Quantbot Technologies LP
Q1 2014 13F-HR Holdings
Net value change ($000)
+219,565
(107.4%)
New positions
607
Sold out positions
496
Turnover %
84.3%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q4 2013
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)
| GM | 4,217 | NEW |
| SLB | 4,076 | NEW |
| ABT | 3,899 | 2548.4% |
| CMCSA | 3,317 | NEW |
| VFC | 3,284 | NEW |
| MDLZ | 3,251 | NEW |
| FDX | 3,246 | 551.1% |
| BIDU | 3,230 | NEW |
| Paramount Global | 3,175 | NEW |
| AXP | 3,114 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| SPY | -6,777 | -100.0% |
| Hewlett-Packard Company | -2,245 | -100.0% |
| COVIDIEN PLC | -1,841 | -100.0% |
| AIG | -1,680 | -100.0% |
| WDC | -1,625 | -100.0% |
| LNC | -1,615 | -100.0% |
| RF | -1,555 | -99.0% |
| ACN | -1,485 | -100.0% |
| TSM | -1,473 | -100.0% |
| BBY | -1,440 | -100.0% |
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 |
|---|