Quantitative Systematic Strategies LLC
Q4 2013 13F-HR Holdings
Net value change ($000)
—
New positions
196
Sold out positions
0
Turnover %
100.0%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to previous filing: —
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)
| PCG | 3,515 | — |
| PENN VIRGINIA CORP | 3,116 | — |
| EOG | 2,594 | — |
| EMN | 2,074 | — |
| PM | 1,852 | — |
| GT ADVANCED TECHNOLOGIES INC | 1,838 | — |
| BMY | 1,751 | — |
| AHC | 1,653 | — |
| RIVERBED TECHNOLOGY INC | 1,614 | — |
| Alphabet Inc. Class C | 1,599 | — |
Top Reduces (Value $000, Stocks/ETFs)
| — |
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 |
|---|