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QIM
Quantitative Investment Management Portfolio holdings
AUM
$917M
1-Year Est. Return
3.96%
This Fund
S&P 500
This Quarter
Est. Return
+9.56%
1 Year Est. Return
-3.96%
3 Year Est. Return
+24.59%
5 Year Est. Return
+12.41%
10 Year Est. Return
+164.05%
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 | 23% |
| 2 | Miscellaneous | 18.29% |
| 3 | Communication Services | 13.54% |
| 4 | Energy | 9.24% |
| 5 | Consumer Discretionary | 7.51% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
AMTD
301
DELISTED
TD Ameritrade Holding Corp
AMTD
| $341K | 0.06% |
+10,900
| New | +$338K |
|
|
WOOF
302
DELISTED
VCA Inc.
WOOF
| $340K | 0.06% |
9,700
-1,600
| -14% | -$52K |
|
303
Western Union
WU
$2.05B
| $338K | 0.06% |
+19,500
| New | +$315K |
|
|
CPN
304
DELISTED
Calpine Corporation
CPN
| $335K | 0.06% |
14,100
-30,100
| -68% | -$683K |
|
305
M&T Bank
MTB
$33.4B
| $334K | 0.06% |
2,700
-7,900
| -75% | -$963K |
|
|
OA
306
DELISTED
Orbital ATK, Inc.
OA
| $334K | 0.06% |
2,500
-600
| -19% | -$82.8K |
|
307
Royal Caribbean
RCL
$68.6B
| $333K | 0.06% |
+6,000
| New | +$323K |
|
308
Nasdaq
NDAQ
$49.7B
| $332K | 0.06% |
+25,800
| New | +$315K |
|
309
J.M. Smucker
SJM
$13.2B
| $330K | 0.06% |
+3,100
| New | +$311K |
|
310
Celanese
CE
$5.22B
| $327K | 0.06% |
+5,100
| New | +$309K |
|
311
Jazz Pharmaceuticals
JAZZ
$15.8B
| $323K | 0.06% |
2,200
-1,200
| -35% | -$166K |
|
312
Teekay
TK
$1.28B
| $323K | 0.06% |
+5,200
| New | +$301K |
|
313
Willis Towers Watson
WTW
$29.2B
| $320K | 0.06% |
+2,794
| New | +$314K |
|
314
CMS Energy
CMS
$20.8B
| $317K | 0.06% |
+10,200
| New | +$304K |
|
315
Teradata
TDC
$2.74B
| $317K | 0.06% |
+7,900
| New | +$345K |
|
|
TPLM
316
DELISTED
Triangle Petroleum Corporation
TPLM
| $309K | 0.06% |
+26,300
| New | +$260K |
|
317
T. Rowe Price
TROW
$22.2B
| $303K | 0.05% |
+3,600
| New | +$294K |
|
318
KBR
KBR
$4.66B
| $298K | 0.05% |
+12,500
| New | +$313K |
|
|
MDR
319
DELISTED
McDermott International
MDR
| $298K | 0.05% |
+12,300
| New | +$270K |
|
320
Align Technology
ALGN
$10.8B
| $297K | 0.05% |
+5,300
| New | +$276K |
|
|
CY
321
DELISTED
Cypress Semiconductor
CY
| $293K | 0.05% |
+26,900
| New | +$273K |
|
|
ALR
322
DELISTED
Alere Inc
ALR
| $291K | 0.05% |
+7,800
| New | +$278K |
|
323
O-I Glass
OI
$968M
| $290K | 0.05% |
+8,400
| New | +$278K |
|
324
Kohl's
KSS
$1.89B
| $289K | 0.05% |
+5,500
| New | +$298K |
|
325
Manitowoc
MTW
$750M
| $289K | 0.05% |
+9,715
| New | +$258K |
|
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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 Miscellaneous and Communication Services.
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.