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QIM
Quantitative Investment Management Portfolio holdings
AUM
$963M
1-Year Est. Return
12.95%
This Fund
S&P 500
This Quarter
Est. Return
+9.56%
1 Year Est. Return
+12.95%
3 Year Est. Return
+35.29%
5 Year Est. Return
+26.17%
10 Year Est. Return
+187.22%
AUM
$558M
AUM Growth
-$1.54B
(-73%)
Cap. Flow
-$1.59B
Cap. Flow
% of AUM
-284.67%
Top 10 Holdings %
Top 10 Hldgs %
32.03%
Holding
797
New
278
Increased
29
Reduced
134
Closed
355
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
VXX
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
|
+$18.4M |
| 2 |
Apple
AAPL
|
+$13.5M |
| 3 |
Alphabet (Google) Class C
GOOG
|
+$12.9M |
| 4 |
iShares China Large-Cap ETF
FXI
|
+$8.87M |
| 5 |
Chevron
CVX
|
+$7.09M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Emerging Markets ETF
EEM
|
+$303M |
| 2 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$113M |
| 3 |
Tesla
TSLA
|
+$99M |
| 4 |
SPDR Gold Trust
GLD
|
+$85.1M |
| 5 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$68.9M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 22.88% |
| 2 | Communication Services | 13.24% |
| 3 | Energy | 8.54% |
| 4 | Consumer Discretionary | 7.43% |
| 5 | Financials | 6.87% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
251
Goodyear
GT
$1.97B
| $436K | 0.08% |
+15,700
| New | +$410K |
|
252
Ubiquiti
UI
$33.1B
| $433K | 0.08% |
+9,600
| New | +$377K |
|
|
FCS
253
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
| $429K | 0.08% |
+27,500
| New | +$388K |
|
|
INVN
254
DELISTED
Invensense Inc
INVN
| $428K | 0.08% |
18,900
-7,900
| -29% | -$162K |
|
255
First Solar
FSLR
$22.9B
| $426K | 0.08% |
6,000
-229,200
| -97% | -$15.2M |
|
|
DNR
256
DELISTED
Denbury Resources, Inc.
DNR
| $424K | 0.08% |
23,000
+9,200
| +67% | +$158K |
|
|
CXO
257
DELISTED
CONCHO RESOURCES INC.
CXO
| $419K | 0.08% |
+2,900
| New | +$385K |
|
|
SIVB
258
DELISTED
SVB Financial Group
SIVB
| $419K | 0.08% |
+3,600
| New | +$401K |
|
259
Take-Two Interactive
TTWO
$44.8B
| $418K | 0.07% |
18,800
-36,800
| -66% | -$753K |
|
260
AGCO
AGCO
$7.45B
| $416K | 0.07% |
+7,400
| New | +$409K |
|
261
Direxion Daily Energy Bull 2X ETF
ERX
$233M
| $416K | 0.07% |
320
-2,570
| -89% | -$2.82M |
|
|
CRR
262
DELISTED
Carbo Ceramics Inc.
CRR
| $416K | 0.07% |
2,700
-4,000
| -60% | -$551K |
|
263
Consolidated Edison
ED
$40.4B
| $415K | 0.07% |
+7,200
| New | +$402K |
|
264
ResMed
RMD
$30.2B
| $415K | 0.07% |
+8,200
| New | +$406K |
|
|
APC
265
DELISTED
Anadarko Petroleum
APC
| $415K | 0.07% |
3,800
-1,200
| -24% | -$122K |
|
|
TFM
266
DELISTED
THE FRESH MARKET, INC COM STK
TFM
| $411K | 0.07% |
+12,300
| New | +$416K |
|
267
Matador Resources
MTDR
$6.09B
| $404K | 0.07% |
13,800
-1,100
| -7% | -$29.1K |
|
|
AKS
268
DELISTED
AK Steel Holding Corp
AKS
| $403K | 0.07% |
50,700
-23,300
| -31% | -$161K |
|
|
SN
269
DELISTED
Sanchez Energy Corporation
SN
| $402K | 0.07% |
10,700
-5,500
| -34% | -$174K |
|
|
BBG
270
DELISTED
Bill Barrett Corp
BBG
| $401K | 0.07% |
+15,000
| New | +$382K |
|
271
Quest Diagnostics
DGX
$25.7B
| $399K | 0.07% |
+6,800
| New | +$398K |
|
272
EQT Corp
EQT
$33B
| $395K | 0.07% |
+6,797
| New | +$390K |
|
273
Principal Financial Group
PFG
$24.2B
| $393K | 0.07% |
+7,800
| New | +$367K |
|
|
NGD
274
DELISTED
New Gold Inc
NGD
| $391K | 0.07% |
+61,400
| New | +$331K |
|
275
Canadian Solar
CSIQ
$1.02B
| $390K | 0.07% |
+12,500
| New | +$337K |
|
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Quantitative Investment Management's Q2 2014 Portfolio in Review
As of Q2 2014, Quantitative Investment Management held 797 positions worth $558M, down 73% from $2.1B the previous quarter. Its ten largest holdings account for 32% of the portfolio.
Quantitative Investment Management withdrew a net $1.59B in Q2 2014, closing 355 positions and reducing 134 holdings. Its most notable exit was iShares MSCI Emerging Markets ETF, an estimated $303M position sold in full.
By sector, the portfolio is most concentrated in Technology at 23% of assets, up from 13% a quarter earlier, followed by Communication Services and Energy.
Against the trend, Quantitative Investment Management opened a new position in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 worth $14.4M.
- Quantitative Investment Management's largest Q2 2014 buy was iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019: 31,531 shares worth $14.4M.
- Quantitative Investment Management added most to Apple in Q2 2014, an estimated $13.5M increase.
- Quantitative Investment Management's biggest Q2 2014 reduction was Tesla, cutting an estimated $99M.
- Quantitative Investment Management fully exited iShares MSCI Emerging Markets ETF in Q2 2014, selling an estimated $303M.
- Quantitative Investment Management's ten largest holdings make up 32% of its $558M portfolio in Q2 2014.
- Quantitative Investment Management opened 278 new positions and closed 355 in Q2 2014.
- Quantitative Investment Management's portfolio value fell 73% quarter-over-quarter to $558M.
Based on Quantitative Investment Management's 13F filing for Q2 2014, filed 8 Aug 2014.