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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 | |
|---|---|---|---|---|---|---|
476
Avis
CAR
$4.86B
| – | – |
-17,200
| Closed | -$837K |
|
477
Caterpillar
CAT
$375B
| – | – |
-52,900
| Closed | -$5.26M |
|
478
Crown Castle
CCI
$33.3B
| – | – |
-12,000
| Closed | -$885K |
|
479
Cameco
CCJ
$37.6B
| – | – |
-60,300
| Closed | -$1.38M |
|
480
Cadence Design Systems
CDNS
$93.6B
| – | – |
-34,100
| Closed | -$529K |
|
481
CEMIG Preferred Shares
CIG
$6.26B
| – | – |
-411,390
| Closed | -$1.43M |
|
482
Celldex Therapeutics
CLDX
$2.99B
| – | – |
-1,433
| Closed | -$379K |
|
483
Clean Energy Fuels
CLNE
$427M
| – | – |
-32,400
| Closed | -$289K |
|
484
Cummins
CMI
$87.5B
| – | – |
-6,800
| Closed | -$1.01M |
|
485
CNX Resources
CNX
$5.06B
| – | – |
-13,800
| Closed | -$459K |
|
486
Capital One
COF
$128B
| – | – |
-27,000
| Closed | -$2.08M |
|
|
CPRX
487
DELISTED
Catalyst Pharmaceutical
CPRX
| – | – |
-11,500
| Closed | -$25K |
|
488
Capri Holdings
CPRI
$1.83B
| – | – |
-34,900
| Closed | -$3.25M |
|
489
Carter's
CRI
$1.42B
| – | – |
-20,100
| Closed | -$1.56M |
|
490
Comstock Resources
CRK
$3.89B
| – | – |
-5,460
| Closed | -$623K |
|
491
Carpenter Technology
CRS
$25.8B
| – | – |
-8,800
| Closed | -$581K |
|
492
CoStar Group
CSGP
$11.7B
| – | – |
-59,000
| Closed | -$1.1M |
|
493
Crane NXT
CXT
$2.99B
| – | – |
-35,988
| Closed | -$889K |
|
494
3D Systems Corp
DDD
$431M
| – | – |
-17,300
| Closed | -$1.02M |
|
495
HF Sinclair
DINO
$16.5B
| – | – |
-43,500
| Closed | -$2.07M |
|
496
Dick's Sporting Goods
DKS
$17.5B
| – | – |
-14,800
| Closed | -$808K |
|
497
Digital Realty Trust
DLR
$69.7B
| – | – |
-16,200
| Closed | -$859K |
|
498
Deluxe
DLX
$1.18B
| – | – |
-6,800
| Closed | -$356K |
|
499
Dover
DOV
$27.6B
| – | – |
-68,709
| Closed | -$4.54M |
|
500
Domino's
DPZ
$11.5B
| – | – |
-24,800
| Closed | -$1.91M |
|
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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.