Quantitative Systematic Strategies LLC
Q2 2014 13F-HR Holdings
Net value change ($000)
+17,740
(14.6%)
New positions
161
Sold out positions
191
Turnover %
120.4%
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)
| E TRADE FINANCIAL CORP | 1,785 | NEW |
| RIG | 1,701 | NEW |
| SOLARWINDS INC COM | 1,514 | NEW |
| PEP | 1,459 | NEW |
| IBM | 1,425 | 465.7% |
| TESORO CORP | 1,390 | NEW |
| PLCE | 1,361 | NEW |
| TRN | 1,342 | 639.0% |
| X | 1,316 | NEW |
| ICE | 1,304 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| ALGN | -1,624 | -80.0% |
| SUNEDISON, INC. | -1,520 | -80.3% |
| ARRIS GROUP INC | -1,425 | -100.0% |
| RUBICON TECHNOLOGY INC | -1,258 | -100.0% |
| WDC | -1,185 | -100.0% |
| BUFFALO WILD WINGS INC | -1,027 | -100.0% |
| BRO | -990 | -100.0% |
| TIDEWATER INC COM | -958 | -100.0% |
| HUBG | -951 | -100.0% |
| GENERAL CABLE CORP DEL NEW | -922 | -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 |
|---|