CSS LLC/IL

Q1 2014 13F-HR Holdings

Location
Chicago, IL
Holdings as of
3/31/2014
Date filed
5/15/2014
Form type
13F-HR
Num holdings
652
Total value ($000)
$1,983,908
Net value change ($000)
-100,135 (-4.8%)
New positions
75
Sold out positions
75
Turnover %
59.0%
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)
AAL 102,872 NEW
GM 55,013 NEW
AAL 12,899 NEW
GT 10,418 218.7%
NEE 7,513 NEW
SPE 4,781 503.8%
SAFEWAY USA 4,119 NEW
SLB 3,220 NEW
AAPL 3,113 NEW
G 3,109 NEW
Top Reduces (Value $000, Stocks/ETFs)
LENDER PROCESSING S -16,362 -100.0%
ADM -8,942 -100.0%
EQIX -8,233 -100.0%
MPC -7,640 -87.1%
TESORO CORP -6,784 -100.0%
PIONEER NATURAL RESOURCES CO -5,403 -100.0%
OMNICARE CAP TR II -4,524 -12.0%
ENSCO PLC -4,522 -94.5%
OXY -4,370 -63.0%
Crown Castle International Corp. -4,003 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 557,789 (28.1% of total reported value)
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.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type