Black River Asset Management LLC
Q1 2014 13F-HR Holdings
Net value change ($000)
+9,979
(17.9%)
New positions
10
Sold out positions
4
Turnover %
76.9%
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)
| GRFS | 7,979 | 145.3% |
| FOREST LAB | 7,234 | NEW |
| FOX CORP CLASS B | 5,109 | NEW |
| TKR | 3,198 | NEW |
| LBTYA | 2,492 | NEW |
| HUDSON CITY | 2,304 | 51.4% |
| OMC | 2,148 | 16.0% |
| *SHANDA GAMES LTD | 2,012 | NEW |
| Time Warner Cable | 1,543 | NEW |
| YPF | 841 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| EEM | -10,240 | -100.0% |
| CMCSA | -7,580 | -100.0% |
| HEALTH MGMT | -5,736 | -100.0% |
| HEI | -1,934 | -100.0% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
1,968
(3.0% 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.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
|---|