SpiderRock Trading LLC
Q1 2014 13F-HR Holdings
Net value change ($000)
+1,106
(6.0%)
New positions
326
Sold out positions
350
Turnover %
104.8%
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)
| CITIGROUP INC | 227 | 428.3% |
| DEVON ENERGY CORP NE | 158 | NEW |
| DISCOVERY COMMUNICAT | 149 | 1655.6% |
| SCHLUMBERGER LTD | 127 | 1270.0% |
| SIERRA WIRELESS INC | 125 | NEW |
| WESCO INTL INC | 116 | NEW |
| MASTERCARD INC | 110 | NEW |
| ASTRAZENECA PLC | 107 | NEW |
| DOMINION RESOURCES INC NEW | 107 | NEW |
| ARUBA NETWORKS INC | 100 | 1111.1% |
Top Reduces (Value $000, Stocks/ETFs)
| DOMTAR CORP | -133 | -98.5% |
| BLACKROCK INC | -126 | -100.0% |
| BHP BILLITON PLC | -117 | -100.0% |
| INTUITIVE SURGICAL I | -115 | -100.0% |
| F5 NETWORKS INC | -108 | -100.0% |
| FISERV INC | -105 | -100.0% |
| OMNICARE INC | -103 | -91.2% |
| SIGMA ALDRICH CORP | -103 | -100.0% |
| ALIGN TECHNOLOGY INC | -92 | -94.8% |
| WHOLE FOODS MKT INC | -92 | -100.0% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
2,228
(11.5% 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 |
|---|