Quantbot Technologies LP
Q4 2013 13F-HR Holdings
Net value change ($000)
—
New positions
955
Sold out positions
0
Turnover %
100.0%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to previous filing: —
Methodology:
sector metrics are equities-only;
instrument mix chart is ex-options;
options exposure is shown separately.
Why this matters.
Top Adds (Value $000, Stocks/ETFs)
| SPY | 6,777 | — |
| Hewlett-Packard Company | 2,245 | — |
| COVIDIEN PLC | 1,841 | — |
| APACHE CORP | 1,783 | — |
| LORILLARD INC COM | 1,715 | — |
| AIG | 1,680 | — |
| WDC | 1,625 | — |
| LNC | 1,615 | — |
| Yahoo! Inc. | 1,597 | — |
| RF | 1,570 | — |
Top Reduces (Value $000, Stocks/ETFs)
| — |
Instrument mix + QoQ Δ (ex-options)
How this table is calculated:
SEC
VALUE ($000) is used as reported.
For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received.
Column % is bucket-based:
non-options share is calculated inside non-option total, options share is calculated inside options total.
Details.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
|---|