$443K –
GTI icon
1504
DELISTED
GRAFTECH INTERNATIONAL LTD
GTI
– –
-7,404
Closed -$83K –
BALT icon
1505
DELISTED
BALTIC TRADING LIMITED COMMON STOCK
BALT
– –
-100
Closed – –
WLT
1506
DELISTED
WALTER ENERGY INC COM STK (DE)
WLT
– –
-15,900
Closed -$264K –
TEG
1507
DELISTED
INTEGRYS ENERGY GROUP INC COM (USA)
TEG
– –
-3,400
Closed -$184K –
AOL
1508
DELISTED
AOL INC COMMON STOCK
AOL
– –
-1,200
Closed -$55K –
TRW
1509
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
– –
-2,100
Closed -$156K –
RGP icon
1510
DELISTED
REGENCY ENERGY PARTNERS LP COMMON UTS REP LIMITED PART INTS
RGP
$0 ﹤0.01%
+21
New +$561
2014 Q1
0 quarters
HLSS
1511
DELISTED
HOME LN SERVICING SOLUTIONS LTD(CAYMAN ISLANDS)
HLSS
– –
-1,300
Closed -$29K –
CJES
1512
DELISTED
C&J ENERGY SVCS LTD
CJES
– –
-1,400
Closed -$32K –
CFN
1513
DELISTED
CAREFUSION CORPORATION
CFN
– –
-2,700
Closed -$107K –
PETM
1514
DELISTED
PETSMART INC
PETM
– –
-483
Closed -$35K –
PTP
1515
DELISTED
PLATINUM UNDERWRITERS HLDGS LTD
PTP
– –
-3,200
Closed -$196K –
CVD
1516
DELISTED
COVANCE INC.
CVD
– –
-400
Closed -$35K –
TRLA
1517
DELISTED
TRULIA INC (DEL)
TRLA
– –
-400
Closed -$14K –
DRIV icon
1518
DELISTED
DIGITAL RIVER INC.
DRIV
– –
-1,600
Closed -$29K –
SWY
1519
DELISTED
SAFEWAY INC
SWY
– –
-39,546
Closed -$1.15M –
GRT
1520
DELISTED
GLIMCHER REALTY TRUST
GRT
– –
-5,400
Closed -$50K –
FST
1521
DELISTED
FOREST OIL CORPORATION
FST
– –
-2,500
Closed -$9K –
CNVR
1522
DELISTED
CONVERSANT INC COM STK (DE)
CNVR
– –
-3,800
Closed -$88K –
KMP
1523
DELISTED
KINDER MORGAN ENER PNTRS L.P.
KMP
– –
-1,573
Closed -$126K –
KMR
1524
DELISTED
KINDER MORGAN MANAGEMENT LLC
KMR
– –
-428
Closed -$30K –
EPB
1525
DELISTED
EL PASO PIPELINE PARTNERS, L.P. COM UNITS REPSTG LTD PART
EPB
– –
-4,188
Closed -$150K –

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.