GLOBEFLEX CAPITAL L P
Q1 2014 13F-HR Holdings
Net value change ($000)
+45,662
(5.5%)
New positions
150
Sold out positions
156
Turnover %
35.4%
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)
| FLEX | 13,890 | NEW |
| AYI | 7,288 | NEW |
| CFFN | 6,447 | NEW |
| RGA | 6,325 | NEW |
| ALLE | 6,236 | NEW |
| DUKE REALTY CORP | 6,081 | NEW |
| RJF | 5,578 | NEW |
| ETR | 5,574 | NEW |
| APOLLO | 5,553 | 233.5% |
| WDR | 5,435 | 2373.4% |
Top Reduces (Value $000, Stocks/ETFs)
| TNL | -7,712 | -100.0% |
| MTCH | -7,044 | -100.0% |
| FBIN | -6,799 | -100.0% |
| International Game Technology PLC | -6,241 | -100.0% |
| FOREST LAB | -6,076 | -100.0% |
| EG | -5,672 | -100.0% |
| CYH | -5,494 | -100.0% |
| ALLIED WRLD ASSUR COM HLDG A | -5,294 | -100.0% |
| ESS | -5,099 | -100.0% |
| VC | -5,034 | -63.8% |
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 |
|---|