DUPONT CAPITAL MANAGEMENT Corp
Q2 2014 13F-HR Holdings
Net value change ($000)
-87,270
(-1.4%)
New positions
109
Sold out positions
92
Turnover %
6.8%
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)
| EEM | 36,652 | 10.9% |
| AAL | 21,540 | 199.4% |
| GS | 18,750 | 271.9% |
| NTAP | 18,304 | NEW |
| GILD | 17,148 | 702.8% |
| AAPL | 15,887 | 17.5% |
| iShares, Inc. | 15,129 | 914.7% |
| CELG | 14,281 | 44.6% |
| IFF | 12,078 | 1203.0% |
| CTC Media, Inc. | 11,824 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| EFA | -172,732 | -34.8% |
| PFE | -43,222 | -46.2% |
| OVERSEAS SHIPHOLDING GROUP INC | -19,345 | -100.0% |
| BK | -17,362 | -98.5% |
| DU PONT E I DE NEMOUR&CO | -16,558 | -2.5% |
| TSM | -14,166 | -11.1% |
| ANGLOGOLD ASHANTI (PTY) LTD | -14,001 | -12.2% |
| PKX | -13,165 | -7.8% |
| COACH INC | -12,970 | -54.5% |
| RAYTHEON CO/ | -11,530 | -83.1% |
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 |
|---|