Quantitative Systematic Strategies LLC
Q1 2014 13F-HR Holdings
Net value change ($000)
-4,927
(-3.9%)
New positions
201
Sold out positions
125
Turnover %
134.3%
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)
| SUNEDISON, INC. | 1,892 | NEW |
| ALGN | 1,518 | 296.5% |
| ARRIS GROUP INC | 1,425 | NEW |
| Keenova Therapeutics plc | 1,313 | NEW |
| RUBICON TECHNOLOGY INC | 1,258 | NEW |
| UTHR | 1,033 | NEW |
| BUFFALO WILD WINGS INC | 1,027 | NEW |
| LGND | 988 | NEW |
| TIDEWATER INC COM | 958 | NEW |
| HUBG | 951 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| PCG | -3,287 | -93.5% |
| PENN VIRGINIA CORP | -2,718 | -87.2% |
| EOG | -2,594 | -100.0% |
| GT ADVANCED TECHNOLOGIES INC | -1,838 | -100.0% |
| AHC | -1,653 | -100.0% |
| RIVERBED TECHNOLOGY INC | -1,614 | -100.0% |
| EMN | -1,586 | -76.5% |
| DG | -1,578 | -100.0% |
| MPWR | -1,570 | -100.0% |
| KRC | -1,518 | -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 |
|---|