QUANTRES ASSET MANAGEMENT Ltd

Q2 2014 13F-HR Holdings

Location
Cayman, E9
Holdings as of
6/30/2014
Date filed
7/18/2014
Form type
13F-HR
Num holdings
151
Total value ($000)
$90,354
Net value change ($000)
+4,929 (5.8%)
New positions
102
Sold out positions
124
Turnover %
137.1%
Sector allocation + QoQ delta (equities-only)
Prev filing: 4/30/2014 Next filing: — SEC filing

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)
COACH INC 2,486 NEW
T 1,977 NEW
MA 1,793 NEW
WALGREEN CO 1,720 NEW
CAG 1,422 NEW
AMZN 1,415 350.2%
TDC 1,415 NEW
PM 1,400 NEW
OEF 1,341 NEW
ORCL 1,329 NEW
Top Reduces (Value $000, Stocks/ETFs)
GILD -1,807 -100.0%
HD -1,385 -100.0%
LOW -1,345 -100.0%
KR -1,336 -100.0%
DG -1,298 -100.0%
DLTR -1,268 -100.0%
ROST -1,217 -100.0%
SJM -1,206 -100.0%
MHK -1,197 -100.0%
GPC -1,138 -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