Quantbot Technologies LP
Q2 2014 13F-HR Holdings
Net value change ($000)
+208,682
(49.2%)
New positions
576
Sold out positions
519
Turnover %
81.8%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q1 2014
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 | 9,289 | NEW |
| VLO | 5,381 | NEW |
| LVS | 4,952 | NEW |
| PG | 4,908 | NEW |
| ORCL | 4,709 | NEW |
| ACN | 4,698 | NEW |
| EMR | 4,483 | NEW |
| MRK | 4,196 | NEW |
| EXC | 4,091 | NEW |
| ADM | 4,075 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| Dow Chemical Company | -4,188 | -100.0% |
| SLB | -4,076 | -100.0% |
| ABT | -4,052 | -100.0% |
| CMCSA | -3,317 | -100.0% |
| FDX | -3,297 | -86.0% |
| AXP | -3,013 | -96.8% |
| CAT | -3,013 | -100.0% |
| CONCHO RESOURCES INC | -3,000 | -100.0% |
| COST | -2,978 | -100.0% |
| VFC | -2,773 | -84.4% |
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 |
|---|