GLOBEFLEX CAPITAL L P
Q2 2014 13F-HR Holdings
Net value change ($000)
+44,739
(5.1%)
New positions
152
Sold out positions
156
Turnover %
35.7%
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)
| NEWFIELD EXPLOR | 9,066 | 453300.0% |
| SATS | 8,096 | NEW |
| Lowes Companies Inc | 7,935 | NEW |
| TIBCO SOFTWARE INC COM | 7,544 | 2199.4% |
| AGL RES INC COM | 7,329 | NEW |
| ENDURANCE SPECIALTY HLDGS LT SHS | 6,770 | NEW |
| RRX | 6,722 | NEW |
| LSTR | 6,681 | NEW |
| CSL | 6,350 | 317500.0% |
| UDR | 5,721 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| ACTAVIS INC | -11,370 | -100.0% |
| ALLIANT TECHSYSTEMS INC | -10,397 | -100.0% |
| KR | -7,248 | -100.0% |
| FITB | -7,174 | -100.0% |
| WDC | -7,084 | -100.0% |
| LPLA | -6,564 | -67.4% |
| TESORO CORP | -6,431 | -100.0% |
| RGA | -6,325 | -100.0% |
| RJF | -5,578 | -100.0% |
| SNDK | -5,570 | -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 |
|---|