ACADIAN ASSET MANAGEMENT LLC

Q2 2014 13F-HR Holdings

Location
Boston, MA
Holdings as of
6/30/2014
Date filed
7/21/2014
Form type
13F-HR
Num holdings
963
Total value ($000)
$20,568,180
Net value change ($000)
+1,476,272 (7.7%)
New positions
166
Sold out positions
163
Turnover %
6.9%
Sector allocation + QoQ delta (equities-only)

Holdings aggregated across other managers listed in the original SEC filing. View detailed breakdown

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)
TSM 178,465 50.3%
ETR 164,148 NEW
TEVA 124,449 514.7%
Keenova Therapeutics plc 124,395 1131.3%
WFC 121,924 225.4%
PPC 117,993 1974.8%
CABLEVISION 90,175 242.2%
COMPANHIA BRASILEIRA DE DIST 89,776 356.9%
MUSA 89,343 5227.8%
LUV 82,945 38.5%
Top Reduces (Value $000, Stocks/ETFs)
INFY -287,503 -64.9%
BAC -256,484 -92.2%
MPC -167,704 -100.0%
CMCSA -160,174 -67.9%
LMT -148,274 -53.2%
KR -120,117 -46.4%
RAYTHEON CO/ -115,883 -45.0%
ALLIANT TECHSYSTEMS INC -108,699 -74.1%
GIANT INTERACTIVE GROUP INC -105,264 -100.0%
Alphabet Inc. Class C -102,161 -96.2%
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.
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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