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QCM

QFR Capital Management Portfolio holdings

AUM $37.8M
This Fund
S&P 500
This Quarter Est. Return
-3.69%
1 Year Est. Return
–
3 Year Est. Return
–
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$119M
AUM Growth
-$167M
Cap. Flow
-$83.9M
Cap. Flow %
-70.69%
Top 10 Hldgs %
100%
Holding
6
New
1
Increased
1
Reduced
2
Closed
2

Top Buys

Rank Stock Value
1
KRE icon
State Street SPDR S&P Regional Banking ETF
KRE
+$29.1M
2
VXX
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
+$4.77M

Top Sells

Rank Stock Value
1
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$106M
2
NBG
NATIONAL BANK OF GREECE SA ADR REPSTG 1 SHARE (NEW)
NBG
+$8.1M
3
EMB icon
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
+$4M

Sector Composition

Rank Sector Weight
1 Miscellaneous 91.07%
2 Financials 8.93%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
VXX
1
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$62.4M 52.53%
125,000
-187,500
-60% -$86.8M
KRE icon
2
State Street SPDR S&P Regional Banking ETF
KRE
$4.22B
$28.3M 23.83%
+747,000
New +$29.1M
VXX
3
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$17.5M 14.71%
35,000
+10,312
+42% +$4.77M
NBG
4
DELISTED
NATIONAL BANK OF GREECE SA ADR REPSTG 1 SHARE (NEW)
NBG
$10.6M 8.93%
3,522,025
-2,435,693
-41% -$8.1M
EEM icon
5
iShares MSCI Emerging Markets ETF
EEM
$31.9B
– –
-2,445,000
Closed -$106M
EMB icon
6
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
– –
-34,700
Closed -$4M

Similar funds

BSCM
Baker Street Capital Management Los Angeles, California $35.2M AUM 75.02% 1-Year Est. Return
LOCC
Lombard Odier & Cie (Canada) Montreal, Quebec, Canada $35.1M AUM 13.46% 1-Year Est. Return
HSS
Harrison Street Securities Chicago, Illinois $34.4M AUM 20.42% 1-Year Est. Return
NCA
NCM Capital Advisers Durham, North Carolina $33.6M AUM 9.49% 1-Year Est. Return
SCM
Sabal Capital Management Santa Monica, California $33.2M AUM 0.1% 1-Year Est. Return
NCM
Northroad Capital Management New York $43.8M AUM 1.99% 1-Year Est. Return
DPA
Devon Park Associates $30.8M AUM 0.85% 1-Year Est. Return
CC
Consector Capital New York $45.9M AUM 4.93% 1-Year Est. Return

QFR Capital Management's Q3 2014 Portfolio in Review

As of Q3 2014, QFR Capital Management held 6 positions worth $119M, down 58% from $286M the previous quarter. Its ten largest holdings account for 100% of the portfolio.

QFR Capital Management withdrew a net $83.9M in Q3 2014, closing 2 positions and reducing 2 holdings. Its most notable exit was iShares MSCI Emerging Markets ETF, an estimated $106M position sold in full.

By sector, the portfolio is most concentrated in Miscellaneous at 91% of assets, down from 92% a quarter earlier, followed by Financials.

Against the trend, QFR Capital Management opened a new position in State Street SPDR S&P Regional Banking ETF worth $28.3M.

  • QFR Capital Management's largest Q3 2014 buy was State Street SPDR S&P Regional Banking ETF: 747,000 shares worth $28.3M.
  • QFR Capital Management added most to iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in Q3 2014, an estimated $4.77M increase.
  • QFR Capital Management's biggest Q3 2014 reduction was NATIONAL BANK OF GREECE SA ADR REPSTG 1 SHARE (NEW), cutting an estimated $8.1M.
  • QFR Capital Management fully exited iShares MSCI Emerging Markets ETF in Q3 2014, selling an estimated $106M.
  • QFR Capital Management's ten largest holdings make up 100% of its $119M portfolio in Q3 2014.
  • QFR Capital Management opened 1 new position and closed 2 in Q3 2014.
  • QFR Capital Management's portfolio value fell 58% quarter-over-quarter to $119M.

Based on QFR Capital Management's 13F filing for Q3 2014, filed 14 Nov 2014.