$286 Million is the total value of QFR Capital Management, L.P.'s 5 reported holdings in Q2 2014. The portfolio turnover from Q1 2014 to Q2 2014 was 125.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| VXX | Buy | BARCLAYS BK PLCput | $143,000,000 | +61.6% | 5,000,000 | +138.1% | 50.01% | +31.7% |
| EEM | Buy | ISHARESmsci emg mkt etf | $105,697,000 | +9.9% | 2,445,000 | +4.2% | 36.97% | -10.4% |
| NBG | New | NATIONAL BK GREECE S Aspn adr rep 1 sh | $21,924,000 | – | 5,957,718 | +100.0% | 7.67% | – |
| VXX | New | BARCLAYS BK PLCipath s&p500 vix | $11,297,000 | – | 395,000 | +100.0% | 3.95% | – |
| EMB | New | ISHARESjp mor em mk etf | $4,000,000 | – | 34,700 | +100.0% | 1.40% | – |
| EEM | Exit | ISHAREScall | $0 | – | -400,000 | -100.0% | -7.04% | – |
| EWW | Exit | ISHARESput | $0 | – | -500,000 | -100.0% | -13.72% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2014-08-14
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| BARCLAYS BK PLC | 5 | Q2 2015 | 52.5% |
| BARCLAYS BK PLC | 4 | Q4 2014 | 100.0% |
| BANCO MACRO SA | 4 | Q3 2016 | 25.3% |
| GRUPO FINANCIERO GALICIA S A | 4 | Q3 2016 | 23.2% |
| ADECOAGRO S A | 3 | Q3 2016 | 14.2% |
| ISHARES | 2 | Q2 2014 | 41.3% |
| ISHARES TR | 2 | Q2 2015 | 32.9% |
| ISHARES TR | 2 | Q2 2015 | 19.5% |
| CREDICORP LTD | 2 | Q3 2016 | 22.1% |
| ISHARES | 2 | Q3 2016 | 17.7% |
View QFR Capital Management, L.P.'s complete holdings history.
Latest filings
| Type | Filed |
|---|---|
| 13F-HR | 2016-11-14 |
| 13F-HR | 2016-08-15 |
| 13F-HR/A | 2016-05-25 |
| 13F-HR | 2016-05-16 |
| 13F-HR | 2016-02-16 |
| 13F-HR | 2015-11-16 |
| 13F-HR | 2015-08-14 |
| 13F-HR | 2015-05-15 |
| 13F-HR | 2015-02-17 |
| 13F-HR | 2014-11-14 |
View QFR Capital Management, L.P.'s complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.