SpiderRock Trading LLC
Q2 2014 13F-HR Holdings
Net value change ($000)
+3,553
(18.3%)
New positions
247
Sold out positions
376
Turnover %
102.8%
Sector allocation + QoQ delta (equities-only)
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)
| INGERSOLL-RAND PLC | 376 | NEW |
| NISOURCE INC | 239 | NEW |
| APPLIED MATLS INC | 233 | NEW |
| ROSETTA RESOURCES IN | 215 | 4300.0% |
| CREE INC | 199 | 1170.6% |
| CON-WAY INC | 195 | 4875.0% |
| ACUITY BRANDS INC | 193 | NEW |
| Chipotle Mexican Grill Inc | 179 | NEW |
| PHILIP MORRIS INTL I | 174 | NEW |
| WELLS FARGO & CO NEW | 157 | 138.9% |
Top Reduces (Value $000, Stocks/ETFs)
| CITIGROUP INC | -274 | -97.9% |
| DISCOVERY COMMUNICAT | -158 | -100.0% |
| HDFC BANK LTD | -126 | -100.0% |
| PDC ENERGY INC | -124 | -83.2% |
| WESCO INTL INC | -116 | -100.0% |
| EXPRESS SCRIPTS HLDG | -114 | -100.0% |
| THERMO FISHER SCIENT | -107 | -100.0% |
| DOMINION RESOURCES INC NEW | -107 | -100.0% |
| VEECO INSTRS INC DEL | -97 | -100.0% |
| JOHNSON & JOHNSON | -96 | -100.0% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
3,082
(13.4% 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 |
|---|