DataLend: Securities lending top 10 earning equities – March 23, 2015

DataLend presents its top 10 earnings equities for March 23, 2015. This list is built on DataLend¹s universe of more than 42,000 securities on loan.

Methodology: We scan our universe of more than 42,000 securities on loan to find those securities with the most expensive financing positions in the U.S., U.K., Europe and Asia. Financing costs are determined by taking the total on-loan value of a security and multiplying it by the volume-weighted average fees to borrow that security, then converting the product of those numbers to a dollar value. We then sort the most expensive securities to finance in the securities lending market in descending order.

The top 10 is based on total borrow cost within the market, which = contract value * fee. Utilization is a component of that as the higher the utilization, the more loans are out, the higher the contract value, etc. It is ordered by the top revenue earners, i.e. those with the highest total borrow cost (contract value * fee), not necessarily the most expensive to borrow. Utilization = total out on loan / total inventory. Fees to borrow, along with a variety of other data elements, are available to DataLend clients on the DataLend platform.

US

Utilization

1     GAMESTOP CL A 88.70%
2     TRANSOCEAN 88.08%
3     NOW 96.71%
4     ULTRA PETROLEUM 86.75%
5     3D SYSTEMS 97.83%
6     MANNKIND 94.75%
7     AMBARELLA 90.77%
8     MYRIAD GENETICS 90.93%
9     NEUSTAR CL A 94.30%
10   GREENBRIER 97.90%

UK

Utilization

1     TALKTALK TELECOM GROUP 89.29%
2     BP 4.15%
3     QUINDELL 94.50%
4     ASOS 71.62%
5     ASHMORE GROUP 86.13%
6     LONMIN 96.04%
7     SAINSBURYJ 67.76%
8     JSC VTB BANK GDR 23.48%
9     GREENE KING 88.06%
10   MONITISE 51.33%

Europe

Utilization

1     TOTAL (FR) 51.09%
2     TRANSOCEAN (CH) 97.38%
3     GEMALTO (NL) 90.83%
4     UNIBAIL RODAMCO REIT (NL) 49.68%
5     TALKTALK TELECOM GROUP 89.29%
6     GTECH (IT) 88.64%
7     AIR FRANCE-KLM (FR) 96.27%
8     GEMALTO (FR) 87.93%
9     SUEDZUCKER MANNHEIM OCHSENFURT (DE) 82.57%
10   DAIMLER N (DE) 25.71%

Far East/Australia Pacific

Utilization

1     HANERGY TFP (HK) 95.46%
2     CELLTRION (KR) 78.36%
3     EVERGRANDE (HK) 87.37%
4     DAUM KAKAO (KR) 83.21%
5     SANRIO (JP) 89.40%
6     MIXI (JP) 85.46%
7     PRADA (HK) 90.13%
8     GREE (JP) 86.04%
9     SHARP (JP) 94.05%
10   CSR H (HK) 64.38%

This is just a snapshot of the rich data and functionalities provided by DataLend. Click here for more information about DataLend’s key features.


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