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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 | |
|---|---|---|---|---|---|---|
|
BERY
376
DELISTED
Berry Global Group, Inc.
BERY
| $221K | 0.04% |
+9,365
| New | +$205K |
|
|
LGF
377
DELISTED
Lions Gate Entertainment
LGF
| $217K | 0.04% |
+7,600
| New | +$205K |
|
|
VIAB
378
DELISTED
Viacom Inc. Class B
VIAB
| $216K | 0.04% |
2,500
-18,100
| -88% | -$1.54M |
|
|
DRC
379
DELISTED
DRESSER-RAND GROUP INC
DRC
| $216K | 0.04% |
+3,400
| New | +$208K |
|
|
ATW
380
DELISTED
Atwood Oceanics
ATW
| $215K | 0.04% |
+4,100
| New | +$202K |
|
|
EXXI
381
DELISTED
ENERGY XXI LTD COM SHS
EXXI
| $215K | 0.04% |
+9,100
| New | +$205K |
|
382
AutoZone
AZO
$49.2B
| $214K | 0.04% |
+400
| New | +$212K |
|
|
TRLA
383
DELISTED
TRULIA INC (DEL)
TRLA
| $213K | 0.04% |
+4,500
| New | +$165K |
|
|
TUES
384
DELISTED
Tuesday Morning Corp
TUES
| $212K | 0.04% |
+11,900
| New | +$186K |
|
|
PX
385
DELISTED
Praxair Inc
PX
| $212K | 0.04% |
1,600
-21,000
| -93% | -$2.75M |
|
|
MW
386
DELISTED
THE MENS WAREHOUSE INC
MW
| $212K | 0.04% |
3,800
-31,800
| -89% | -$1.62M |
|
387
Advanced Micro Devices
AMD
$776B
| $211K | 0.04% |
50,400
-231,400
| -82% | -$937K |
|
|
BYI
388
DELISTED
BALLY TECHNOLOGIES, INC.
BYI
| $210K | 0.04% |
+3,200
| New | +$200K |
|
|
HES
389
DELISTED
Hess
HES
| $207K | 0.04% |
2,100
-20,100
| -91% | -$1.81M |
|
390
Pan American Silver
PAAS
$18.2B
| $207K | 0.04% |
+13,500
| New | +$179K |
|
391
Tenaris
TS
$28.9B
| $207K | 0.04% |
4,400
-3,000
| -41% | -$135K |
|
392
International Paper
IP
$21.6B
| $206K | 0.04% |
+4,390
| New | +$193K |
|
393
Northern Oil and Gas
NOG
$2.3B
| $206K | 0.04% |
+1,270
| New | +$194K |
|
394
Sherwin-Williams
SHW
$82.7B
| $206K | 0.04% |
3,000
-96,600
| -97% | -$6.45M |
|
395
Centene
CNC
$30.7B
| $204K | 0.04% |
+10,800
| New | +$186K |
|
396
St. Joe Company
JOE
$3.54B
| $203K | 0.04% |
+8,000
| New | +$172K |
|
397
Oceaneering
OII
$4.86B
| $203K | 0.04% |
+2,600
| New | +$191K |
|
398
Accenture
ACN
$102B
| $202K | 0.04% |
+2,500
| New | +$201K |
|
399
Nexstar Media Group
NXST
$5.82B
| $201K | 0.04% |
+3,900
| New | +$167K |
|
|
ESRX
400
DELISTED
Express Scripts Holding Company
ESRX
| $201K | 0.04% |
2,900
-78,500
| -96% | -$5.52M |
|
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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.